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0.284Net Profit
20.58PSR
0.169Sharpe Ratio
0.005Alpha
0.036Beta
0.426CAR
1.4Drawdown
45Loss Rate
25Parameters
1Security Types
0.0182Sortino Ratio
209Tradeable Dates
311Trades
0.086Treynor Ratio
55Win Rate
Carl started the discussion Orders to realize profit create drop in strategy equity
I'm having an issue with a strategy which in theory is very straight forward, but has been a huge...
0.284Net Profit
20.58PSR
0.169Sharpe Ratio
0.005Alpha
0.036Beta
0.426CAR
1.4Drawdown
45Loss Rate
25Parameters
1Security Types
0.0182Sortino Ratio
209Tradeable Dates
311Trades
0.086Treynor Ratio
55Win Rate
Carl started the discussion Orders to realize profit create drop in strategy equity
I'm having an issue with a strategy which in theory is very straight forward, but has been a huge...