This section highlights your contributions and engagement across the QuantConnect platform — including backtests, live trades, published research, and community involvement through comments and threads. It reflects your overall activity as part of the QuantConnect community.
-0.264Net Profit
26.097PSR
-3.24Sharpe Ratio
-0.075Alpha
-0.018Beta
-3.065CAR
0.8Drawdown
-0.62Loss Rate
0Parameters
1Security Types
21Tradeable Dates
12Trades
4.364Treynor Ratio
0.49Win Rate
59.829Net Profit
60.831PSR
3.285Sharpe Ratio
3.794Alpha
0.4Beta
289.18CAR
59.9Drawdown
-1.95Loss Rate
0Parameters
2Security Types
85Tradeable Dates
789Trades
9.36Treynor Ratio
4.32Win Rate
Daniel started the discussion Opening Range Break paper
I'm attempting to reproduce the results in this paper, its uses an ORB strat to trade TQQQ but...
-0.264Net Profit
26.097PSR
-3.24Sharpe Ratio
-0.075Alpha
-0.018Beta
-3.065CAR
0.8Drawdown
-0.62Loss Rate
0Parameters
1Security Types
21Tradeable Dates
12Trades
4.364Treynor Ratio
0.49Win Rate
59.829Net Profit
60.831PSR
3.285Sharpe Ratio
3.794Alpha
0.4Beta
289.18CAR
59.9Drawdown
-1.95Loss Rate
0Parameters
2Security Types
85Tradeable Dates
789Trades
9.36Treynor Ratio
4.32Win Rate
Daniel started the discussion Opening Range Break paper
I'm attempting to reproduce the results in this paper, its uses an ORB strat to trade TQQQ but...