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1.34Net Profit
60.74PSR
3.869Sharpe Ratio
0.257Alpha
1.109Beta
162.131CAR
1.3Drawdown
-1.08Loss Rate
0Parameters
0Security Types
5Tradeable Dates
10Trades
0.424Treynor Ratio
0.61Win Rate
1.34Net Profit
60.74PSR
3.869Sharpe Ratio
0.261Alpha
1.127Beta
162.131CAR
1.3Drawdown
-1.08Loss Rate
0Parameters
0Security Types
5Tradeable Dates
10Trades
0.418Treynor Ratio
0.61Win Rate
1.34Net Profit
60.74PSR
3.869Sharpe Ratio
0.257Alpha
1.109Beta
162.131CAR
1.3Drawdown
-1.08Loss Rate
0Parameters
0Security Types
5Tradeable Dates
10Trades
0.424Treynor Ratio
0.61Win Rate
1.34Net Profit
60.74PSR
3.869Sharpe Ratio
0.261Alpha
1.127Beta
162.131CAR
1.3Drawdown
-1.08Loss Rate
0Parameters
0Security Types
5Tradeable Dates
10Trades
0.418Treynor Ratio
0.61Win Rate