Bevan Cranston
Quant
Date Joined
28th April, 2020
Bootcamp progress
86% Complete
Achievements
Algorithm Sharing
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2022-01-04 18:44:37
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2021-11-24 21:36:58
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2020-04-28 01:41:00
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2020-04-28 03:17:58
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2020-05-26 22:46:38
- Profile
- Backtests
- Community
Biography
Activity on QuantConnect
This section highlights your contributions and engagement across the QuantConnect platform — including backtests, live trades, published research, and community involvement through comments and threads. It reflects your overall activity as part of the QuantConnect community.
Public Backtests (3)
View More10.292Net Profit
99.016PSR
7.604Sharpe Ratio
1.915Alpha
-0.098Beta
331.626CAR
2.1Drawdown
-1.16Loss Rate
0Parameters
1Security Types
3.01Sortino Ratio
1195Tradeable Dates
10001Trades
-19.118Treynor Ratio
1.28Win Rate
5.698Net Profit
97.99PSR
6.974Sharpe Ratio
0.856Alpha
-0.138Beta
128.817CAR
2.1Drawdown
-1.15Loss Rate
0Parameters
1Security Types
3.125Sortino Ratio
1195Tradeable Dates
10001Trades
-5.811Treynor Ratio
1.94Win Rate
5.723Net Profit
98.029PSR
7.003Sharpe Ratio
0.86Alpha
-0.138Beta
129.638CAR
2.1Drawdown
-1.15Loss Rate
0Parameters
1Security Types
3.159Sortino Ratio
1195Tradeable Dates
10001Trades
-5.831Treynor Ratio
1.95Win Rate
Community
View MoreBevan started the discussion Strategy capacity = 0 using futures tick data
When testing on futures tick data, I end up with $0 strategy capacity in my back tests.
Bevan left a comment in the discussion Strategy capacity = 0 using futures tick data
Hey Mak,
Bevan left a comment in the discussion Strategy capacity = 0 using futures tick data
Hey Mak,
Bevan left a comment in the discussion Strategy capacity = 0 using futures tick data
This backtest works
10.292Net Profit
99.016PSR
7.604Sharpe Ratio
1.915Alpha
-0.098Beta
331.626CAR
2.1Drawdown
-1.16Loss Rate
0Parameters
1Security Types
3.01Sortino Ratio
1195Tradeable Dates
10001Trades
-19.118Treynor Ratio
1.28Win Rate
5.698Net Profit
97.99PSR
6.974Sharpe Ratio
0.856Alpha
-0.138Beta
128.817CAR
2.1Drawdown
-1.15Loss Rate
0Parameters
1Security Types
3.125Sortino Ratio
1195Tradeable Dates
10001Trades
-5.811Treynor Ratio
1.94Win Rate
5.723Net Profit
98.029PSR
7.003Sharpe Ratio
0.86Alpha
-0.138Beta
129.638CAR
2.1Drawdown
-1.15Loss Rate
0Parameters
1Security Types
3.159Sortino Ratio
1195Tradeable Dates
10001Trades
-5.831Treynor Ratio
1.95Win Rate
Bevan started the discussion Strategy capacity = 0 using futures tick data
When testing on futures tick data, I end up with $0 strategy capacity in my back tests.
Bevan left a comment in the discussion Bid / ask for CMD with market depth
Hello,
Bevan left a comment in the discussion Strategy capacity = 0 using futures tick data
Hey Mak,
Bevan left a comment in the discussion Strategy capacity = 0 using futures tick data
Hey Mak,
Bevan left a comment in the discussion Strategy capacity = 0 using futures tick data
This backtest works
Bevan left a comment in the discussion Strategy capacity = 0 using futures tick data
Hi Mak,
Bevan left a comment in the discussion Strategy capacity = 0 using futures tick data
HI Matt,
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Bevan left a comment in the discussion Bid / ask for CMD with market depth
Hello,
3 years ago