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102.815Net Profit
67.3PSR
1.194Sharpe Ratio
0.074Alpha
1.446Beta
42.367CAR
20.6Drawdown
-0.24Loss Rate
66Parameters
1Security Types
502Tradeable Dates
2108Trades
0.174Treynor Ratio
0.25Win Rate
253.988Net Profit
96.563PSR
2.384Sharpe Ratio
0.361Alpha
1.394Beta
88.037CAR
16.9Drawdown
-0.61Loss Rate
19Parameters
1Security Types
502Tradeable Dates
1698Trades
0.382Treynor Ratio
0.91Win Rate
249.806Net Profit
59.734PSR
1.407Sharpe Ratio
0.309Alpha
2.945Beta
86.924CAR
34.7Drawdown
-0.03Loss Rate
9Parameters
1Security Types
502Tradeable Dates
1128Trades
0.228Treynor Ratio
0.84Win Rate
102.815Net Profit
67.3PSR
1.194Sharpe Ratio
0.074Alpha
1.446Beta
42.367CAR
20.6Drawdown
-0.24Loss Rate
66Parameters
1Security Types
502Tradeable Dates
2108Trades
0.174Treynor Ratio
0.25Win Rate
253.988Net Profit
96.563PSR
2.384Sharpe Ratio
0.361Alpha
1.394Beta
88.037CAR
16.9Drawdown
-0.61Loss Rate
19Parameters
1Security Types
502Tradeable Dates
1698Trades
0.382Treynor Ratio
0.91Win Rate
249.806Net Profit
59.734PSR
1.407Sharpe Ratio
0.309Alpha
2.945Beta
86.924CAR
34.7Drawdown
-0.03Loss Rate
9Parameters
1Security Types
502Tradeable Dates
1128Trades
0.228Treynor Ratio
0.84Win Rate