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22.289Net Profit
70.054PSR
1.462Sharpe Ratio
0.121Alpha
0.841Beta
42.176CAR
9.4Drawdown
-0.6Loss Rate
0Parameters
0Security Types
144Tradeable Dates
355Trades
0.283Treynor Ratio
0.37Win Rate
383.68Net Profit
52.514PSR
1.073Sharpe Ratio
0.171Alpha
1.132Beta
41.2CAR
30.3Drawdown
-0.82Loss Rate
0Parameters
0Security Types
1151Tradeable Dates
3009Trades
0.254Treynor Ratio
0.64Win Rate
22.289Net Profit
70.054PSR
1.462Sharpe Ratio
0.121Alpha
0.841Beta
42.176CAR
9.4Drawdown
-0.6Loss Rate
0Parameters
0Security Types
144Tradeable Dates
355Trades
0.283Treynor Ratio
0.37Win Rate
383.68Net Profit
52.514PSR
1.073Sharpe Ratio
0.171Alpha
1.132Beta
41.2CAR
30.3Drawdown
-0.82Loss Rate
0Parameters
0Security Types
1151Tradeable Dates
3009Trades
0.254Treynor Ratio
0.64Win Rate