243.161Net Profit

7.739PSR

0.514Sharpe Ratio

0.008Alpha

1.05Beta

15.071CAR

35.9Drawdown

-0.52Loss Rate

0Parameters

1Security Types

0Tradeable Dates

124Trades

0.096Treynor Ratio

1.17Win Rate

316.201Net Profit

3.01PSR

0.507Sharpe Ratio

0.052Alpha

0.192Beta

10.72CAR

29.8Drawdown

-3.59Loss Rate

15Parameters

2Security Types

5114Tradeable Dates

150Trades

0.354Treynor Ratio

6.48Win Rate

316.201Net Profit

3.01PSR

0.507Sharpe Ratio

0.052Alpha

0.192Beta

10.72CAR

29.8Drawdown

-3.59Loss Rate

15Parameters

2Security Types

5114Tradeable Dates

150Trades

0.354Treynor Ratio

6.48Win Rate

246.745Net Profit

1.49PSR

0.378Sharpe Ratio

0.01Alpha

0.451Beta

7.149CAR

30.3Drawdown

-0.16Loss Rate

9Parameters

2Security Types

6575Tradeable Dates

3856Trades

0.076Treynor Ratio

0.17Win Rate

766.999Net Profit

1.948PSR

0.524Sharpe Ratio

0.039Alpha

1.135Beta

16.678CAR

43.4Drawdown

-9.32Loss Rate

15Parameters

1Security Types

0Tradeable Dates

122Trades

0.12Treynor Ratio

33.07Win Rate

1116.162Net Profit

8.502PSR

0.68Sharpe Ratio

0.104Alpha

2.174Beta

28.381CAR

77.2Drawdown

-98.63Loss Rate

15Parameters

1Security Types

0Tradeable Dates

81Trades

0.123Treynor Ratio

1.99Win Rate

635.943Net Profit

10.91PSR

0.67Sharpe Ratio

0.086Alpha

1.071Beta

22.091CAR

39.3Drawdown

-6.12Loss Rate

12Parameters

1Security Types

0Tradeable Dates

152Trades

0.155Treynor Ratio

9.81Win Rate

891.298Net Profit

0.018PSR

0.327Sharpe Ratio

0.048Alpha

0.755Beta

10.025CAR

78.1Drawdown

-7.92Loss Rate

12Parameters

1Security Types

0Tradeable Dates

179Trades

0.104Treynor Ratio

11.36Win Rate

165.795Net Profit

2.517PSR

0.394Sharpe Ratio

0.005Alpha

0.856Beta

10.269CAR

40Drawdown

-0.41Loss Rate

13Parameters

1Security Types

2516Tradeable Dates

2221Trades

0.081Treynor Ratio

0.41Win Rate

129.512Net Profit

1.728PSR

0.341Sharpe Ratio

-0.004Alpha

0.799Beta

8.663CAR

39.4Drawdown

-0.25Loss Rate

10Parameters

1Security Types

0Tradeable Dates

4144Trades

0.07Treynor Ratio

0.25Win Rate

-12.44Net Profit

0.035PSR

0.045Sharpe Ratio

-0.064Alpha

1.016Beta

-1.32CAR

57.1Drawdown

-1.51Loss Rate

19Parameters

1Security Types

2516Tradeable Dates

2228Trades

0.012Treynor Ratio

1.45Win Rate

892.79Net Profit

50.305PSR

0.994Sharpe Ratio

0.099Alpha

0.973Beta

25.801CAR

29.8Drawdown

-0.38Loss Rate

19Parameters

1Security Types

2516Tradeable Dates

2949Trades

0.177Treynor Ratio

0.42Win Rate

779.653Net Profit

46.741PSR

0.96Sharpe Ratio

0.082Alpha

1.056Beta

24.289CAR

31Drawdown

-0.39Loss Rate

19Parameters

1Security Types

2516Tradeable Dates

1798Trades

0.153Treynor Ratio

0.37Win Rate

170.845Net Profit

42.284PSR

0.92Sharpe Ratio

0.11Alpha

1.051Beta

28.308CAR

31.2Drawdown

-0.28Loss Rate

19Parameters

1Security Types

1006Tradeable Dates

1008Trades

0.186Treynor Ratio

0.28Win Rate