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2.454Net Profit
27.621PSR
-0.909Sharpe Ratio
-0.035Alpha
-0.018Beta
2.442CAR
4.1Drawdown
-0.06Loss Rate
40Parameters
0Security Types
312Tradeable Dates
859Trades
1.874Treynor Ratio
0.07Win Rate
2.454Net Profit
27.621PSR
-0.909Sharpe Ratio
-0.035Alpha
-0.018Beta
2.442CAR
4.1Drawdown
-0.06Loss Rate
40Parameters
0Security Types
312Tradeable Dates
859Trades
1.874Treynor Ratio
0.07Win Rate