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30.405Net Profit
11.444PSR
0.476Sharpe Ratio
0.039Alpha
0.244Beta
7.884CAR
17.6Drawdown
-0.14Loss Rate
8Parameters
1Security Types
0Tradeable Dates
4614Trades
0.258Treynor Ratio
0.15Win Rate
14.662Net Profit
33.73PSR
0.692Sharpe Ratio
0.094Alpha
-0.184Beta
14.719CAR
11.5Drawdown
-1.38Loss Rate
11Parameters
0Security Types
251Tradeable Dates
10Trades
-0.622Treynor Ratio
4.72Win Rate
-36.653Net Profit
3.684PSR
-0.121Sharpe Ratio
-0.093Alpha
1.168Beta
-22.96CAR
76.5Drawdown
0Loss Rate
1Parameters
1Security Types
0Sortino Ratio
638Tradeable Dates
1Trades
-0.05Treynor Ratio
0Win Rate
60.123Net Profit
30.925PSR
0.787Sharpe Ratio
0.312Alpha
0.525Beta
30.909CAR
37.2Drawdown
57Loss Rate
0Parameters
1Security Types
1.2289Sortino Ratio
638Tradeable Dates
29Trades
0.544Treynor Ratio
43Win Rate
31.325Net Profit
11.932PSR
0.487Sharpe Ratio
0.041Alpha
0.245Beta
8.107CAR
17.6Drawdown
-0.14Loss Rate
8Parameters
1Security Types
0Tradeable Dates
4614Trades
0.264Treynor Ratio
0.15Win Rate
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30.405Net Profit
11.444PSR
0.476Sharpe Ratio
0.039Alpha
0.244Beta
7.884CAR
17.6Drawdown
-0.14Loss Rate
8Parameters
1Security Types
0Tradeable Dates
4614Trades
0.258Treynor Ratio
0.15Win Rate
14.662Net Profit
33.73PSR
0.692Sharpe Ratio
0.094Alpha
-0.184Beta
14.719CAR
11.5Drawdown
-1.38Loss Rate
11Parameters
0Security Types
251Tradeable Dates
10Trades
-0.622Treynor Ratio
4.72Win Rate
-36.653Net Profit
3.684PSR
-0.121Sharpe Ratio
-0.093Alpha
1.168Beta
-22.96CAR
76.5Drawdown
0Loss Rate
1Parameters
1Security Types
0Sortino Ratio
638Tradeable Dates
1Trades
-0.05Treynor Ratio
0Win Rate
60.123Net Profit
30.925PSR
0.787Sharpe Ratio
0.312Alpha
0.525Beta
30.909CAR
37.2Drawdown
57Loss Rate
0Parameters
1Security Types
1.2289Sortino Ratio
638Tradeable Dates
29Trades
0.544Treynor Ratio
43Win Rate
31.325Net Profit
11.932PSR
0.487Sharpe Ratio
0.041Alpha
0.245Beta
8.107CAR
17.6Drawdown
-0.14Loss Rate
8Parameters
1Security Types
0Tradeable Dates
4614Trades
0.264Treynor Ratio
0.15Win Rate
3.471Net Profit
10.794PSR
0.264Sharpe Ratio
0.014Alpha
-0.01Beta
1.489CAR
10.3Drawdown
-0.16Loss Rate
659Parameters
1Security Types
0.322Sortino Ratio
721Tradeable Dates
2959Trades
-1.33Treynor Ratio
0.04Win Rate
107.824Net Profit
96.266PSR
13.016Sharpe Ratio
6.73Alpha
-1.754Beta
1006.353CAR
12.6Drawdown
-0.23Loss Rate
659Parameters
1Security Types
21.325Sortino Ratio
94Tradeable Dates
90Trades
-3.875Treynor Ratio
1.37Win Rate
5.985Net Profit
18.079PSR
0.288Sharpe Ratio
0.086Alpha
0.157Beta
4.562CAR
52.9Drawdown
-2.94Loss Rate
659Parameters
1Security Types
0.13Sortino Ratio
406Tradeable Dates
401Trades
0.595Treynor Ratio
0.81Win Rate
37.139Net Profit
93.966PSR
5.773Sharpe Ratio
1.382Alpha
-0.513Beta
186.324CAR
6.3Drawdown
-0.1Loss Rate
659Parameters
1Security Types
8.206Sortino Ratio
93Tradeable Dates
81Trades
-2.728Treynor Ratio
0.67Win Rate
19.905Net Profit
91.937PSR
4.406Sharpe Ratio
0.629Alpha
-0.407Beta
83.06CAR
4.7Drawdown
-0.22Loss Rate
659Parameters
1Security Types
6.538Sortino Ratio
93Tradeable Dates
440Trades
-1.581Treynor Ratio
0.12Win Rate
31.082Net Profit
60.388PSR
1.331Sharpe Ratio
0.19Alpha
0.034Beta
23.386CAR
13.6Drawdown
-0.67Loss Rate
458Parameters
1Security Types
1.951Sortino Ratio
401Tradeable Dates
546Trades
5.798Treynor Ratio
0.76Win Rate
23.635Net Profit
65.16PSR
1.412Sharpe Ratio
0.142Alpha
0.036Beta
18.122CAR
8.2Drawdown
-0.37Loss Rate
454Parameters
1Security Types
2.285Sortino Ratio
398Tradeable Dates
867Trades
4.132Treynor Ratio
0.45Win Rate
114.67Net Profit
60.74PSR
1.688Sharpe Ratio
0.814Alpha
0.129Beta
82.157CAR
41.9Drawdown
-2.31Loss Rate
454Parameters
1Security Types
2.045Sortino Ratio
398Tradeable Dates
529Trades
6.528Treynor Ratio
2.58Win Rate
100.266Net Profit
59.477PSR
1.585Sharpe Ratio
0.666Alpha
0.259Beta
72.491CAR
35.9Drawdown
-2.32Loss Rate
454Parameters
1Security Types
2.169Sortino Ratio
397Tradeable Dates
531Trades
2.804Treynor Ratio
2.48Win Rate
89.653Net Profit
55.769PSR
1.456Sharpe Ratio
0.61Alpha
0.248Beta
65.274CAR
35.9Drawdown
-2.29Loss Rate
451Parameters
1Security Types
1.949Sortino Ratio
397Tradeable Dates
543Trades
2.69Treynor Ratio
2.45Win Rate
75.174Net Profit
62.376PSR
1.551Sharpe Ratio
0.462Alpha
0.201Beta
55.444CAR
25.7Drawdown
-1.29Loss Rate
448Parameters
1Security Types
2.228Sortino Ratio
396Tradeable Dates
872Trades
2.52Treynor Ratio
1.42Win Rate
52.466Net Profit
1.709Sharpe Ratio
0Alpha
52.161Beta
150.3CAR
11.1Drawdown
41Loss Rate
7Parameters
1Security Types
0.306Sortino Ratio
168Tradeable Dates
159Trades
0.014Treynor Ratio
59Win Rate
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