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1.419Net Profit
29.584PSR
-1.962Sharpe Ratio
-0.045Alpha
0.01Beta
1.767CAR
2.9Drawdown
-0.08Loss Rate
46Parameters
0Security Types
203Tradeable Dates
1582Trades
-4.188Treynor Ratio
0.16Win Rate
0.702Net Profit
44.184PSR
-0.543Sharpe Ratio
-0.031Alpha
0.123Beta
2.922CAR
2.2Drawdown
-2.07Loss Rate
54Parameters
0Security Types
61Tradeable Dates
21Trades
-0.136Treynor Ratio
0.31Win Rate
1.419Net Profit
29.584PSR
-1.962Sharpe Ratio
-0.045Alpha
0.01Beta
1.767CAR
2.9Drawdown
-0.08Loss Rate
46Parameters
0Security Types
203Tradeable Dates
1582Trades
-4.188Treynor Ratio
0.16Win Rate
0.702Net Profit
44.184PSR
-0.543Sharpe Ratio
-0.031Alpha
0.123Beta
2.922CAR
2.2Drawdown
-2.07Loss Rate
54Parameters
0Security Types
61Tradeable Dates
21Trades
-0.136Treynor Ratio
0.31Win Rate