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Biography

Activity on QuantConnect

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.


Public Backtests (1)

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Upgraded Asparagus Antelope

-2.872Net Profit

-4.948Sharpe Ratio

-1.348Alpha

28.78Beta

-66.722CAR

4.5Drawdown

56Loss Rate

1Security Types

-0.43584554296643Sortino Ratio

7Tradeable Dates

32Trades

-0.031Treynor Ratio

44Win Rate


Community

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Dmitriy started the discussion Basic Questions

I apologize for having such basic questions. I've been tinkering with Lean but I have gaps on...

6 years ago

Dmitriy started the discussion Fees in Backtesting

How can I modify the fees for my backtests? My backtests show $484 in fees for 32 trades. Seems...

6 years ago

Dmitriy started the discussion Letting Winners Run with Algo

When I place my trade I always place an Stop Loss and Exit at 1:2 risk/reward ratio. I cannot find...

6 years ago

Dmitriy left a comment in the discussion Basic Questions

Thanks, I will build a basic algo today and try to upload it for backtesting. Can you also provide...

6 years ago

Dmitriy started the discussion Historic Slice Data

When I am in the event "OnData(Slice data)", is there a way for me to get Close from 5...

7 years ago

Upgraded Asparagus Antelope

-2.872Net Profit

-4.948Sharpe Ratio

-1.348Alpha

28.78Beta

-66.722CAR

4.5Drawdown

56Loss Rate

1Security Types

-0.43584554296643Sortino Ratio

7Tradeable Dates

32Trades

-0.031Treynor Ratio

44Win Rate

Dmitriy started the discussion Basic Questions

I apologize for having such basic questions. I've been tinkering with Lean but I have gaps on...

6 years ago

Dmitriy started the discussion Fees in Backtesting

How can I modify the fees for my backtests? My backtests show $484 in fees for 32 trades. Seems...

6 years ago

Dmitriy started the discussion Letting Winners Run with Algo

When I place my trade I always place an Stop Loss and Exit at 1:2 risk/reward ratio. I cannot find...

6 years ago

Dmitriy left a comment in the discussion Basic Questions

Thanks, I will build a basic algo today and try to upload it for backtesting. Can you also provide...

6 years ago

Dmitriy started the discussion Historic Slice Data

When I am in the event "OnData(Slice data)", is there a way for me to get Close from 5...

7 years ago

Dmitriy started the discussion Attempting to push branch to github

Getting 403 on pushing branch. Are customers allowed to push branches and submit Pull Requests?

7 years ago

Dmitriy left a comment in the discussion Historic Slice Data

No. I was watching it debugger. Let's say I setup RollingWindow<decimal>(3). I have close...

7 years ago

Dmitriy left a comment in the discussion Historic Slice Data

So I am observing that when RollingWindow objectr reaches it's size it begins to populate from...

7 years ago