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46.991Net Profit
64.111PSR
1.043Sharpe Ratio
0.081Alpha
0.378Beta
30.404CAR
11.9Drawdown
0Loss Rate
0Parameters
0Security Types
365Tradeable Dates
107Trades
0.433Treynor Ratio
1.12Win Rate
46.991Net Profit
64.111PSR
1.043Sharpe Ratio
0.081Alpha
0.378Beta
30.404CAR
11.9Drawdown
0Loss Rate
0Parameters
0Security Types
365Tradeable Dates
107Trades
0.433Treynor Ratio
1.12Win Rate