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43.342Net Profit
2.914Sharpe Ratio
0.594Alpha
9.777Beta
113.796CAR
13.6Drawdown
0Loss Rate
1Security Types
0Sortino Ratio
120Tradeable Dates
1Trades
0.081Treynor Ratio
0Win Rate
4.085Net Profit
0.296Sharpe Ratio
0.211Alpha
-4.541Beta
3.92CAR
34.3Drawdown
0Loss Rate
1Security Types
0Sortino Ratio
263Tradeable Dates
1Trades
-0.027Treynor Ratio
0Win Rate
71.768Net Profit
2.09Sharpe Ratio
0.542Alpha
0.453Beta
68.139CAR
14.2Drawdown
0Loss Rate
1Security Types
0Sortino Ratio
263Tradeable Dates
1Trades
1.216Treynor Ratio
0Win Rate
43.342Net Profit
2.914Sharpe Ratio
0.594Alpha
9.777Beta
113.796CAR
13.6Drawdown
0Loss Rate
1Security Types
0Sortino Ratio
120Tradeable Dates
1Trades
0.081Treynor Ratio
0Win Rate
4.085Net Profit
0.296Sharpe Ratio
0.211Alpha
-4.541Beta
3.92CAR
34.3Drawdown
0Loss Rate
1Security Types
0Sortino Ratio
263Tradeable Dates
1Trades
-0.027Treynor Ratio
0Win Rate
71.768Net Profit
2.09Sharpe Ratio
0.542Alpha
0.453Beta
68.139CAR
14.2Drawdown
0Loss Rate
1Security Types
0Sortino Ratio
263Tradeable Dates
1Trades
1.216Treynor Ratio
0Win Rate
Vivid left a comment in the discussion Simplest working framework example
InsightDirection.Flat is your problem, you should try it with InsightDirection.Up
Vivid left a comment in the discussion Simplest working framework example
InsightDirection.Flat is your problem, you should try it with InsightDirection.Up
6 years ago