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Activity on QuantConnect

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Public Backtests (3)

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Measured Asparagus Elephant

-47.636Net Profit

0.809PSR

-0.737Sharpe Ratio

0Alpha

0Beta

-39.048CAR

53.4Drawdown

77Loss Rate

0Parameters

1Security Types

-0.2526Sortino Ratio

329Tradeable Dates

119Trades

0Treynor Ratio

23Win Rate

Crawling Asparagus Termite

-5.064Net Profit

20.602PSR

0.281Sharpe Ratio

0.05Alpha

0.657Beta

-5.05CAR

50.3Drawdown

-3.23Loss Rate

17Parameters

0Security Types

-0.119Sortino Ratio

253Tradeable Dates

494Trades

0.279Treynor Ratio

3.95Win Rate

Fat Sky Blue Chinchilla

15.432Net Profit

33.155PSR

0.681Sharpe Ratio

-0.001Alpha

0.458Beta

11.557CAR

16.1Drawdown

-0.31Loss Rate

11Parameters

1Security Types

0.711Sortino Ratio

0Tradeable Dates

766Trades

0.237Treynor Ratio

0.21Win Rate


Community

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Chad started the discussion Volume Indicator

I have been looking for a volume indicator and was wondering what people are using. I came across...

3 years ago

Chad left a comment in the discussion Volume Indicator

Thanks Valdimir and Derek!

3 years ago

Chad left a comment in the discussion Volume Indicator

Thanks Vladimir,

3 years ago

Measured Asparagus Elephant

-47.636Net Profit

0.809PSR

-0.737Sharpe Ratio

0Alpha

0Beta

-39.048CAR

53.4Drawdown

77Loss Rate

0Parameters

1Security Types

-0.2526Sortino Ratio

329Tradeable Dates

119Trades

0Treynor Ratio

23Win Rate

Crawling Asparagus Termite

-5.064Net Profit

20.602PSR

0.281Sharpe Ratio

0.05Alpha

0.657Beta

-5.05CAR

50.3Drawdown

-3.23Loss Rate

17Parameters

0Security Types

-0.119Sortino Ratio

253Tradeable Dates

494Trades

0.279Treynor Ratio

3.95Win Rate

Fat Sky Blue Chinchilla

15.432Net Profit

33.155PSR

0.681Sharpe Ratio

-0.001Alpha

0.458Beta

11.557CAR

16.1Drawdown

-0.31Loss Rate

11Parameters

1Security Types

0.711Sortino Ratio

0Tradeable Dates

766Trades

0.237Treynor Ratio

0.21Win Rate

Chad started the discussion Volume Indicator

I have been looking for a volume indicator and was wondering what people are using. I came across...

3 years ago

Chad left a comment in the discussion Volume Indicator

Thanks Valdimir and Derek!

3 years ago

Chad left a comment in the discussion Volume Indicator

Thanks Vladimir,

3 years ago