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38.316Net Profit
0.003PSR
-0.069Sharpe Ratio
-0.005Alpha
-0.004Beta
1.817CAR
24.5Drawdown
-0.89Loss Rate
120Parameters
2Security Types
6575Tradeable Dates
1538Trades
1.005Treynor Ratio
1.07Win Rate
38.316Net Profit
0.003PSR
-0.069Sharpe Ratio
-0.005Alpha
-0.004Beta
1.817CAR
24.5Drawdown
-0.89Loss Rate
120Parameters
2Security Types
6575Tradeable Dates
1538Trades
1.005Treynor Ratio
1.07Win Rate
57.734Net Profit
0.084PSR
-0.014Sharpe Ratio
-0.001Alpha
0Beta
2.562CAR
12.2Drawdown
-0.38Loss Rate
93Parameters
2Security Types
6575Tradeable Dates
1835Trades
1.93Treynor Ratio
0.8Win Rate
57.656Net Profit
0.084PSR
-0.013Sharpe Ratio
-0.001Alpha
0Beta
2.563CAR
12.2Drawdown
-0.38Loss Rate
93Parameters
2Security Types
6567Tradeable Dates
1835Trades
1.807Treynor Ratio
0.8Win Rate
17.301Net Profit
0.006PSR
-0.505Sharpe Ratio
-0.012Alpha
-0.005Beta
0.893CAR
8.3Drawdown
-0.29Loss Rate
45Parameters
1Security Types
5602Tradeable Dates
1702Trades
2.67Treynor Ratio
0.34Win Rate
38.316Net Profit
0.003PSR
-0.069Sharpe Ratio
-0.005Alpha
-0.004Beta
1.817CAR
24.5Drawdown
-0.89Loss Rate
120Parameters
2Security Types
6575Tradeable Dates
1538Trades
1.005Treynor Ratio
1.07Win Rate
38.316Net Profit
0.003PSR
-0.069Sharpe Ratio
-0.005Alpha
-0.004Beta
1.817CAR
24.5Drawdown
-0.89Loss Rate
120Parameters
2Security Types
6575Tradeable Dates
1538Trades
1.005Treynor Ratio
1.07Win Rate
57.734Net Profit
0.084PSR
-0.014Sharpe Ratio
-0.001Alpha
0Beta
2.562CAR
12.2Drawdown
-0.38Loss Rate
93Parameters
2Security Types
6575Tradeable Dates
1835Trades
1.93Treynor Ratio
0.8Win Rate
57.656Net Profit
0.084PSR
-0.013Sharpe Ratio
-0.001Alpha
0Beta
2.563CAR
12.2Drawdown
-0.38Loss Rate
93Parameters
2Security Types
6567Tradeable Dates
1835Trades
1.807Treynor Ratio
0.8Win Rate
17.301Net Profit
0.006PSR
-0.505Sharpe Ratio
-0.012Alpha
-0.005Beta
0.893CAR
8.3Drawdown
-0.29Loss Rate
45Parameters
1Security Types
5602Tradeable Dates
1702Trades
2.67Treynor Ratio
0.34Win Rate
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