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49.212Net Profit
64.373PSR
1.3Sharpe Ratio
0Alpha
0Beta
48.887CAR
22.4Drawdown
-0.23Loss Rate
22Parameters
0Security Types
0Tradeable Dates
771Trades
0Treynor Ratio
0.25Win Rate
49.212Net Profit
64.373PSR
1.3Sharpe Ratio
0Alpha
0Beta
48.887CAR
22.4Drawdown
-0.23Loss Rate
19Parameters
0Security Types
0Tradeable Dates
771Trades
0Treynor Ratio
0.25Win Rate
49.212Net Profit
64.373PSR
1.3Sharpe Ratio
0Alpha
0Beta
48.887CAR
22.4Drawdown
-0.23Loss Rate
22Parameters
0Security Types
0Tradeable Dates
771Trades
0Treynor Ratio
0.25Win Rate
49.212Net Profit
64.373PSR
1.3Sharpe Ratio
0Alpha
0Beta
48.887CAR
22.4Drawdown
-0.23Loss Rate
19Parameters
0Security Types
0Tradeable Dates
771Trades
0Treynor Ratio
0.25Win Rate