-3.92Net Profit

0.008PSR

-4.93Sharpe Ratio

-0.191Alpha

0.19Beta

-36.667CAR

3.9Drawdown

-1.01Loss Rate

51Parameters

2Security Types

22Tradeable Dates

28Trades

-1.74Treynor Ratio

0.34Win Rate

1.232Net Profit

44.465PSR

0.108Sharpe Ratio

-0.008Alpha

-0.027Beta

2.471CAR

0.8Drawdown

-0.3Loss Rate

51Parameters

2Security Types

126Tradeable Dates

26Trades

-0.082Treynor Ratio

0.28Win Rate

0.524Net Profit

14.891PSR

0.177Sharpe Ratio

0.295Alpha

-1.554Beta

0.521CAR

44.2Drawdown

-1.06Loss Rate

51Parameters

2Security Types

251Tradeable Dates

304Trades

-0.075Treynor Ratio

0.46Win Rate

-16.51Net Profit

12.01PSR

-0.846Sharpe Ratio

-0.462Alpha

-0.516Beta

-51.524CAR

34.7Drawdown

-0.91Loss Rate

51Parameters

2Security Types

63Tradeable Dates

124Trades

0.685Treynor Ratio

0.68Win Rate

359.228Net Profit

32.405PSR

0.943Sharpe Ratio

0.243Alpha

1.559Beta

46.35CAR

71.9Drawdown

-0.75Loss Rate

51Parameters

2Security Types

1008Tradeable Dates

2191Trades

0.276Treynor Ratio

1.03Win Rate

8.577Net Profit

47.578PSR

0.619Sharpe Ratio

0.057Alpha

-0.606Beta

19.967CAR

6.7Drawdown

-0.48Loss Rate

51Parameters

2Security Types

113Tradeable Dates

258Trades

-0.153Treynor Ratio

0.49Win Rate

0Net Profit

0PSR

0Sharpe Ratio

0Alpha

0Beta

0CAR

0Drawdown

0Loss Rate

51Parameters

2Security Types

251Tradeable Dates

393Trades

0Treynor Ratio

0Win Rate

2.542Net Profit

22.576PSR

-0.107Sharpe Ratio

-0.013Alpha

-0.178Beta

2.542CAR

4.4Drawdown

-0.27Loss Rate

0Parameters

2Security Types

251Tradeable Dates

167Trades

0.03Treynor Ratio

0.78Win Rate

3.212Net Profit

17.324PSR

0.143Sharpe Ratio

0.103Alpha

1.33Beta

3.212CAR

18.9Drawdown

-2.59Loss Rate

0Parameters

2Security Types

251Tradeable Dates

8Trades

0.031Treynor Ratio

0Win Rate

7.179Net Profit

70.491PSR

1.21Sharpe Ratio

0.04Alpha

0.142Beta

15.218CAR

2.9Drawdown

-0.33Loss Rate

15Parameters

1Security Types

124Tradeable Dates

30Trades

0.529Treynor Ratio

0.84Win Rate

-1.141Net Profit

14.531PSR

-2.596Sharpe Ratio

-0.148Alpha

0.03Beta

-13.167CAR

1.6Drawdown

-0.2Loss Rate

15Parameters

1Security Types

20Tradeable Dates

108Trades

-4.128Treynor Ratio

0.14Win Rate

0Net Profit

0PSR

0Sharpe Ratio

0Alpha

0Beta

0CAR

0Drawdown

0Loss Rate

17Parameters

2Security Types

62Tradeable Dates

0Trades

0Treynor Ratio

0Win Rate

269.412Net Profit

30.059PSR

0.877Sharpe Ratio

0.256Alpha

0.8Beta

38.647CAR

36.7Drawdown

-0.24Loss Rate

46Parameters

1Security Types

1008Tradeable Dates

1741Trades

0.414Treynor Ratio

0.31Win Rate

-0.307Net Profit

20.326PSR

-2.592Sharpe Ratio

-0.063Alpha

0.038Beta

-1.246CAR

1.7Drawdown

0Loss Rate

3Parameters

1Security Types

62Tradeable Dates

1Trades

-1.439Treynor Ratio

0Win Rate

7.337Net Profit

61.494PSR

3.081Sharpe Ratio

1.569Alpha

-1.461Beta

357.347CAR

5Drawdown

0Loss Rate

17Parameters

2Security Types

13Tradeable Dates

5013Trades

-0.598Treynor Ratio

0Win Rate

7.577Net Profit

60.044PSR

2.862Sharpe Ratio

1.629Alpha

-1.574Beta

379.738CAR

5.4Drawdown

0Loss Rate

17Parameters

2Security Types

13Tradeable Dates

4992Trades

-0.558Treynor Ratio

0Win Rate

-4.775Net Profit

37.625PSR

-0.272Sharpe Ratio

-1.765Alpha

3.323Beta

-65.022CAR

13.7Drawdown

0Loss Rate

18Parameters

2Security Types

13Tradeable Dates

4998Trades

-0.054Treynor Ratio

0Win Rate

7.341Net Profit

61.501PSR

3.082Sharpe Ratio

1.568Alpha

-1.458Beta

357.653CAR

5Drawdown

0Loss Rate

0Parameters

2Security Types

13Tradeable Dates

5012Trades

-0.599Treynor Ratio

0Win Rate

0Net Profit

0PSR

0Sharpe Ratio

0Alpha

0Beta

0CAR

0Drawdown

0Loss Rate

15Parameters

2Security Types

13Tradeable Dates

0Trades

0Treynor Ratio

0Win Rate

9.561Net Profit

32.727PSR

0.505Sharpe Ratio

-0.111Alpha

1.266Beta

9.626CAR

7.8Drawdown

0Loss Rate

2Parameters

1Security Types

251Tradeable Dates

2Trades

0.044Treynor Ratio

0Win Rate

20.552Net Profit

94.152PSR

2.229Sharpe Ratio

-0.006Alpha

0.985Beta

20.697CAR

2.6Drawdown

0Loss Rate

1Parameters

1Security Types

251Tradeable Dates

1Trades

0.127Treynor Ratio

0Win Rate

-4.474Net Profit

6.023PSR

-0.465Sharpe Ratio

-0.117Alpha

0.554Beta

-4.502CAR

14Drawdown

0Loss Rate

1Parameters

1Security Types

251Tradeable Dates

1Trades

-0.078Treynor Ratio

0Win Rate

23.596Net Profit

47.012PSR

0.925Sharpe Ratio

-0.09Alpha

1.893Beta

23.764CAR

13.2Drawdown

0Loss Rate

1Parameters

1Security Types

251Tradeable Dates

1Trades

0.085Treynor Ratio

0Win Rate

29.215Net Profit

9.731PSR

0.276Sharpe Ratio

0.07Alpha

-0.037Beta

13.682CAR

14.7Drawdown

-1.2Loss Rate

21Parameters

1Security Types

502Tradeable Dates

143Trades

-1.754Treynor Ratio

2.45Win Rate

8.511Net Profit

26.928PSR

-0.526Sharpe Ratio

-0.023Alpha

-0.005Beta

4.171CAR

3Drawdown

-0.49Loss Rate

21Parameters

1Security Types

502Tradeable Dates

127Trades

4.319Treynor Ratio

0.77Win Rate

-5.135Net Profit

5.157PSR

-0.967Sharpe Ratio

-0.082Alpha

-0.031Beta

-5.141CAR

10.4Drawdown

-2.48Loss Rate

0Parameters

1Security Types

251Tradeable Dates

44Trades

2.83Treynor Ratio

2.09Win Rate

54.895Net Profit

75.465PSR

1.669Sharpe Ratio

0.129Alpha

1.226Beta

54.956CAR

12Drawdown

-0.19Loss Rate

0Parameters

1Security Types

252Tradeable Dates

382Trades

0.291Treynor Ratio

0.34Win Rate

54.895Net Profit

75.465PSR

1.669Sharpe Ratio

0.129Alpha

1.226Beta

54.956CAR

12Drawdown

-0.19Loss Rate

0Parameters

1Security Types

252Tradeable Dates

382Trades

0.291Treynor Ratio

0.34Win Rate

23.801Net Profit

62.126PSR

1.123Sharpe Ratio

0.003Alpha

0.741Beta

23.826CAR

6.3Drawdown

-0.14Loss Rate

0Parameters

1Security Types

252Tradeable Dates

299Trades

0.19Treynor Ratio

0.16Win Rate

-9.061Net Profit

2.615PSR

-1.152Sharpe Ratio

-0.106Alpha

-0.05Beta

-9.072CAR

14.5Drawdown

-3.8Loss Rate

0Parameters

1Security Types

251Tradeable Dates

36Trades

2.291Treynor Ratio

2.2Win Rate