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8.451Net Profit
23.165PSR
0.305Sharpe Ratio
0Alpha
-0.461Beta
8.475CAR
20.6Drawdown
-0.99Loss Rate
7Parameters
0Security Types
251Tradeable Dates
385Trades
-0.13Treynor Ratio
1.03Win Rate
8.451Net Profit
23.165PSR
0.305Sharpe Ratio
0Alpha
-0.461Beta
8.475CAR
20.6Drawdown
-0.99Loss Rate
7Parameters
0Security Types
251Tradeable Dates
385Trades
-0.13Treynor Ratio
1.03Win Rate