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30947.139Net Profit
23.597PSR
0.969Sharpe Ratio
0.171Alpha
0.842Beta
28.298CAR
77.4Drawdown
-0.78Loss Rate
5Parameters
1Security Types
1.497Sortino Ratio
5789Tradeable Dates
1251Trades
0.259Treynor Ratio
1.87Win Rate
276.995Net Profit
26.118PSR
0.86Sharpe Ratio
0.073Alpha
0.829Beta
21.128CAR
41.6Drawdown
-1.02Loss Rate
0Parameters
1Security Types
1.29Sortino Ratio
1742Tradeable Dates
486Trades
0.195Treynor Ratio
1.51Win Rate
1446.439Net Profit
26.022PSR
0.923Sharpe Ratio
0.108Alpha
0.834Beta
19.316CAR
52.3Drawdown
-0.11Loss Rate
0Parameters
1Security Types
1.315Sortino Ratio
5536Tradeable Dates
10001Trades
0.172Treynor Ratio
0.16Win Rate
30947.139Net Profit
23.597PSR
0.969Sharpe Ratio
0.171Alpha
0.842Beta
28.298CAR
77.4Drawdown
-0.78Loss Rate
5Parameters
1Security Types
1.497Sortino Ratio
5789Tradeable Dates
1251Trades
0.259Treynor Ratio
1.87Win Rate
276.995Net Profit
26.118PSR
0.86Sharpe Ratio
0.073Alpha
0.829Beta
21.128CAR
41.6Drawdown
-1.02Loss Rate
0Parameters
1Security Types
1.29Sortino Ratio
1742Tradeable Dates
486Trades
0.195Treynor Ratio
1.51Win Rate
1446.439Net Profit
26.022PSR
0.923Sharpe Ratio
0.108Alpha
0.834Beta
19.316CAR
52.3Drawdown
-0.11Loss Rate
0Parameters
1Security Types
1.315Sortino Ratio
5536Tradeable Dates
10001Trades
0.172Treynor Ratio
0.16Win Rate
Fyker1 left a comment in the discussion Piotroski F-Score Investing
Hi everyone
Fyker1 left a comment in the discussion Piotroski F-Score Investing
Hi everyone
2 years ago