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21.912Net Profit

1.739Sharpe Ratio

0.123Alpha

-3.91Beta

90.686CAR

23.8Drawdown

19Loss Rate

1Security Types

2.3243127113468Sortino Ratio

0Tradeable Dates

181724Trades

-0.143Treynor Ratio

81Win Rate

-4.155Net Profit

-1.033Sharpe Ratio

-0.179Alpha

-1.411Beta

-17.212CAR

10Drawdown

20Loss Rate

1Security Types

2.3567634083519Sortino Ratio

0Tradeable Dates

91393Trades

0.099Treynor Ratio

80Win Rate

-1.744Net Profit

-0.371Sharpe Ratio

0.001Alpha

-1.106Beta

-7.74CAR

9.6Drawdown

3Loss Rate

1Security Types

0Sortino Ratio

0Tradeable Dates

73432Trades

0.049Treynor Ratio

97Win Rate

1.809Net Profit

0.354Sharpe Ratio

0.089Alpha

-1.877Beta

8.382CAR

14.4Drawdown

0Loss Rate

1Security Types

0Sortino Ratio

0Tradeable Dates

96088Trades

-0.056Treynor Ratio

100Win Rate

-8.613Net Profit

-1.516Sharpe Ratio

-0.357Alpha

-0.945Beta

-33.03CAR

15.6Drawdown

32Loss Rate

1Security Types

1.2625903338896Sortino Ratio

0Tradeable Dates

94635Trades

0.317Treynor Ratio

68Win Rate

Bill started the discussion Need help finding a simple mean reversion algo

I am pretty new to this but was hoping to break into the algo trading world. I am looking for...

Bill started the discussion Why is this backtest stopping??

Not really sure what's going on I'm sure I'm just missing something but none of my...

Bill left a comment in the discussion Why is this backtest stopping??

Sorry do you know how to put that filter on to have only one position open because when I attempt...

Bill left a comment in the discussion Need help finding a simple mean reversion algo

Thanks Alexandre! I'll take a look and try to make my own.

21.912Net Profit

1.739Sharpe Ratio

0.123Alpha

-3.91Beta

90.686CAR

23.8Drawdown

19Loss Rate

1Security Types

2.3243127113468Sortino Ratio

0Tradeable Dates

181724Trades

-0.143Treynor Ratio

81Win Rate

-4.155Net Profit

-1.033Sharpe Ratio

-0.179Alpha

-1.411Beta

-17.212CAR

10Drawdown

20Loss Rate

1Security Types

2.3567634083519Sortino Ratio

0Tradeable Dates

91393Trades

0.099Treynor Ratio

80Win Rate

-1.744Net Profit

-0.371Sharpe Ratio

0.001Alpha

-1.106Beta

-7.74CAR

9.6Drawdown

3Loss Rate

1Security Types

0Sortino Ratio

0Tradeable Dates

73432Trades

0.049Treynor Ratio

97Win Rate

1.809Net Profit

0.354Sharpe Ratio

0.089Alpha

-1.877Beta

8.382CAR

14.4Drawdown

0Loss Rate

1Security Types

0Sortino Ratio

0Tradeable Dates

96088Trades

-0.056Treynor Ratio

100Win Rate

-8.613Net Profit

-1.516Sharpe Ratio

-0.357Alpha

-0.945Beta

-33.03CAR

15.6Drawdown

32Loss Rate

1Security Types

1.2625903338896Sortino Ratio

0Tradeable Dates

94635Trades

0.317Treynor Ratio

68Win Rate

10.26Net Profit

1.795Sharpe Ratio

0.905Alpha

-4.79Beta

219.274CAR

14.7Drawdown

0Loss Rate

1Security Types

3.6411698587349Sortino Ratio

0Tradeable Dates

88982Trades

-0.225Treynor Ratio

100Win Rate

33.654Net Profit

2.225Sharpe Ratio

6.697Alpha

-25.208Beta

4050.671CAR

66.6Drawdown

9Loss Rate

1Security Types

1.1912890500196Sortino Ratio

314Tradeable Dates

4942Trades

-0.304Treynor Ratio

91Win Rate

Bill started the discussion Need help finding a simple mean reversion algo

I am pretty new to this but was hoping to break into the algo trading world. I am looking for...

Bill started the discussion Why is this backtest stopping??

Not really sure what's going on I'm sure I'm just missing something but none of my...

Bill left a comment in the discussion Why is this backtest stopping??

i changed the difference and it is still only making 3 trades

Bill left a comment in the discussion Why is this backtest stopping??

Sorry do you know how to put that filter on to have only one position open because when I attempt...

Bill left a comment in the discussion Need help finding a simple mean reversion algo

Thanks Alexandre! I'll take a look and try to make my own.

Bill left a comment in the discussion Need help finding a simple mean reversion algo

I am having trouble doing these things in python

Bill left a comment in the discussion Why is this backtest stopping??

i changed the difference and it is still only making 3 trades

7 years ago