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Activity on QuantConnect

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Public Backtests (4)

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Energetic Violet Bear

427.593Net Profit

1.189Sharpe Ratio

0.066Alpha

4.098Beta

15.159CAR

17.4Drawdown

0Loss Rate

1Security Types

0Sortino Ratio

2964Tradeable Dates

117Trades

0.036Treynor Ratio

100Win Rate

Virtual Black Bear

37.827Net Profit

0.297Sharpe Ratio

0.107Alpha

-3.51Beta

2.957CAR

34.8Drawdown

43Loss Rate

1Security Types

0.19149420871564Sortino Ratio

2769Tradeable Dates

84Trades

-0.011Treynor Ratio

57Win Rate

Pensive Green Snake

75.92Net Profit

0.811Sharpe Ratio

0.086Alpha

0.869Beta

20.601CAR

44.3Drawdown

14Loss Rate

1Security Types

0Sortino Ratio

759Tradeable Dates

13Trades

0.261Treynor Ratio

86Win Rate

Measured Asparagus Guanaco

0Net Profit

0Sharpe Ratio

0Alpha

0Beta

0CAR

0Drawdown

0Loss Rate

1Security Types

0Sortino Ratio

1257Tradeable Dates

0Trades

0Treynor Ratio

0Win Rate


Community

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Clayton started the discussion Buy SPY in OCT Sell in MAY

I'm trying to make an algo that sells SPY in May and buys in OCT but I'm not sure what I...

6 years ago

Clayton started the discussion Quantity of Trades When SetHoldings Is Equal to 1

Under the actual trades that my algorithm produced, I can see that sometimes it prints 1 and...

6 years ago

Energetic Violet Bear

427.593Net Profit

1.189Sharpe Ratio

0.066Alpha

4.098Beta

15.159CAR

17.4Drawdown

0Loss Rate

1Security Types

0Sortino Ratio

2964Tradeable Dates

117Trades

0.036Treynor Ratio

100Win Rate

Virtual Black Bear

37.827Net Profit

0.297Sharpe Ratio

0.107Alpha

-3.51Beta

2.957CAR

34.8Drawdown

43Loss Rate

1Security Types

0.19149420871564Sortino Ratio

2769Tradeable Dates

84Trades

-0.011Treynor Ratio

57Win Rate

Pensive Green Snake

75.92Net Profit

0.811Sharpe Ratio

0.086Alpha

0.869Beta

20.601CAR

44.3Drawdown

14Loss Rate

1Security Types

0Sortino Ratio

759Tradeable Dates

13Trades

0.261Treynor Ratio

86Win Rate

Measured Asparagus Guanaco

0Net Profit

0Sharpe Ratio

0Alpha

0Beta

0CAR

0Drawdown

0Loss Rate

1Security Types

0Sortino Ratio

1257Tradeable Dates

0Trades

0Treynor Ratio

0Win Rate

Clayton started the discussion Buy SPY in OCT Sell in MAY

I'm trying to make an algo that sells SPY in May and buys in OCT but I'm not sure what I...

6 years ago

Clayton started the discussion Quantity of Trades When SetHoldings Is Equal to 1

Under the actual trades that my algorithm produced, I can see that sometimes it prints 1 and...

6 years ago