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390.748Net Profit
54.765PSR
0.87Sharpe Ratio
0.033Alpha
0.466Beta
13.254CAR
13.8Drawdown
-0.19Loss Rate
28Parameters
0Security Types
3212Tradeable Dates
988Trades
0.163Treynor Ratio
0.7Win Rate
237.312Net Profit
17.194PSR
0.605Sharpe Ratio
0.008Alpha
0.507Beta
9.98CAR
21.2Drawdown
-0.26Loss Rate
30Parameters
0Security Types
3212Tradeable Dates
1066Trades
0.107Treynor Ratio
0.66Win Rate
365.938Net Profit
23.178PSR
0.814Sharpe Ratio
0.218Alpha
1.244Beta
39.047CAR
45.1Drawdown
-0.57Loss Rate
10Parameters
0Security Types
0Tradeable Dates
4636Trades
0.266Treynor Ratio
0.91Win Rate
196.915Net Profit
0.42PSR
0.322Sharpe Ratio
-0.013Alpha
0.674Beta
7.611CAR
34.6Drawdown
-0.34Loss Rate
0Parameters
0Security Types
0Tradeable Dates
3365Trades
0.068Treynor Ratio
0.38Win Rate
390.748Net Profit
54.765PSR
0.87Sharpe Ratio
0.033Alpha
0.466Beta
13.254CAR
13.8Drawdown
-0.19Loss Rate
28Parameters
0Security Types
3212Tradeable Dates
988Trades
0.163Treynor Ratio
0.7Win Rate
237.312Net Profit
17.194PSR
0.605Sharpe Ratio
0.008Alpha
0.507Beta
9.98CAR
21.2Drawdown
-0.26Loss Rate
30Parameters
0Security Types
3212Tradeable Dates
1066Trades
0.107Treynor Ratio
0.66Win Rate
365.938Net Profit
23.178PSR
0.814Sharpe Ratio
0.218Alpha
1.244Beta
39.047CAR
45.1Drawdown
-0.57Loss Rate
10Parameters
0Security Types
0Tradeable Dates
4636Trades
0.266Treynor Ratio
0.91Win Rate
196.915Net Profit
0.42PSR
0.322Sharpe Ratio
-0.013Alpha
0.674Beta
7.611CAR
34.6Drawdown
-0.34Loss Rate
0Parameters
0Security Types
0Tradeable Dates
3365Trades
0.068Treynor Ratio
0.38Win Rate