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6652.409Net Profit
65.72PSR
1.467Sharpe Ratio
0.611Alpha
1.47Beta
87.517CAR
60.6Drawdown
-4.4Loss Rate
61Parameters
1Security Types
1686Tradeable Dates
127Trades
0.49Treynor Ratio
26.63Win Rate
6652.409Net Profit
65.72PSR
1.467Sharpe Ratio
0.611Alpha
1.47Beta
87.517CAR
60.6Drawdown
-4.4Loss Rate
61Parameters
1Security Types
1686Tradeable Dates
127Trades
0.49Treynor Ratio
26.63Win Rate
McCartney left a comment in the discussion Strategy Discussion: 245
I posted this not to share a strat, but to illustrate how easy it is to fool oneself into thinking...
McCartney left a comment in the discussion Strategy Discussion: 245
I posted this not to share a strat, but to illustrate how easy it is to fool oneself into thinking...
1 months ago