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My first backtest based on EBIT/EV

The implementation is based on a pipeline and custom factors, and is a very partial implementation of some ideas in Quantitative Value. It takes quite a while to run, so getting feedback on how I can improve execution time would be really appreciated.

Thanks,

Sunil

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Backtest from to with initial capital
Total Returns
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Alpha
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Beta
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Sharpe
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Sortino
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Max Drawdown
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Benchmark Returns
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Volatility
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Returns 1 Month 3 Month 6 Month 12 Month
Alpha 1 Month 3 Month 6 Month 12 Month
Beta 1 Month 3 Month 6 Month 12 Month
Sharpe 1 Month 3 Month 6 Month 12 Month
Sortino 1 Month 3 Month 6 Month 12 Month
Volatility 1 Month 3 Month 6 Month 12 Month
Max Drawdown 1 Month 3 Month 6 Month 12 Month
# Backtest ID: 56b8ccebfbc33103d2611c9c
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