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Public Backtests (4)

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Muscular Orange Coyote

81.623Net Profit

73.192PSR

2.186Sharpe Ratio

0.87Alpha

-0.267Beta

90.491CAR

28.1Drawdown

0Loss Rate

6Parameters

1Security Types

0Sortino Ratio

235Tradeable Dates

10Trades

-3.069Treynor Ratio

0Win Rate

Adaptable Blue Lemur

31.701Net Profit

83.977PSR

2.232Sharpe Ratio

0.291Alpha

-0.027Beta

34.63CAR

6.7Drawdown

0Loss Rate

6Parameters

1Security Types

0Sortino Ratio

235Tradeable Dates

11Trades

-10.583Treynor Ratio

0Win Rate

Fat Violet Owlet

261.422Net Profit

1.006PSR

0.465Sharpe Ratio

0.089Alpha

-0.057Beta

8.565CAR

57.6Drawdown

60Loss Rate

11Parameters

1Security Types

-0.4481Sortino Ratio

0Tradeable Dates

48Trades

-1.469Treynor Ratio

40Win Rate

Logical Sky Blue Anguilline

1491.442Net Profit

16.314PSR

0.788Sharpe Ratio

0.152Alpha

-0.061Beta

16.986CAR

42.2Drawdown

55Loss Rate

11Parameters

1Security Types

-0.2882Sortino Ratio

0Tradeable Dates

48Trades

-2.386Treynor Ratio

45Win Rate


Community

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Gonzalo started the discussion Top Price to Sales and Price to Earnings

Hi! Im new to the community. 

5 years ago

Gonzalo started the discussion Portfolio doesnt have enough margin error

Hello,  as Pro Quant Anthony FJ Garner suggested me, I came up with the code for my strategy...

5 years ago

Gonzalo started the discussion First ERP5 + Momentum Strategy

Hello! 

5 years ago

Gonzalo started the discussion Strategy Only Buys On First Year of Backtest

If have been trying my best to correct this error but I don't get where the problem is. Anyone has...

5 years ago

Muscular Orange Coyote

81.623Net Profit

73.192PSR

2.186Sharpe Ratio

0.87Alpha

-0.267Beta

90.491CAR

28.1Drawdown

0Loss Rate

6Parameters

1Security Types

0Sortino Ratio

235Tradeable Dates

10Trades

-3.069Treynor Ratio

0Win Rate

Adaptable Blue Lemur

31.701Net Profit

83.977PSR

2.232Sharpe Ratio

0.291Alpha

-0.027Beta

34.63CAR

6.7Drawdown

0Loss Rate

6Parameters

1Security Types

0Sortino Ratio

235Tradeable Dates

11Trades

-10.583Treynor Ratio

0Win Rate

Fat Violet Owlet

261.422Net Profit

1.006PSR

0.465Sharpe Ratio

0.089Alpha

-0.057Beta

8.565CAR

57.6Drawdown

60Loss Rate

11Parameters

1Security Types

-0.4481Sortino Ratio

0Tradeable Dates

48Trades

-1.469Treynor Ratio

40Win Rate

Logical Sky Blue Anguilline

1491.442Net Profit

16.314PSR

0.788Sharpe Ratio

0.152Alpha

-0.061Beta

16.986CAR

42.2Drawdown

55Loss Rate

11Parameters

1Security Types

-0.2882Sortino Ratio

0Tradeable Dates

48Trades

-2.386Treynor Ratio

45Win Rate

Gonzalo started the discussion Top Price to Sales and Price to Earnings

Hi! Im new to the community. 

5 years ago

Gonzalo started the discussion Portfolio doesnt have enough margin error

Hello,  as Pro Quant Anthony FJ Garner suggested me, I came up with the code for my strategy...

5 years ago

Gonzalo started the discussion First ERP5 + Momentum Strategy

Hello! 

5 years ago

Gonzalo started the discussion Strategy Only Buys On First Year of Backtest

If have been trying my best to correct this error but I don't get where the problem is. Anyone has...

5 years ago