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1013.191Net Profit
43.468PSR
1.053Sharpe Ratio
0.222Alpha
-0.063Beta
23.334CAR
36Drawdown
-0.28Loss Rate
10Parameters
1Security Types
1.37Sortino Ratio
2890Tradeable Dates
10403Trades
-3.4Treynor Ratio
0.36Win Rate
118.953Net Profit
57.216PSR
1.188Sharpe Ratio
0.209Alpha
-0.1Beta
22.178CAR
35.1Drawdown
52Loss Rate
9Parameters
1Security Types
0.1295Sortino Ratio
0Tradeable Dates
3385Trades
-1.948Treynor Ratio
48Win Rate
Hans started the discussion Insufficient Margin + SMA Question
I am moving over from Quantopian and am having some issues replicating my code so I want to see if...
1013.191Net Profit
43.468PSR
1.053Sharpe Ratio
0.222Alpha
-0.063Beta
23.334CAR
36Drawdown
-0.28Loss Rate
10Parameters
1Security Types
1.37Sortino Ratio
2890Tradeable Dates
10403Trades
-3.4Treynor Ratio
0.36Win Rate
118.953Net Profit
57.216PSR
1.188Sharpe Ratio
0.209Alpha
-0.1Beta
22.178CAR
35.1Drawdown
52Loss Rate
9Parameters
1Security Types
0.1295Sortino Ratio
0Tradeable Dates
3385Trades
-1.948Treynor Ratio
48Win Rate
Hans started the discussion Insufficient Margin + SMA Question
I am moving over from Quantopian and am having some issues replicating my code so I want to see if...
Hans left a comment in the discussion Insufficient Margin + SMA Question
?
Hans left a comment in the discussion Insufficient Margin + SMA Question
?
4 years ago