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180.798Net Profit
63.363PSR
2.046Sharpe Ratio
1.482Alpha
1.486Beta
180.007CAR
48Drawdown
-0.78Loss Rate
0Parameters
0Security Types
252Tradeable Dates
3668Trades
1.114Treynor Ratio
6.65Win Rate
95.102Net Profit
49.071PSR
1.355Sharpe Ratio
0.895Alpha
0.784Beta
94.746CAR
60Drawdown
-1.32Loss Rate
0Parameters
0Security Types
252Tradeable Dates
194Trades
1.258Treynor Ratio
5.26Win Rate
180.798Net Profit
63.363PSR
2.046Sharpe Ratio
1.482Alpha
1.486Beta
180.007CAR
48Drawdown
-0.78Loss Rate
0Parameters
0Security Types
252Tradeable Dates
3668Trades
1.114Treynor Ratio
6.65Win Rate
95.102Net Profit
49.071PSR
1.355Sharpe Ratio
0.895Alpha
0.784Beta
94.746CAR
60Drawdown
-1.32Loss Rate
0Parameters
0Security Types
252Tradeable Dates
194Trades
1.258Treynor Ratio
5.26Win Rate