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0Net Profit
0PSR
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
0Parameters
1Security Types
0Sortino Ratio
3837Tradeable Dates
0Trades
0Treynor Ratio
0Win Rate
321.05Net Profit
4.504PSR
0.633Sharpe Ratio
0.095Alpha
-0.071Beta
9.56CAR
33.8Drawdown
0Loss Rate
15Parameters
1Security Types
0Sortino Ratio
3962Tradeable Dates
3Trades
-1.256Treynor Ratio
100Win Rate
0Net Profit
0PSR
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
0Parameters
1Security Types
0Sortino Ratio
555Tradeable Dates
0Trades
0Treynor Ratio
0Win Rate
0Net Profit
0PSR
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
12Parameters
1Security Types
0Sortino Ratio
2693Tradeable Dates
0Trades
0Treynor Ratio
0Win Rate
75.641Net Profit
66.487PSR
1.405Sharpe Ratio
0.255Alpha
-0.003Beta
29.387CAR
14.3Drawdown
25Loss Rate
7Parameters
1Security Types
0Sortino Ratio
551Tradeable Dates
9Trades
-72.824Treynor Ratio
75Win Rate
volalitilitycoder started the discussion Fine fundamental data
Hi QC community,
0Net Profit
0PSR
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
0Parameters
1Security Types
0Sortino Ratio
3837Tradeable Dates
0Trades
0Treynor Ratio
0Win Rate
321.05Net Profit
4.504PSR
0.633Sharpe Ratio
0.095Alpha
-0.071Beta
9.56CAR
33.8Drawdown
0Loss Rate
15Parameters
1Security Types
0Sortino Ratio
3962Tradeable Dates
3Trades
-1.256Treynor Ratio
100Win Rate
0Net Profit
0PSR
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
0Parameters
1Security Types
0Sortino Ratio
555Tradeable Dates
0Trades
0Treynor Ratio
0Win Rate
0Net Profit
0PSR
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
12Parameters
1Security Types
0Sortino Ratio
2693Tradeable Dates
0Trades
0Treynor Ratio
0Win Rate
75.641Net Profit
66.487PSR
1.405Sharpe Ratio
0.255Alpha
-0.003Beta
29.387CAR
14.3Drawdown
25Loss Rate
7Parameters
1Security Types
0Sortino Ratio
551Tradeable Dates
9Trades
-72.824Treynor Ratio
75Win Rate
8Parameters
0Security Types
50Tradeable Dates
12Parameters
0Security Types
83Tradeable Dates
0Net Profit
0PSR
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
9Parameters
1Security Types
0Sortino Ratio
25Tradeable Dates
0Trades
0Treynor Ratio
0Win Rate
187.889Net Profit
2.364PSR
0.548Sharpe Ratio
0.07Alpha
-0.058Beta
6.973CAR
31.8Drawdown
36Loss Rate
7Parameters
1Security Types
1.0483Sortino Ratio
3948Tradeable Dates
23Trades
-1.116Treynor Ratio
64Win Rate
15Parameters
1Security Types
0Sortino Ratio
5Tradeable Dates
-1.962Net Profit
24.84PSR
-2.056Sharpe Ratio
-0.577Alpha
-0.145Beta
-64.406CAR
4.1Drawdown
0Loss Rate
21Parameters
1Security Types
0Sortino Ratio
5Tradeable Dates
5Trades
3.432Treynor Ratio
100Win Rate
6.222Net Profit
29.078PSR
0.416Sharpe Ratio
0.19Alpha
-0.151Beta
9.292CAR
38.1Drawdown
41Loss Rate
0Parameters
1Security Types
0.0166Sortino Ratio
173Tradeable Dates
118Trades
-1.093Treynor Ratio
59Win Rate
188.176Net Profit
2.431PSR
0.55Sharpe Ratio
0.07Alpha
-0.058Beta
6.993CAR
31.8Drawdown
36Loss Rate
7Parameters
1Security Types
1.0483Sortino Ratio
3939Tradeable Dates
23Trades
-1.115Treynor Ratio
64Win Rate
175.509Net Profit
1.469PSR
0.507Sharpe Ratio
0.069Alpha
-0.065Beta
6.687CAR
33.4Drawdown
25Loss Rate
7Parameters
1Security Types
2.3094Sortino Ratio
3939Tradeable Dates
17Trades
-0.975Treynor Ratio
75Win Rate
12Parameters
0Security Types
83Tradeable Dates
16.918Net Profit
85.185PSR
7.025Sharpe Ratio
1.363Alpha
1.561Beta
316.294CAR
8.4Drawdown
0Loss Rate
9Parameters
1Security Types
0Sortino Ratio
30Tradeable Dates
1Trades
1.431Treynor Ratio
0Win Rate
12Parameters
0Security Types
83Tradeable Dates
9Parameters
0Security Types
1279Tradeable Dates
119.694Net Profit
82.357PSR
1.755Sharpe Ratio
0.309Alpha
-0.063Beta
35.529CAR
26Drawdown
42Loss Rate
21Parameters
1Security Types
1.7637Sortino Ratio
651Tradeable Dates
48Trades
-4.788Treynor Ratio
58Win Rate
15Parameters
0Security Types
232Tradeable Dates
volalitilitycoder started the discussion Fine fundamental data
Hi QC community,