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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 (3)

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Swimming Fluorescent Yellow Panda

-37.149Net Profit

0PSR

-0.808Sharpe Ratio

-0.035Alpha

-0.177Beta

-7.265CAR

38.1Drawdown

-0.42Loss Rate

22Parameters

1Security Types

-0.897Sortino Ratio

1549Tradeable Dates

30608Trades

0.327Treynor Ratio

0.5Win Rate

BEST: baseline w/ drawdone=0.1 + insight_delta=6hrs + leverage = 1

3453.443Net Profit

99.301PSR

2.422Sharpe Ratio

0.69Alpha

-0.073Beta

79.254CAR

30.1Drawdown

-0.31Loss Rate

20Parameters

1Security Types

3.605Sortino Ratio

1539Tradeable Dates

15045Trades

-9.284Treynor Ratio

0.38Win Rate

Measured Red-Orange Bear

275.143Net Profit

20.392PSR

0.781Sharpe Ratio

0.315Alpha

-0.317Beta

24.627CAR

52.9Drawdown

-0.11Loss Rate

0Parameters

1Security Types

0.741Sortino Ratio

0Tradeable Dates

13180Trades

-0.876Treynor Ratio

0.07Win Rate


Community

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FTB-Quant started the discussion Different method calling sequence when switching from Day resolution to Minute resolution

The attached backtest uses DAY resolution, and when I step through the debuggers the simplified...

4 years ago

FTB-Quant left a comment in the discussion Different method calling sequence when switching from Day resolution to Minute resolution

Here is the MINUTE resolution version

4 years ago

Swimming Fluorescent Yellow Panda

-37.149Net Profit

0PSR

-0.808Sharpe Ratio

-0.035Alpha

-0.177Beta

-7.265CAR

38.1Drawdown

-0.42Loss Rate

22Parameters

1Security Types

-0.897Sortino Ratio

1549Tradeable Dates

30608Trades

0.327Treynor Ratio

0.5Win Rate

BEST: baseline w/ drawdone=0.1 + insight_delta=6hrs + leverage = 1

3453.443Net Profit

99.301PSR

2.422Sharpe Ratio

0.69Alpha

-0.073Beta

79.254CAR

30.1Drawdown

-0.31Loss Rate

20Parameters

1Security Types

3.605Sortino Ratio

1539Tradeable Dates

15045Trades

-9.284Treynor Ratio

0.38Win Rate

Measured Red-Orange Bear

275.143Net Profit

20.392PSR

0.781Sharpe Ratio

0.315Alpha

-0.317Beta

24.627CAR

52.9Drawdown

-0.11Loss Rate

0Parameters

1Security Types

0.741Sortino Ratio

0Tradeable Dates

13180Trades

-0.876Treynor Ratio

0.07Win Rate

FTB-Quant started the discussion Different method calling sequence when switching from Day resolution to Minute resolution

The attached backtest uses DAY resolution, and when I step through the debuggers the simplified...

4 years ago

FTB-Quant left a comment in the discussion Different method calling sequence when switching from Day resolution to Minute resolution

Here is the MINUTE resolution version

4 years ago