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Public Backtests (101)

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Well Dressed Brown Lemur

1.867Net Profit

85.977PSR

4.386Sharpe Ratio

0.147Alpha

-0.032Beta

23.454CAR

0.7Drawdown

-0.01Loss Rate

0Parameters

0Security Types

22Tradeable Dates

325Trades

-4.597Treynor Ratio

0.1Win Rate

Virtual Blue Leopard

12.259Net Profit

70.198PSR

1.453Sharpe Ratio

0.126Alpha

-0.021Beta

21.683CAR

5Drawdown

0Loss Rate

0Parameters

0Security Types

149Tradeable Dates

741Trades

-5.929Treynor Ratio

0.27Win Rate

Creative Red Pony

5.867Net Profit

39.056PSR

0.531Sharpe Ratio

0.068Alpha

-0.01Beta

11.904CAR

8.6Drawdown

-0.01Loss Rate

0Parameters

0Security Types

128Tradeable Dates

1091Trades

-6.636Treynor Ratio

0.26Win Rate

Logical Red Manatee

22.998Net Profit

58.7PSR

1.402Sharpe Ratio

0.341Alpha

-0.061Beta

50.428CAR

14.6Drawdown

-0.01Loss Rate

0Parameters

0Security Types

128Tradeable Dates

1019Trades

-5.64Treynor Ratio

0.44Win Rate

Creative Fluorescent Pink Shark

14.96Net Profit

77.128PSR

1.824Sharpe Ratio

0.195Alpha

0.002Beta

31.654CAR

3.7Drawdown

-0.01Loss Rate

0Parameters

0Security Types

128Tradeable Dates

1025Trades

98.379Treynor Ratio

0.26Win Rate


Community

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Eli started the discussion Historical SPXW in research environment?

Is SPXW historical data available in the research environment?

3 months ago

Eli left a comment in the discussion Historical SPXW in research environment?

I have tried various combinations of dates, strike prices etc. That doesn't seem to be the issue....

3 months ago

Well Dressed Brown Lemur

1.867Net Profit

85.977PSR

4.386Sharpe Ratio

0.147Alpha

-0.032Beta

23.454CAR

0.7Drawdown

-0.01Loss Rate

0Parameters

0Security Types

22Tradeable Dates

325Trades

-4.597Treynor Ratio

0.1Win Rate

Virtual Blue Leopard

12.259Net Profit

70.198PSR

1.453Sharpe Ratio

0.126Alpha

-0.021Beta

21.683CAR

5Drawdown

0Loss Rate

0Parameters

0Security Types

149Tradeable Dates

741Trades

-5.929Treynor Ratio

0.27Win Rate

Creative Red Pony

5.867Net Profit

39.056PSR

0.531Sharpe Ratio

0.068Alpha

-0.01Beta

11.904CAR

8.6Drawdown

-0.01Loss Rate

0Parameters

0Security Types

128Tradeable Dates

1091Trades

-6.636Treynor Ratio

0.26Win Rate

Logical Red Manatee

22.998Net Profit

58.7PSR

1.402Sharpe Ratio

0.341Alpha

-0.061Beta

50.428CAR

14.6Drawdown

-0.01Loss Rate

0Parameters

0Security Types

128Tradeable Dates

1019Trades

-5.64Treynor Ratio

0.44Win Rate

Creative Fluorescent Pink Shark

14.96Net Profit

77.128PSR

1.824Sharpe Ratio

0.195Alpha

0.002Beta

31.654CAR

3.7Drawdown

-0.01Loss Rate

0Parameters

0Security Types

128Tradeable Dates

1025Trades

98.379Treynor Ratio

0.26Win Rate

Retrospective Apricot Zebra

34.46Net Profit

63.514PSR

0.56Sharpe Ratio

0.04Alpha

-0.019Beta

12.129CAR

3.8Drawdown

-0.01Loss Rate

0Parameters

0Security Types

650Tradeable Dates

4791Trades

-2.038Treynor Ratio

0.13Win Rate

Emotional Apricot Bull

34.46Net Profit

63.514PSR

0.56Sharpe Ratio

0.04Alpha

-0.019Beta

12.129CAR

3.8Drawdown

-0.01Loss Rate

0Parameters

0Security Types

650Tradeable Dates

4791Trades

-2.038Treynor Ratio

0.13Win Rate

Adaptable Fluorescent Orange Termite

33.178Net Profit

39.997PSR

0.408Sharpe Ratio

0.038Alpha

-0.002Beta

11.714CAR

10Drawdown

-0.05Loss Rate

0Parameters

0Security Types

650Tradeable Dates

4638Trades

-22.589Treynor Ratio

0.11Win Rate

Fat Orange Butterfly

-10.618Net Profit

9.227PSR

-1.093Sharpe Ratio

-0.252Alpha

-0.221Beta

-35.62CAR

18.9Drawdown

-0.35Loss Rate

0Parameters

0Security Types

63Tradeable Dates

1700357Trades

1.159Treynor Ratio

0.31Win Rate

Determined Apricot Falcon

416.813Net Profit

74.361PSR

1.436Sharpe Ratio

0.67Alpha

-0.229Beta

90.652CAR

20.2Drawdown

-2.99Loss Rate

0Parameters

0Security Types

640Tradeable Dates

777466Trades

-2.836Treynor Ratio

4.65Win Rate

Virtual Apricot Pigeon

49.733Net Profit

44.635PSR

0.615Sharpe Ratio

0.052Alpha

0.289Beta

16.892CAR

10.9Drawdown

-0.3Loss Rate

0Parameters

0Security Types

0Tradeable Dates

949Trades

0.263Treynor Ratio

0.39Win Rate

Well Dressed Fluorescent Orange Buffalo

708.135Net Profit

97.051PSR

1.875Sharpe Ratio

0.885Alpha

-0.474Beta

127.256CAR

9.5Drawdown

532.07Loss Rate

0Parameters

0Security Types

640Tradeable Dates

805Trades

-1.774Treynor Ratio

3.34Win Rate

Energetic Violet Hippopotamus

87.962Net Profit

78.456PSR

1.166Sharpe Ratio

0.149Alpha

-0.133Beta

28.136CAR

16.7Drawdown

0Loss Rate

0Parameters

0Security Types

640Tradeable Dates

1420Trades

-1.029Treynor Ratio

0.67Win Rate

Energetic Fluorescent Yellow Alligator

87.962Net Profit

78.456PSR

1.166Sharpe Ratio

0.149Alpha

-0.133Beta

28.136CAR

16.7Drawdown

0Loss Rate

0Parameters

0Security Types

640Tradeable Dates

1420Trades

-1.029Treynor Ratio

0.67Win Rate

Square Light Brown Horse

476.234Net Profit

71.197PSR

1.477Sharpe Ratio

0.761Alpha

-0.464Beta

98.54CAR

21.7Drawdown

-34.62Loss Rate

0Parameters

0Security Types

641Tradeable Dates

737Trades

-1.55Treynor Ratio

-12.65Win Rate

Jumping Yellow Hyena

-4.263Net Profit

18.625PSR

-1.578Sharpe Ratio

-0.736Alpha

0.387Beta

-79.477CAR

11.1Drawdown

-5.08Loss Rate

0Parameters

0Security Types

8Tradeable Dates

63Trades

-2.043Treynor Ratio

3.15Win Rate

Swimming Violet Lemur

17.171Net Profit

58.042PSR

0.514Sharpe Ratio

0.048Alpha

-0.057Beta

13.521CAR

6.2Drawdown

0Loss Rate

0Parameters

0Security Types

314Tradeable Dates

255Trades

-0.701Treynor Ratio

0.77Win Rate

Virtual Magenta Dogfish

26.548Net Profit

52.643PSR

0.46Sharpe Ratio

0.042Alpha

-0.021Beta

13.082CAR

6.9Drawdown

0Loss Rate

0Parameters

0Security Types

481Tradeable Dates

560Trades

-1.827Treynor Ratio

0.6Win Rate

Swimming Magenta Kangaroo

33.608Net Profit

75.462PSR

2.062Sharpe Ratio

0.414Alpha

-0.009Beta

69.649CAR

10.2Drawdown

0Loss Rate

0Parameters

0Security Types

139Tradeable Dates

637Trades

-48.299Treynor Ratio

0.54Win Rate

Hyper Active Sky Blue Hyena

73.027Net Profit

70.004PSR

0.973Sharpe Ratio

0.123Alpha

-0.145Beta

24.035CAR

18.9Drawdown

0Loss Rate

0Parameters

0Security Types

640Tradeable Dates

681Trades

-0.757Treynor Ratio

1Win Rate

Creative Black Jaguar

476.234Net Profit

78.029PSR

1.576Sharpe Ratio

0.808Alpha

-0.47Beta

98.98CAR

22Drawdown

-34.62Loss Rate

0Parameters

0Security Types

640Tradeable Dates

737Trades

-1.628Treynor Ratio

-12.65Win Rate

Hyper Active Red Orange Pigeon

230.857Net Profit

80.231PSR

1.759Sharpe Ratio

0.968Alpha

-0.54Beta

116.594CAR

13.8Drawdown

-12Loss Rate

0Parameters

0Security Types

390Tradeable Dates

434Trades

-1.746Treynor Ratio

-25.91Win Rate

Dancing Brown Cobra

-36.294Net Profit

50.274PSR

12.171Sharpe Ratio

46.6Alpha

0.077Beta

-98.96CAR

70Drawdown

-7.61Loss Rate

0Parameters

0Security Types

25Tradeable Dates

132Trades

604.549Treynor Ratio

16.89Win Rate

Ugly Sky Blue Falcon

0.083Net Profit

29.247PSR

-2.051Sharpe Ratio

-0.054Alpha

0.015Beta

0.324CAR

1.7Drawdown

-0.23Loss Rate

0Parameters

0Security Types

64Tradeable Dates

114Trades

-3.24Treynor Ratio

0Win Rate

Geeky Fluorescent Orange Goshawk

60.202Net Profit

94.845PSR

1.169Sharpe Ratio

0.093Alpha

-0.001Beta

20.267CAR

6.4Drawdown

52Loss Rate

0Parameters

2Security Types

0.318Sortino Ratio

641Tradeable Dates

169Trades

-63.64Treynor Ratio

48Win Rate

Calculating Red Rabbit

-48.03Net Profit

0.024PSR

-0.641Sharpe Ratio

-0.166Alpha

-0.07Beta

-22.609CAR

53.6Drawdown

54Loss Rate

0Parameters

2Security Types

-0.131Sortino Ratio

641Tradeable Dates

341Trades

2.46Treynor Ratio

46Win Rate

Swimming Yellow Green Cormorant

70.971Net Profit

63.064PSR

0.949Sharpe Ratio

0.12Alpha

-0.018Beta

23.371CAR

15.3Drawdown

52Loss Rate

0Parameters

2Security Types

0.161Sortino Ratio

641Tradeable Dates

258Trades

-6.774Treynor Ratio

48Win Rate

Smooth Yellow Green Jackal

-32.868Net Profit

0.047PSR

-0.702Sharpe Ratio

-0.125Alpha

-0.09Beta

-14.721CAR

37.7Drawdown

53Loss Rate

0Parameters

2Security Types

-0.124Sortino Ratio

641Tradeable Dates

236Trades

1.479Treynor Ratio

47Win Rate

Square Magenta Pig

-2.244Net Profit

1.009PSR

-1.358Sharpe Ratio

-0.052Alpha

-0.003Beta

-0.885CAR

11.2Drawdown

56Loss Rate

0Parameters

2Security Types

-0.212Sortino Ratio

641Tradeable Dates

72Trades

16.104Treynor Ratio

44Win Rate

Crying Sky Blue Snake

27.917Net Profit

69.805PSR

0.463Sharpe Ratio

0.023Alpha

0.004Beta

10.122CAR

7.5Drawdown

51Loss Rate

0Parameters

2Security Types

0.052Sortino Ratio

641Tradeable Dates

224Trades

6.055Treynor Ratio

49Win Rate

Eli started the discussion Historical SPXW in research environment?

Is SPXW historical data available in the research environment?

3 months ago

Eli left a comment in the discussion Historical SPXW in research environment?

I have tried various combinations of dates, strike prices etc. That doesn't seem to be the issue....

3 months ago