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181.118Net Profit
0.016PSR
0.463Sharpe Ratio
0Alpha
0Beta
9.053CAR
6Drawdown
-1.17Loss Rate
14Parameters
1Security Types
2999Tradeable Dates
1256Trades
0Treynor Ratio
1.44Win Rate
181.118Net Profit
0.016PSR
0.463Sharpe Ratio
0Alpha
0Beta
9.053CAR
6Drawdown
-1.17Loss Rate
14Parameters
1Security Types
2999Tradeable Dates
1256Trades
0Treynor Ratio
1.44Win Rate
ljyj2015@gmail.com left a comment in the discussion YANG,YINN, Daily The issue starts from Apr 2nd, 2013; and continues until now
See this backtest
ljyj2015@gmail.com left a comment in the discussion YANG,YINN, Daily The issue starts from Apr 2nd, 2013; and continues until now
See this backtest
1 years ago