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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
-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
-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,
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
-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
-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,
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
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
3 years ago