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2419.574Net Profit
29.722PSR
0.969Sharpe Ratio
0.129Alpha
0.731Beta
18.995CAR
37.8Drawdown
35Loss Rate
9Parameters
1Security Types
0.8204Sortino Ratio
4666Tradeable Dates
234Trades
0.304Treynor Ratio
65Win Rate
Dmitry started the discussion Issue with "index out of bounds"
Dear all
Dmitry started the discussion Embedding momentum and scheduled rules into Framework Algorithm
Dear all
Dmitry started the discussion BT fails - transaction model failed, cannot get ask price to fill order
Hi there
Dmitry started the discussion Why invalid orders in backtest?
Dear all. here I share my backtest - I see lots of invalid orders and more and more towards the end...
2419.574Net Profit
29.722PSR
0.969Sharpe Ratio
0.129Alpha
0.731Beta
18.995CAR
37.8Drawdown
35Loss Rate
9Parameters
1Security Types
0.8204Sortino Ratio
4666Tradeable Dates
234Trades
0.304Treynor Ratio
65Win Rate
Dmitry started the discussion Issue with "index out of bounds"
Dear all
Dmitry started the discussion Embedding momentum and scheduled rules into Framework Algorithm
Dear all
Dmitry started the discussion BT fails - transaction model failed, cannot get ask price to fill order
Hi there
Dmitry started the discussion Why invalid orders in backtest?
Dear all. here I share my backtest - I see lots of invalid orders and more and more towards the end...