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Public Backtests (10)

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Crawling Asparagus Elephant

521.973Net Profit

51.013PSR

1.05Sharpe Ratio

0.142Alpha

1.191Beta

38.353CAR

31Drawdown

0Loss Rate

0Parameters

2Security Types

1.235Sortino Ratio

1416Tradeable Dates

1Trades

0.224Treynor Ratio

0Win Rate

Virtual Magenta Albatross

495.674Net Profit

96.384PSR

2.138Sharpe Ratio

0Alpha

0Beta

81.274CAR

16.4Drawdown

-2.31Loss Rate

0Parameters

0Security Types

756Tradeable Dates

5288Trades

0Treynor Ratio

0.36Win Rate

Swimming Magenta Horse

46.734Net Profit

95.652PSR

1.768Sharpe Ratio

0Alpha

0Beta

13.634CAR

4.3Drawdown

-0.39Loss Rate

0Parameters

0Security Types

756Tradeable Dates

5523Trades

0Treynor Ratio

0.1Win Rate

Ugly Tan Frog

42.163Net Profit

95.68PSR

2.314Sharpe Ratio

0Alpha

0Beta

42.3CAR

4.7Drawdown

-0.08Loss Rate

0Parameters

0Security Types

251Tradeable Dates

2933Trades

0Treynor Ratio

0.12Win Rate

Ugly Black Lion

8.572Net Profit

42.853PSR

0.596Sharpe Ratio

0Alpha

0Beta

8.597CAR

6.5Drawdown

-0.73Loss Rate

0Parameters

0Security Types

251Tradeable Dates

2166Trades

0Treynor Ratio

0.1Win Rate


Community

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AlMoJo started the discussion OTM Vs ITM Covered Call Following 200 Days SMA

Hello

3 months ago

AlMoJo left a comment in the discussion 2nd try Protected Short Strangle Option Strat

4th version

3 months ago

AlMoJo started the discussion 1st try for a Protected Short Strangle Option Strat

Hello everybody,

5 months ago

AlMoJo left a comment in the discussion 2nd try Protected Short Strangle Option Strat

3rd version

5 months ago

AlMoJo started the discussion Runtime Error on a ML based strat

Hello everybody,

1 years ago

Crawling Asparagus Elephant

521.973Net Profit

51.013PSR

1.05Sharpe Ratio

0.142Alpha

1.191Beta

38.353CAR

31Drawdown

0Loss Rate

0Parameters

2Security Types

1.235Sortino Ratio

1416Tradeable Dates

1Trades

0.224Treynor Ratio

0Win Rate

Virtual Magenta Albatross

495.674Net Profit

96.384PSR

2.138Sharpe Ratio

0Alpha

0Beta

81.274CAR

16.4Drawdown

-2.31Loss Rate

0Parameters

0Security Types

756Tradeable Dates

5288Trades

0Treynor Ratio

0.36Win Rate

Swimming Magenta Horse

46.734Net Profit

95.652PSR

1.768Sharpe Ratio

0Alpha

0Beta

13.634CAR

4.3Drawdown

-0.39Loss Rate

0Parameters

0Security Types

756Tradeable Dates

5523Trades

0Treynor Ratio

0.1Win Rate

Ugly Tan Frog

42.163Net Profit

95.68PSR

2.314Sharpe Ratio

0Alpha

0Beta

42.3CAR

4.7Drawdown

-0.08Loss Rate

0Parameters

0Security Types

251Tradeable Dates

2933Trades

0Treynor Ratio

0.12Win Rate

Ugly Black Lion

8.572Net Profit

42.853PSR

0.596Sharpe Ratio

0Alpha

0Beta

8.597CAR

6.5Drawdown

-0.73Loss Rate

0Parameters

0Security Types

251Tradeable Dates

2166Trades

0Treynor Ratio

0.1Win Rate

Upgraded Magenta Pig

308.013Net Profit

48.023PSR

0.944Sharpe Ratio

0.117Alpha

0.427Beta

22.85CAR

17.5Drawdown

54Loss Rate

8Parameters

1Security Types

0.9509Sortino Ratio

1719Tradeable Dates

202Trades

0.347Treynor Ratio

46Win Rate

Calm Fluorescent Orange Hornet

116.167Net Profit

34.098PSR

0.895Sharpe Ratio

0.104Alpha

0.417Beta

20.147CAR

25Drawdown

-3.72Loss Rate

10Parameters

1Security Types

1057Tradeable Dates

89Trades

0.363Treynor Ratio

6.96Win Rate

Ugly Fluorescent Orange Dog

87.023Net Profit

20.463PSR

0.739Sharpe Ratio

0.034Alpha

0.557Beta

11.892CAR

22.7Drawdown

-0.08Loss Rate

4Parameters

2Security Types

1401Tradeable Dates

4Trades

0.159Treynor Ratio

1.38Win Rate

Crawling Yellow Cobra

196.647Net Profit

19.32PSR

0.752Sharpe Ratio

0.056Alpha

1.237Beta

21.563CAR

37.4Drawdown

-13.33Loss Rate

5Parameters

2Security Types

1400Tradeable Dates

4Trades

0.142Treynor Ratio

7.69Win Rate

Logical Red Kangaroo

0Net Profit

0PSR

0Sharpe Ratio

0Alpha

0Beta

0CAR

0Drawdown

0Loss Rate

21Parameters

1Security Types

0Sortino Ratio

0Tradeable Dates

0Trades

0Treynor Ratio

0Win Rate

AlMoJo started the discussion OTM Vs ITM Covered Call Following 200 Days SMA

Hello

3 months ago

AlMoJo left a comment in the discussion 2nd try Protected Short Strangle Option Strat

4th version

3 months ago

AlMoJo started the discussion 1st try for a Protected Short Strangle Option Strat

Hello everybody,

5 months ago

AlMoJo left a comment in the discussion 2nd try Protected Short Strangle Option Strat

3rd version

5 months ago

AlMoJo started the discussion Runtime Error on a ML based strat

Hello everybody,

1 years ago

AlMoJo started the discussion ChatGPT generated QC Algo

Hello everybody,

1 years ago

AlMoJo started the discussion Bull Put Spread tuning of strikes

Hello everybody

1 years ago

AlMoJo started the discussion Filtering strikes for options spread

Hello everybody 😊

1 years ago

AlMoJo started the discussion Error when backtesting bull put spread

Hello

1 years ago

AlMoJo started the discussion Adding technical indicators to hidden markov chains ML trading strat

Hello

1 years ago

AlMoJo left a comment in the discussion SMA Crossover Strategy

Hello guys,

1 years ago

AlMoJo left a comment in the discussion Ichimoku Clouds In The Energy Sector

sorry I didn't see the .py for the alpha model and maybe fees make for the loss

1 years ago

AlMoJo left a comment in the discussion Ichimoku Clouds In The Energy Sector

Hello

1 years ago

AlMoJo left a comment in the discussion From Research To Production: Long Short-Term Memory

Sorry I was saying nonsense you have one model for all the pairs, it doesn't iterate for all...

1 years ago