-8.24Net Profit

15.347PSR

-0.446Sharpe Ratio

-0.145Alpha

0.082Beta

-18.335CAR

25.1Drawdown

53Loss Rate

37Parameters

1Security Types

-0.2918Sortino Ratio

0Tradeable Dates

38Trades

-1.51Treynor Ratio

47Win Rate

1.021Net Profit

30.331PSR

0.275Sharpe Ratio

0.027Alpha

-0.012Beta

2.423CAR

6.2Drawdown

0Loss Rate

16Parameters

1Security Types

0Sortino Ratio

106Tradeable Dates

7Trades

-1.957Treynor Ratio

100Win Rate

-0.063Net Profit

23.607PSR

-0.013Sharpe Ratio

0.002Alpha

-0.011Beta

-0.149CAR

2.1Drawdown

60Loss Rate

4Parameters

1Security Types

-0.0116Sortino Ratio

106Tradeable Dates

10Trades

0.044Treynor Ratio

40Win Rate

-2.564Net Profit

2.936PSR

-1.598Sharpe Ratio

-0.056Alpha

0.032Beta

-5.94CAR

3.3Drawdown

100Loss Rate

13Parameters

2Security Types

-1.0962Sortino Ratio

155Tradeable Dates

6Trades

-1.505Treynor Ratio

0Win Rate

3.122Net Profit

63.467PSR

1.528Sharpe Ratio

0.072Alpha

-0.039Beta

7.525CAR

2.5Drawdown

33Loss Rate

9Parameters

1Security Types

0.377Sortino Ratio

132Tradeable Dates

59Trades

-1.556Treynor Ratio

67Win Rate

0.108Net Profit

23.339PSR

0.063Sharpe Ratio

0.002Alpha

-0.028Beta

0.255CAR

3.7Drawdown

0Loss Rate

20Parameters

1Security Types

0Sortino Ratio

132Tradeable Dates

1Trades

-0.098Treynor Ratio

0Win Rate

6.959Net Profit

40.195PSR

0.705Sharpe Ratio

-0.188Alpha

1.368Beta

17.132CAR

17.9Drawdown

48Loss Rate

68Parameters

1Security Types

0.1866Sortino Ratio

106Tradeable Dates

85Trades

0.129Treynor Ratio

52Win Rate

112.995Net Profit

98.643PSR

8.607Sharpe Ratio

3.892Alpha

0.226Beta

500.468CAR

14.7Drawdown

50Loss Rate

11Parameters

1Security Types

0.1506Sortino Ratio

105Tradeable Dates

817Trades

17.52Treynor Ratio

50Win Rate

18.445Net Profit

46.684PSR

1.135Sharpe Ratio

0.428Alpha

0.699Beta

49.379CAR

38Drawdown

52Loss Rate

11Parameters

1Security Types

0.0373Sortino Ratio

105Tradeable Dates

757Trades

0.893Treynor Ratio

48Win Rate

5.86Net Profit

39.294PSR

0.66Sharpe Ratio

-0.183Alpha

1.185Beta

14.422CAR

15.9Drawdown

55Loss Rate

68Parameters

1Security Types

0.1801Sortino Ratio

105Tradeable Dates

81Trades

0.123Treynor Ratio

45Win Rate

0.763Net Profit

29.799PSR

0.319Sharpe Ratio

0.014Alpha

-0.032Beta

1.809CAR

3.7Drawdown

0Loss Rate

20Parameters

1Security Types

0Sortino Ratio

131Tradeable Dates

1Trades

-0.428Treynor Ratio

0Win Rate

2.878Net Profit

60.556PSR

1.414Sharpe Ratio

0.067Alpha

-0.038Beta

6.958CAR

2.5Drawdown

33Loss Rate

9Parameters

1Security Types

0.3255Sortino Ratio

131Tradeable Dates

59Trades

-1.482Treynor Ratio

67Win Rate

0.658Net Profit

47.821PSR

0.929Sharpe Ratio

0.013Alpha

0Beta

1.558CAR

0.6Drawdown

71Loss Rate

0Parameters

1Security Types

-0.1068Sortino Ratio

131Tradeable Dates

13Trades

-97.549Treynor Ratio

29Win Rate

-2.856Net Profit

2.072PSR

-1.8Sharpe Ratio

-0.061Alpha

0.032Beta

-6.604CAR

3.3Drawdown

100Loss Rate

13Parameters

2Security Types

-1.1004Sortino Ratio

154Tradeable Dates

6Trades

-1.68Treynor Ratio

0Win Rate

-8.794Net Profit

15.945PSR

-0.419Sharpe Ratio

-0.161Alpha

0.118Beta

-19.605CAR

26Drawdown

57Loss Rate

37Parameters

1Security Types

-0.3018Sortino Ratio

0Tradeable Dates

42Trades

-1.09Treynor Ratio

43Win Rate

-0.072Net Profit

23.598PSR

-0.017Sharpe Ratio

0.002Alpha

-0.01Beta

-0.17CAR

2.1Drawdown

60Loss Rate

4Parameters

1Security Types

-0.0077Sortino Ratio

105Tradeable Dates

10Trades

0.064Treynor Ratio

40Win Rate

435.195Net Profit

57.673PSR

1.128Sharpe Ratio

0.155Alpha

-0.094Beta

16.461CAR

27.9Drawdown

-0.76Loss Rate

16Parameters

1Security Types

1.402Sortino Ratio

2769Tradeable Dates

299Trades

-1.516Treynor Ratio

1.55Win Rate

19.606Net Profit

3.121PSR

0.253Sharpe Ratio

0.054Alpha

-0.065Beta

3.643CAR

49.6Drawdown

-4.86Loss Rate

16Parameters

1Security Types

0.208Sortino Ratio

1259Tradeable Dates

72Trades

-0.789Treynor Ratio

1.95Win Rate

50.879Net Profit

18.956PSR

0.663Sharpe Ratio

0.084Alpha

-0.058Beta

8.569CAR

15.7Drawdown

-0.11Loss Rate

16Parameters

1Security Types

0.831Sortino Ratio

1258Tradeable Dates

137Trades

-1.324Treynor Ratio

0.91Win Rate

177.806Net Profit

79.191PSR

1.468Sharpe Ratio

0.204Alpha

-0.08Beta

22.645CAR

27.6Drawdown

-0.41Loss Rate

16Parameters

1Security Types

1.799Sortino Ratio

1259Tradeable Dates

110Trades

-2.423Treynor Ratio

1.99Win Rate

505.187Net Profit

67.024PSR

1.208Sharpe Ratio

0.165Alpha

-0.092Beta

17.768CAR

27.7Drawdown

-0.63Loss Rate

16Parameters

1Security Types

1.533Sortino Ratio

2769Tradeable Dates

292Trades

-1.67Treynor Ratio

1.85Win Rate

14.59Net Profit

2.567PSR

0.216Sharpe Ratio

0.046Alpha

-0.067Beta

2.76CAR

50.1Drawdown

-7.52Loss Rate

16Parameters

1Security Types

0.157Sortino Ratio

1259Tradeable Dates

79Trades

-0.642Treynor Ratio

1.48Win Rate

53.08Net Profit

21.708PSR

0.707Sharpe Ratio

0.084Alpha

-0.038Beta

8.884CAR

11.2Drawdown

-0.47Loss Rate

16Parameters

1Security Types

0.945Sortino Ratio

1258Tradeable Dates

142Trades

-2.098Treynor Ratio

1.24Win Rate

179.025Net Profit

70.331PSR

1.345Sharpe Ratio

0.213Alpha

-0.118Beta

22.753CAR

27.7Drawdown

0Loss Rate

16Parameters

1Security Types

1.567Sortino Ratio

1259Tradeable Dates

110Trades

-1.66Treynor Ratio

1.82Win Rate

330.066Net Profit

37.937PSR

0.969Sharpe Ratio

0.134Alpha

-0.074Beta

14.17CAR

31.5Drawdown

-0.19Loss Rate

16Parameters

1Security Types

1.213Sortino Ratio

2769Tradeable Dates

410Trades

-1.677Treynor Ratio

1.32Win Rate

21.738Net Profit

3.507PSR

0.272Sharpe Ratio

0.055Alpha

-0.08Beta

4.01CAR

49.6Drawdown

-0.75Loss Rate

16Parameters

1Security Types

0.226Sortino Ratio

1259Tradeable Dates

131Trades

-0.642Treynor Ratio

1.02Win Rate

13.356Net Profit

3.044PSR

0.241Sharpe Ratio

0.03Alpha

-0.022Beta

2.537CAR

18.8Drawdown

-0.16Loss Rate

16Parameters

1Security Types

0.267Sortino Ratio

1258Tradeable Dates

198Trades

-1.228Treynor Ratio

0.76Win Rate

206.9Net Profit

86.513PSR

1.612Sharpe Ratio

0.228Alpha

-0.11Beta

25.11CAR

24.6Drawdown

-0.23Loss Rate

16Parameters

1Security Types

2.109Sortino Ratio

1259Tradeable Dates

175Trades

-1.931Treynor Ratio

1.42Win Rate

432.504Net Profit

56.594PSR

1.12Sharpe Ratio

0.155Alpha

-0.099Beta

16.407CAR

27Drawdown

-0.69Loss Rate

13Parameters

1Security Types

1.377Sortino Ratio

2769Tradeable Dates

292Trades

-1.444Treynor Ratio

1.73Win Rate

-8.386Net Profit

1.075PSR

0.072Sharpe Ratio

0.022Alpha

-0.082Beta

-1.735CAR

60Drawdown

-6.44Loss Rate

13Parameters

1Security Types

-0.072Sortino Ratio

1259Tradeable Dates

84Trades

-0.229Treynor Ratio

1.65Win Rate