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4.894Net Profit
7.946PSR
-0.6Sharpe Ratio
-0.055Alpha
0.154Beta
2.038CAR
10.3Drawdown
-0.24Loss Rate
26Parameters
1Security Types
594Tradeable Dates
562Trades
-0.252Treynor Ratio
0.92Win Rate
15.83Net Profit
83.405PSR
1.658Sharpe Ratio
-0.001Alpha
0.932Beta
28.53CAR
4.8Drawdown
-0.36Loss Rate
0Parameters
2Security Types
148Tradeable Dates
41Trades
0.149Treynor Ratio
0.14Win Rate
15.83Net Profit
83.405PSR
1.658Sharpe Ratio
-0.001Alpha
0.932Beta
28.53CAR
4.8Drawdown
-0.36Loss Rate
0Parameters
2Security Types
148Tradeable Dates
41Trades
0.149Treynor Ratio
0.14Win Rate
51.898Net Profit
12.871PSR
0.265Sharpe Ratio
-0.008Alpha
0.931Beta
10.121CAR
24.1Drawdown
-0.64Loss Rate
0Parameters
2Security Types
1088Tradeable Dates
235Trades
0.039Treynor Ratio
0.27Win Rate
7.011Net Profit
65.899PSR
1.139Sharpe Ratio
0.063Alpha
0.766Beta
22.533CAR
4.1Drawdown
-0.45Loss Rate
0Parameters
2Security Types
84Tradeable Dates
27Trades
0.132Treynor Ratio
0.14Win Rate
4.894Net Profit
7.946PSR
-0.6Sharpe Ratio
-0.055Alpha
0.154Beta
2.038CAR
10.3Drawdown
-0.24Loss Rate
26Parameters
1Security Types
594Tradeable Dates
562Trades
-0.252Treynor Ratio
0.92Win Rate
15.83Net Profit
83.405PSR
1.658Sharpe Ratio
-0.001Alpha
0.932Beta
28.53CAR
4.8Drawdown
-0.36Loss Rate
0Parameters
2Security Types
148Tradeable Dates
41Trades
0.149Treynor Ratio
0.14Win Rate
15.83Net Profit
83.405PSR
1.658Sharpe Ratio
-0.001Alpha
0.932Beta
28.53CAR
4.8Drawdown
-0.36Loss Rate
0Parameters
2Security Types
148Tradeable Dates
41Trades
0.149Treynor Ratio
0.14Win Rate
51.898Net Profit
12.871PSR
0.265Sharpe Ratio
-0.008Alpha
0.931Beta
10.121CAR
24.1Drawdown
-0.64Loss Rate
0Parameters
2Security Types
1088Tradeable Dates
235Trades
0.039Treynor Ratio
0.27Win Rate
7.011Net Profit
65.899PSR
1.139Sharpe Ratio
0.063Alpha
0.766Beta
22.533CAR
4.1Drawdown
-0.45Loss Rate
0Parameters
2Security Types
84Tradeable Dates
27Trades
0.132Treynor Ratio
0.14Win Rate
4.054Net Profit
68.557PSR
0.672Sharpe Ratio
0.011Alpha
0.421Beta
12.656CAR
2.1Drawdown
0Loss Rate
0Parameters
2Security Types
84Tradeable Dates
7Trades
0.077Treynor Ratio
0.05Win Rate
-8.496Net Profit
0.398PSR
-0.999Sharpe Ratio
-0.061Alpha
0.017Beta
-3.177CAR
21.6Drawdown
-0.26Loss Rate
26Parameters
2Security Types
689Tradeable Dates
616Trades
-3.644Treynor Ratio
0.9Win Rate
159.85Net Profit
8.203PSR
0.464Sharpe Ratio
0.033Alpha
0.781Beta
14.604CAR
39.3Drawdown
-0.87Loss Rate
36Parameters
1Security Types
0Tradeable Dates
430Trades
0.123Treynor Ratio
1.41Win Rate
-15.114Net Profit
0.123PSR
-1.072Sharpe Ratio
-0.078Alpha
0Beta
-5.785CAR
30.2Drawdown
-0.31Loss Rate
21Parameters
2Security Types
689Tradeable Dates
622Trades
186.436Treynor Ratio
1.2Win Rate
Alyssa left a comment in the discussion Concerning Developments in Our Agentic Quant Research
Epic! Happy May Fools!!
Alyssa left a comment in the discussion Concerning Developments in Our Agentic Quant Research
Epic! Happy May Fools!!
5 days ago