No Theta Correction | ||||
Instrument | Days Alive | P&L Expl | Corr Spear | KS Stat |
ES0L01912069 | 3 | 0.499999707 | 0.866025404 | 0.666666667 |
ES0L02001177 | 31 | 0.531369376 | 0.904481282 | 0.35483871 |
ES0L02002142 | 51 | 0.524647408 | 0.827878078 | 0.450980392 |
ES0L02003066 | 66 | 0.612703836 | 0.876348448 | 0.484848485 |
ES0L02004171 | 95 | 0.582203017 | 0.886438228 | 0.410526316 |
ES0L02005087 | 110 | 0.656309424 | 0.928112417 | 0.327272727 |
ES0L02006127 | 135 | 0.73104161 | 0.948189959 | 0.340740741 |
ES0L02007109 | 155 | 0.75589121 | 0.971909857 | 0.258064516 |
ES0L02008149 | 180 | 0.795170883 | 0.958058691 | 0.327777778 |
ES0L02009113 | 200 | 0.806058676 | 0.940366646 | 0.335 |
ES0L02010095 | 220 | 0.818251898 | 0.959586288 | 0.277272727 |
ES0L02011135 | 245 | 0.842956377 | 0.964316175 | 0.265306122 |
ES0L02012042 | 258 | 0.835042939 | 0.956512459 | 0.313953488 |
ES0L02101159 | 225 | 0.867545638 | 0.960293302 | 0.257777778 |
ES0L02102124 | 205 | 0.894605415 | 0.959437564 | 0.273170732 |
ES0L02103056 | 190 | 0.901039202 | 0.960966256 | 0.247368421 |
ES0L02104161 | 161 | 0.823464417 | 0.965396329 | 0.273291925 |
ES0L02105077 | 146 | 0.741647914 | 0.963715319 | 0.260273973 |
ES0L02106117 | 121 | 0.64698241 | 0.954978578 | 0.26446281 |
ES0L02107099 | 101 | 0.624471928 | 0.955030541 | 0.277227723 |
ES0L02108139 | 76 | 0.644311187 | 0.948102061 | 0.276315789 |
ES0L02109103 | 56 | 0.691809508 | 0.9630943 | 0.267857143 |
ES0L02110085 | 36 | 0.666313853 | 0.972830415 | 0.25 |
ES0L02111125 | 11 | 0.746808533 | 0.972727273 | 0.272727273 |