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23.766Net Profit
37.395PSR
0.507Sharpe Ratio
0.064Alpha
0.503Beta
19.168CAR
14.7Drawdown
60Loss Rate
0Parameters
3Security Types
0.499Sortino Ratio
443Tradeable Dates
889Trades
0.186Treynor Ratio
40Win Rate
44.143Net Profit
55.368PSR
1.198Sharpe Ratio
0.228Alpha
0.881Beta
37.53CAR
24.4Drawdown
50Loss Rate
0Parameters
2Security Types
1.758Sortino Ratio
0Tradeable Dates
194Trades
0.453Treynor Ratio
50Win Rate
27.329Net Profit
80.171PSR
1.219Sharpe Ratio
0.037Alpha
0.628Beta
24.943CAR
8.3Drawdown
-0.92Loss Rate
0Parameters
0Security Types
271Tradeable Dates
36Trades
0.186Treynor Ratio
2.1Win Rate
23.766Net Profit
37.395PSR
0.507Sharpe Ratio
0.064Alpha
0.503Beta
19.168CAR
14.7Drawdown
60Loss Rate
0Parameters
3Security Types
0.499Sortino Ratio
443Tradeable Dates
889Trades
0.186Treynor Ratio
40Win Rate
44.143Net Profit
55.368PSR
1.198Sharpe Ratio
0.228Alpha
0.881Beta
37.53CAR
24.4Drawdown
50Loss Rate
0Parameters
2Security Types
1.758Sortino Ratio
0Tradeable Dates
194Trades
0.453Treynor Ratio
50Win Rate
27.329Net Profit
80.171PSR
1.219Sharpe Ratio
0.037Alpha
0.628Beta
24.943CAR
8.3Drawdown
-0.92Loss Rate
0Parameters
0Security Types
271Tradeable Dates
36Trades
0.186Treynor Ratio
2.1Win Rate