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Public Backtests (3)

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Dancing Magenta Frog

16.852Net Profit

0.01PSR

0.143Sharpe Ratio

0.01Alpha

0.016Beta

1.212CAR

17.7Drawdown

-1.7Loss Rate

10Parameters

1Security Types

0.148Sortino Ratio

4045Tradeable Dates

406Trades

0.737Treynor Ratio

1.84Win Rate

Crawling Violet Horse

-5.551Net Profit

0.001PSR

0.01Sharpe Ratio

-0.001Alpha

0.018Beta

-0.441CAR

26.7Drawdown

56Loss Rate

10Parameters

1Security Types

-0.0216Sortino Ratio

4042Tradeable Dates

410Trades

0.052Treynor Ratio

44Win Rate

Well Dressed Yellow-Green Penguin

-5.663Net Profit

10.263PSR

-3.26Sharpe Ratio

-0.182Alpha

1.032Beta

-95.216CAR

5.8Drawdown

100Loss Rate

0Parameters

1Security Types

0Sortino Ratio

5Tradeable Dates

2Trades

-0.815Treynor Ratio

0Win Rate


Community

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Hiếu started the discussion Futures Filling At Stale Price or Not Having Price At All

Hi everyone,

2 years ago

Hiếu left a comment in the discussion Futures Filling At Stale Price or Not Having Price At All

I have tried to reduce the data resolution to minute but still no luck

2 years ago

Dancing Magenta Frog

16.852Net Profit

0.01PSR

0.143Sharpe Ratio

0.01Alpha

0.016Beta

1.212CAR

17.7Drawdown

-1.7Loss Rate

10Parameters

1Security Types

0.148Sortino Ratio

4045Tradeable Dates

406Trades

0.737Treynor Ratio

1.84Win Rate

Crawling Violet Horse

-5.551Net Profit

0.001PSR

0.01Sharpe Ratio

-0.001Alpha

0.018Beta

-0.441CAR

26.7Drawdown

56Loss Rate

10Parameters

1Security Types

-0.0216Sortino Ratio

4042Tradeable Dates

410Trades

0.052Treynor Ratio

44Win Rate

Well Dressed Yellow-Green Penguin

-5.663Net Profit

10.263PSR

-3.26Sharpe Ratio

-0.182Alpha

1.032Beta

-95.216CAR

5.8Drawdown

100Loss Rate

0Parameters

1Security Types

0Sortino Ratio

5Tradeable Dates

2Trades

-0.815Treynor Ratio

0Win Rate

Hiếu started the discussion Futures Filling At Stale Price or Not Having Price At All

Hi everyone,

2 years ago

Hiếu left a comment in the discussion Futures Filling At Stale Price or Not Having Price At All

I have tried to reduce the data resolution to minute but still no luck

2 years ago