103.351Net Profit

61.523PSR

1.497Sharpe Ratio

0.753Alpha

-0.709Beta

90.798CAR

32.5Drawdown

51Loss Rate

0Parameters

1Security Types

1.853Sortino Ratio

282Tradeable Dates

408Trades

-0.941Treynor Ratio

49Win Rate

61.948Net Profit

49.298PSR

1.065Sharpe Ratio

0.486Alpha

-0.481Beta

57.202CAR

24.3Drawdown

51Loss Rate

0Parameters

1Security Types

1.314Sortino Ratio

274Tradeable Dates

488Trades

-0.873Treynor Ratio

49Win Rate

40.992Net Profit

99.953PSR

15.485Sharpe Ratio

4.254Alpha

-0.233Beta

919.652CAR

5.4Drawdown

38Loss Rate

0Parameters

1Security Types

29.483Sortino Ratio

36Tradeable Dates

32Trades

-18.273Treynor Ratio

62Win Rate

0.461Net Profit

42.714PSR

0.091Sharpe Ratio

0.055Alpha

-0.087Beta

7.568CAR

4.9Drawdown

50Loss Rate

0Parameters

1Security Types

0.105Sortino Ratio

15Tradeable Dates

16Trades

-0.2Treynor Ratio

50Win Rate

-17.786Net Profit

0.05PSR

-2.509Sharpe Ratio

-0.017Alpha

-2.136Beta

-95.531CAR

20.9Drawdown

50Loss Rate

0Parameters

1Security Types

-3.021Sortino Ratio

15Tradeable Dates

12Trades

0.441Treynor Ratio

50Win Rate

27.83Net Profit

99.459PSR

12.97Sharpe Ratio

4.488Alpha

1.083Beta

895.317CAR

5.1Drawdown

50Loss Rate

0Parameters

1Security Types

27.31Sortino Ratio

26Tradeable Dates

8Trades

3.979Treynor Ratio

50Win Rate

92.226Net Profit

79.824PSR

2.031Sharpe Ratio

0.565Alpha

0.661Beta

103.38CAR

15.8Drawdown

-2.66Loss Rate

0Parameters

0Security Types

336Tradeable Dates

189Trades

1.009Treynor Ratio

3.68Win Rate

83.055Net Profit

68.978PSR

1.63Sharpe Ratio

0.478Alpha

0.741Beta

87.524CAR

27.6Drawdown

42Loss Rate

0Parameters

3Security Types

2.442Sortino Ratio

242Tradeable Dates

157Trades

0.797Treynor Ratio

58Win Rate

591.574Net Profit

68.834PSR

2.204Sharpe Ratio

1.745Alpha

0.452Beta

188.145CAR

46.2Drawdown

52Loss Rate

0Parameters

1Security Types

3.051Sortino Ratio

471Tradeable Dates

658Trades

3.994Treynor Ratio

48Win Rate

65.935Net Profit

53.727PSR

1.326Sharpe Ratio

0.819Alpha

-1.034Beta

84.44CAR

29Drawdown

47Loss Rate

0Parameters

1Security Types

1.683Sortino Ratio

214Tradeable Dates

451Trades

-0.649Treynor Ratio

53Win Rate

154.507Net Profit

48.197PSR

1.126Sharpe Ratio

0.554Alpha

-0.132Beta

66.862CAR

32.7Drawdown

53Loss Rate

0Parameters

1Security Types

1.491Sortino Ratio

470Tradeable Dates

442Trades

-4.068Treynor Ratio

47Win Rate

168.121Net Profit

51.767PSR

1.199Sharpe Ratio

0.578Alpha

-0.136Beta

71.696CAR

30.9Drawdown

54Loss Rate

0Parameters

1Security Types

1.547Sortino Ratio

470Tradeable Dates

382Trades

-4.128Treynor Ratio

46Win Rate

95.437Net Profit

34.979PSR

0.813Sharpe Ratio

0.409Alpha

-0.186Beta

44.376CAR

40Drawdown

52Loss Rate

0Parameters

1Security Types

1.031Sortino Ratio

470Tradeable Dates

562Trades

-2.065Treynor Ratio

48Win Rate

177.043Net Profit

55.925PSR

1.276Sharpe Ratio

0.624Alpha

-0.436Beta

74.804CAR

33.1Drawdown

55Loss Rate

0Parameters

1Security Types

1.492Sortino Ratio

470Tradeable Dates

294Trades

-1.296Treynor Ratio

45Win Rate

94.425Net Profit

65.967PSR

1.812Sharpe Ratio

1.076Alpha

-1.101Beta

123.973CAR

28.1Drawdown

52Loss Rate

0Parameters

1Security Types

2.322Sortino Ratio

213Tradeable Dates

174Trades

-0.836Treynor Ratio

48Win Rate

367.653Net Profit

55.518PSR

1.775Sharpe Ratio

1.571Alpha

0.282Beta

132.902CAR

64.3Drawdown

52Loss Rate

0Parameters

1Security Types

2.256Sortino Ratio

470Tradeable Dates

510Trades

5.7Treynor Ratio

48Win Rate

293.714Net Profit

65.012PSR

1.634Sharpe Ratio

0.96Alpha

-0.27Beta

116.924CAR

37.4Drawdown

43Loss Rate

0Parameters

4Security Types

2.145Sortino Ratio

646Tradeable Dates

9464Trades

-3.429Treynor Ratio

57Win Rate