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-21.922Net Profit
11.587PSR
-1.11Sharpe Ratio
-2.465Alpha
5.395Beta
-97.287CAR
40.7Drawdown
100Loss Rate
0Parameters
1Security Types
-1.746Sortino Ratio
246Tradeable Dates
2Trades
-0.188Treynor Ratio
0Win Rate
0Net Profit
0PSR
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
0Parameters
1Security Types
0Sortino Ratio
379Tradeable Dates
0Trades
0Treynor Ratio
0Win Rate
-0.013Net Profit
22.091PSR
-52.985Sharpe Ratio
0Alpha
0Beta
-0.454CAR
0Drawdown
0Loss Rate
0Parameters
1Security Types
-82.813Sortino Ratio
0Tradeable Dates
9Trades
0Treynor Ratio
0Win Rate
0Net Profit
0PSR
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
0Parameters
1Security Types
0Sortino Ratio
0Tradeable Dates
0Trades
0Treynor Ratio
0Win Rate
0Net Profit
0PSR
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
0Parameters
1Security Types
0Sortino Ratio
551Tradeable Dates
0Trades
0Treynor Ratio
0Win Rate
Alexandre left a comment in the discussion BTCUSD, Minute The issue starts from Jun 16th, 2024 12:00 AM; and continues until Sep 5th, 2024 12:00 AM
Incorrect bid price on 2024-02-27 at 7:17 PM UTC
Alexandre left a comment in the discussion 6J16H20, Minute The issue starts from Mar 1st, 2020; and continues until Mar 30th, 2020
Issue perists
Alexandre left a comment in the discussion ETHUSDT, Daily The issue starts from Sep 23rd, 2024 12:00 AM; and continues until Sep 26th, 2024 12:00 AM
Missing data from Jan 24th to March 7th
Alexandre left a comment in the discussion Factor Sector Rotation with Kavout
Hi!
-21.922Net Profit
11.587PSR
-1.11Sharpe Ratio
-2.465Alpha
5.395Beta
-97.287CAR
40.7Drawdown
100Loss Rate
0Parameters
1Security Types
-1.746Sortino Ratio
246Tradeable Dates
2Trades
-0.188Treynor Ratio
0Win Rate
0Net Profit
0PSR
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
0Parameters
1Security Types
0Sortino Ratio
379Tradeable Dates
0Trades
0Treynor Ratio
0Win Rate
-0.013Net Profit
22.091PSR
-52.985Sharpe Ratio
0Alpha
0Beta
-0.454CAR
0Drawdown
0Loss Rate
0Parameters
1Security Types
-82.813Sortino Ratio
0Tradeable Dates
9Trades
0Treynor Ratio
0Win Rate
0Net Profit
0PSR
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
0Parameters
1Security Types
0Sortino Ratio
0Tradeable Dates
0Trades
0Treynor Ratio
0Win Rate
0Net Profit
0PSR
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
0Parameters
1Security Types
0Sortino Ratio
551Tradeable Dates
0Trades
0Treynor Ratio
0Win Rate
8.845Net Profit
2.077PSR
-0.038Sharpe Ratio
-0.056Alpha
0.55Beta
2.055CAR
37.8Drawdown
100Loss Rate
0Parameters
2Security Types
-0.045Sortino Ratio
1521Tradeable Dates
2Trades
-0.01Treynor Ratio
0Win Rate
8.845Net Profit
2.077PSR
-0.038Sharpe Ratio
-0.056Alpha
0.55Beta
2.055CAR
37.8Drawdown
100Loss Rate
0Parameters
2Security Types
-0.045Sortino Ratio
1521Tradeable Dates
2Trades
-0.01Treynor Ratio
0Win Rate
-70.849Net Profit
0PSR
-0.771Sharpe Ratio
-0.039Alpha
-0.952Beta
-18.759CAR
77.3Drawdown
95Loss Rate
0Parameters
2Security Types
-0.915Sortino Ratio
2166Tradeable Dates
411Trades
0.152Treynor Ratio
5Win Rate
-70.849Net Profit
0PSR
-0.771Sharpe Ratio
-0.039Alpha
-0.952Beta
-18.759CAR
77.3Drawdown
95Loss Rate
0Parameters
2Security Types
-0.915Sortino Ratio
2166Tradeable Dates
411Trades
0.152Treynor Ratio
5Win Rate
0Net Profit
0PSR
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
0Parameters
1Security Types
0Sortino Ratio
45Tradeable Dates
0Trades
0Treynor Ratio
0Win Rate
0Net Profit
0PSR
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
0Parameters
1Security Types
0Sortino Ratio
0Tradeable Dates
0Trades
0Treynor Ratio
0Win Rate
0Net Profit
0PSR
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
0Parameters
1Security Types
0Sortino Ratio
6260Tradeable Dates
0Trades
0Treynor Ratio
0Win Rate
0Net Profit
0PSR
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
0Parameters
2Security Types
0Sortino Ratio
1229Tradeable Dates
0Trades
0Treynor Ratio
0Win Rate
0Net Profit
0PSR
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
0Parameters
1Security Types
0Sortino Ratio
0Tradeable Dates
0Trades
0Treynor Ratio
0Win Rate
-7.969Net Profit
0.072PSR
-2.808Sharpe Ratio
-0.056Alpha
-0.247Beta
-4.977CAR
8.1Drawdown
71Loss Rate
0Parameters
3Security Types
-3.245Sortino Ratio
420Tradeable Dates
14Trades
0.358Treynor Ratio
29Win Rate
0Net Profit
0PSR
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
0Parameters
2Security Types
0Sortino Ratio
3318Tradeable Dates
0Trades
0Treynor Ratio
0Win Rate
0Net Profit
0PSR
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
0Parameters
1Security Types
0Sortino Ratio
0Tradeable Dates
0Trades
0Treynor Ratio
0Win Rate
0Net Profit
0PSR
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
0Parameters
1Security Types
0Sortino Ratio
0Tradeable Dates
0Trades
0Treynor Ratio
0Win Rate
0.172Net Profit
81.748PSR
-110.95Sharpe Ratio
-0.054Alpha
0.005Beta
0.114CAR
0Drawdown
0Loss Rate
0Parameters
1Security Types
-131.071Sortino Ratio
379Tradeable Dates
1Trades
-11.101Treynor Ratio
0Win Rate
0Net Profit
0PSR
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
0Parameters
1Security Types
0Sortino Ratio
0Tradeable Dates
0Trades
0Treynor Ratio
0Win Rate
0.174Net Profit
82.621PSR
-110.852Sharpe Ratio
-0.054Alpha
0.005Beta
0.116CAR
0Drawdown
0Loss Rate
0Parameters
1Security Types
-130.44Sortino Ratio
378Tradeable Dates
1Trades
-11.097Treynor Ratio
0Win Rate
0Net Profit
0PSR
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
0Parameters
1Security Types
0Sortino Ratio
459Tradeable Dates
0Trades
0Treynor Ratio
0Win Rate
0.174Net Profit
82.621PSR
-110.852Sharpe Ratio
-0.054Alpha
0.005Beta
0.116CAR
0Drawdown
0Loss Rate
0Parameters
1Security Types
-130.44Sortino Ratio
378Tradeable Dates
1Trades
-11.097Treynor Ratio
0Win Rate
29.585Net Profit
67.939PSR
0.797Sharpe Ratio
-0.026Alpha
0.749Beta
18.854CAR
10Drawdown
0Loss Rate
0Parameters
1Security Types
1.029Sortino Ratio
378Tradeable Dates
3Trades
0.097Treynor Ratio
0Win Rate
0Net Profit
0PSR
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
0Parameters
0Security Types
1736Tradeable Dates
0Trades
0Treynor Ratio
0Win Rate
0Net Profit
0PSR
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
0Parameters
1Security Types
0Sortino Ratio
0Tradeable Dates
0Trades
0Treynor Ratio
0Win Rate
0Net Profit
0PSR
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
0Parameters
1Security Types
0Sortino Ratio
199Tradeable Dates
0Trades
0Treynor Ratio
0Win Rate
2.207Net Profit
19.347PSR
-0.126Sharpe Ratio
-0.032Alpha
0.07Beta
2.796CAR
20.6Drawdown
33Loss Rate
0Parameters
2Security Types
-0.16Sortino Ratio
205Tradeable Dates
17Trades
-0.304Treynor Ratio
67Win Rate
0Net Profit
0PSR
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
0Parameters
1Security Types
0Sortino Ratio
1196Tradeable Dates
0Trades
0Treynor Ratio
0Win Rate
31.915Net Profit
73.931PSR
0.937Sharpe Ratio
-0.024Alpha
0.747Beta
20.153CAR
10.1Drawdown
0Loss Rate
0Parameters
1Security Types
1.256Sortino Ratio
379Tradeable Dates
3Trades
0.115Treynor Ratio
0Win Rate
Alexandre left a comment in the discussion Daily bar data in Forex do not match
Hi Steffen Heinrich ,
Alexandre left a comment in the discussion BTCUSD, Minute The issue starts from Jun 16th, 2024 12:00 AM; and continues until Sep 5th, 2024 12:00 AM
Incorrect bid price on 2024-02-27 at 7:17 PM UTC
Alexandre left a comment in the discussion 6J16H20, Minute The issue starts from Mar 1st, 2020; and continues until Mar 30th, 2020
Issue perists
Alexandre left a comment in the discussion ETHUSDT, Daily The issue starts from Sep 23rd, 2024 12:00 AM; and continues until Sep 26th, 2024 12:00 AM
Missing data from Jan 24th to March 7th
Alexandre left a comment in the discussion Factor Sector Rotation with Kavout
Hi!
Alexandre left a comment in the discussion SPX Options Revisited
Hi Cameron Tousi ,
Alexandre started the discussion Classic Framework Version of Pairs Trading with SMA
Hello QuantConnect Community!
Alexandre started the discussion Equity Fill Model Changes
Dear QuantConnect Community,
Alexandre started the discussion Coinbase Scheduled Downtime on Saturday 4 March 2023
Dear QuantConnec Community,
Alexandre started the discussion ETHUSDT, Hour The issue starts from Dec 20th, 2022 12:00 AM; and continues until Jan 11th, 2023 12:00 AM
Market: Binance
Alexandre started the discussion Futures "bracket order" example
In this example, we show how to place a combine three orders to emulate the bracket order...
Alexandre started the discussion Lean/QuantConnect Python 3.6 support
We have a patch in the open-source project that changes the python version Lean/QuantConnect...
Alexandre started the discussion Custom indicator in python algorithm
We have added a new feature yesterday: custom indicator for python algorithm.It is quite simple!...
Alexandre started the discussion Pandas.DataFrame from History method
We have had some questions regarding the structure of the pandas.DataFrame that we get from a...
Alexandre started the discussion [Important] Universe Selection in Python Algorithms
We have made an improvement in the Universe Selection feature that addresses one complaint that...
Alexandre started the discussion Moving Average Cross in Python
Here is the Moving Average Cross example from QuantConnect University in Python. We will be...
Alexandre started the discussion Portfolio Optimization with Math.NET Numerics
In this example project, we use Math.NET Numerics library to optimize a fictitious...
Alexandre started the discussion Calling Python Experts - Proposed New QC Python API
We want QuantConnect to be a truly multi-language platform - where language is not a barrier to...
Alexandre started the discussion Odd lot
Odd lot is an issue for me here in Brazil.
Alexandre started the discussion TradeBarConsolidator
Hi guys,
Alexandre left a comment in the discussion Daily bar data in Forex do not match
Hi Steffen Heinrich ,
6 days ago