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786.339Net Profit
0.01PSR
0.3Sharpe Ratio
0.009Alpha
1.291Beta
9.113CAR
62.9Drawdown
-0.81Loss Rate
14Parameters
0Security Types
6289Tradeable Dates
185Trades
0.05Treynor Ratio
1.79Win Rate
786.339Net Profit
0.01PSR
0.3Sharpe Ratio
0.009Alpha
1.291Beta
9.113CAR
62.9Drawdown
-0.81Loss Rate
14Parameters
0Security Types
6289Tradeable Dates
185Trades
0.05Treynor Ratio
1.79Win Rate