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230.612Net Profit
31.936PSR
0.669Sharpe Ratio
0.028Alpha
0.718Beta
15.773CAR
24.6Drawdown
-0.53Loss Rate
0Parameters
4Security Types
2050Tradeable Dates
503Trades
0.118Treynor Ratio
0.87Win Rate
179.99Net Profit
12.227PSR
0.492Sharpe Ratio
-0.001Alpha
0.949Beta
13.724CAR
31.1Drawdown
-0.24Loss Rate
0Parameters
4Security Types
2011Tradeable Dates
38Trades
0.08Treynor Ratio
0.4Win Rate
-33.112Net Profit
0.003PSR
-0.058Sharpe Ratio
-0.022Alpha
0.125Beta
-3.942CAR
80.9Drawdown
-1.98Loss Rate
18Parameters
4Security Types
-0.219Sortino Ratio
3128Tradeable Dates
702Trades
-0.085Treynor Ratio
2.56Win Rate
230.612Net Profit
31.936PSR
0.669Sharpe Ratio
0.028Alpha
0.718Beta
15.773CAR
24.6Drawdown
-0.53Loss Rate
0Parameters
4Security Types
2050Tradeable Dates
503Trades
0.118Treynor Ratio
0.87Win Rate
179.99Net Profit
12.227PSR
0.492Sharpe Ratio
-0.001Alpha
0.949Beta
13.724CAR
31.1Drawdown
-0.24Loss Rate
0Parameters
4Security Types
2011Tradeable Dates
38Trades
0.08Treynor Ratio
0.4Win Rate
-33.112Net Profit
0.003PSR
-0.058Sharpe Ratio
-0.022Alpha
0.125Beta
-3.942CAR
80.9Drawdown
-1.98Loss Rate
18Parameters
4Security Types
-0.219Sortino Ratio
3128Tradeable Dates
702Trades
-0.085Treynor Ratio
2.56Win Rate