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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
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
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
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...
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...
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
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
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
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...
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...