Threshold

Pair

Yield

Annual Yield

Benchmark Yield

Division abnormal profit

Sharp ratio

Max drawdown

0.45

EB

16.61%

48.58%

9.68%

6.32%

2.419

4.63%

EC

4.33%

11.55%

9.68%

−4.87%

1.015

4.31%

0.5

EB

16.61%

48.58%

9.68%

6.32%

2.419

4.63%

EC

0.07%

0.18%

9.68%

−8.76%

−0.450

5.91%

0.55

EB

16.21%

47.30%

9.68%

5.96%

2.347

4.63%

EC

0.07%

0.18%

9.68%

−8.76%

−0.450

5.91%

0.6

EB

16.21%

47.30%

9.68%

5.96%

2.347

4.63%

EC

−0.39%

−1.00%

9.68%

−9.18%

0.471

5.93%

0.65

EB

16.21%

47.30%

9.68%

5.96%

2.347

4.63%

EC

−0.39%

−1.00%

9.68%

−9.18%

−0.575

5.91%

0.7

EB

15.64%

45.44%

9.68%

5.44%

2.243

4.63%

EC

−0.39%

−1.00%

9.68%

9.18%

−0.575

5.91%

0.75

EB

15.64%

45.44%

9.68%

5.44%

2.243

4.63%

EC

−0.39%

−1.00%

9.68%

9.18%

−0.575

5.91%