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226.871Net Profit
0.059PSR
0.214Sharpe Ratio
-0.009Alpha
0.471Beta
5.615CAR
41.9Drawdown
-9.99Loss Rate
0Parameters
0Security Types
5453Tradeable Dates
176Trades
0.047Treynor Ratio
1.68Win Rate
153.022Net Profit
0.021PSR
0.136Sharpe Ratio
-0.013Alpha
0.397Beta
4.375CAR
41.9Drawdown
-8.46Loss Rate
0Parameters
0Security Types
5453Tradeable Dates
229Trades
0.032Treynor Ratio
1.05Win Rate
153.022Net Profit
0.021PSR
0.136Sharpe Ratio
-0.013Alpha
0.397Beta
4.375CAR
41.9Drawdown
-8.46Loss Rate
0Parameters
0Security Types
5453Tradeable Dates
229Trades
0.032Treynor Ratio
1.05Win Rate
57.586Net Profit
74.669PSR
0.897Sharpe Ratio
0.045Alpha
0.238Beta
13.213CAR
5.9Drawdown
-0.03Loss Rate
0Parameters
0Security Types
921Tradeable Dates
38Trades
0.261Treynor Ratio
1.7Win Rate
36.625Net Profit
83.344PSR
0.737Sharpe Ratio
0.02Alpha
0.156Beta
8.889CAR
3.5Drawdown
-0.08Loss Rate
0Parameters
0Security Types
921Tradeable Dates
44Trades
0.203Treynor Ratio
0.98Win Rate
harish started the discussion Bollinger Band on SPY
I have a strategy. I don't know Python but if someone can help me I have a good strategy. The...
226.871Net Profit
0.059PSR
0.214Sharpe Ratio
-0.009Alpha
0.471Beta
5.615CAR
41.9Drawdown
-9.99Loss Rate
0Parameters
0Security Types
5453Tradeable Dates
176Trades
0.047Treynor Ratio
1.68Win Rate
153.022Net Profit
0.021PSR
0.136Sharpe Ratio
-0.013Alpha
0.397Beta
4.375CAR
41.9Drawdown
-8.46Loss Rate
0Parameters
0Security Types
5453Tradeable Dates
229Trades
0.032Treynor Ratio
1.05Win Rate
153.022Net Profit
0.021PSR
0.136Sharpe Ratio
-0.013Alpha
0.397Beta
4.375CAR
41.9Drawdown
-8.46Loss Rate
0Parameters
0Security Types
5453Tradeable Dates
229Trades
0.032Treynor Ratio
1.05Win Rate
57.586Net Profit
74.669PSR
0.897Sharpe Ratio
0.045Alpha
0.238Beta
13.213CAR
5.9Drawdown
-0.03Loss Rate
0Parameters
0Security Types
921Tradeable Dates
38Trades
0.261Treynor Ratio
1.7Win Rate
36.625Net Profit
83.344PSR
0.737Sharpe Ratio
0.02Alpha
0.156Beta
8.889CAR
3.5Drawdown
-0.08Loss Rate
0Parameters
0Security Types
921Tradeable Dates
44Trades
0.203Treynor Ratio
0.98Win Rate
24.966Net Profit
57.736PSR
1.163Sharpe Ratio
0.022Alpha
0.254Beta
12.285CAR
7.8Drawdown
0Loss Rate
0Parameters
1Security Types
0Sortino Ratio
485Tradeable Dates
9Trades
0.341Treynor Ratio
100Win Rate
115.136Net Profit
36.763PSR
0.921Sharpe Ratio
0.15Alpha
-0.138Beta
14.494CAR
28.8Drawdown
0Loss Rate
0Parameters
1Security Types
0Sortino Ratio
1424Tradeable Dates
30Trades
-0.934Treynor Ratio
100Win Rate
10.311Net Profit
88.53PSR
3.769Sharpe Ratio
0.142Alpha
0.754Beta
35.234CAR
3.5Drawdown
0Loss Rate
0Parameters
1Security Types
0Sortino Ratio
83Tradeable Dates
13Trades
0.468Treynor Ratio
100Win Rate
470.958Net Profit
2.546PSR
0.611Sharpe Ratio
0.104Alpha
-0.096Beta
9.905CAR
49.9Drawdown
2Loss Rate
0Parameters
1Security Types
0Sortino Ratio
4639Tradeable Dates
91Trades
-0.978Treynor Ratio
98Win Rate
232.515Net Profit
21.522PSR
0.814Sharpe Ratio
0.125Alpha
-0.104Beta
12.364CAR
28.9Drawdown
4Loss Rate
0Parameters
1Security Types
0Sortino Ratio
2590Tradeable Dates
56Trades
-1.066Treynor Ratio
96Win Rate
232.515Net Profit
21.667PSR
0.815Sharpe Ratio
0.125Alpha
-0.104Beta
12.403CAR
28.9Drawdown
4Loss Rate
0Parameters
1Security Types
0Sortino Ratio
2583Tradeable Dates
56Trades
-1.069Treynor Ratio
96Win Rate
232.515Net Profit
21.667PSR
0.815Sharpe Ratio
0.125Alpha
-0.104Beta
12.403CAR
28.9Drawdown
4Loss Rate
0Parameters
1Security Types
0Sortino Ratio
2583Tradeable Dates
56Trades
-1.069Treynor Ratio
96Win Rate
233.158Net Profit
21.797PSR
0.816Sharpe Ratio
0.125Alpha
-0.104Beta
12.424CAR
28.9Drawdown
4Loss Rate
0Parameters
1Security Types
0Sortino Ratio
2583Tradeable Dates
55Trades
-1.071Treynor Ratio
96Win Rate
355.911Net Profit
1.523PSR
0.553Sharpe Ratio
0.096Alpha
-0.099Beta
8.924CAR
49.8Drawdown
2Loss Rate
0Parameters
1Security Types
0Sortino Ratio
4467Tradeable Dates
85Trades
-0.868Treynor Ratio
98Win Rate
16328.015Net Profit
97.63PSR
1.43Sharpe Ratio
0.573Alpha
0.044Beta
87.748CAR
16.8Drawdown
0Loss Rate
4Parameters
1Security Types
0Sortino Ratio
2034Tradeable Dates
97Trades
13.169Treynor Ratio
0Win Rate
54240.308Net Profit
92.094PSR
1.361Sharpe Ratio
0.796Alpha
-0.079Beta
117.634CAR
49.7Drawdown
0Loss Rate
4Parameters
1Security Types
0Sortino Ratio
2034Tradeable Dates
97Trades
-9.951Treynor Ratio
0Win Rate
409.488Net Profit
2.321PSR
0.564Sharpe Ratio
0.099Alpha
-0.089Beta
9.865CAR
55.1Drawdown
100Loss Rate
0Parameters
1Security Types
0Sortino Ratio
4354Tradeable Dates
2Trades
-1.016Treynor Ratio
0Win Rate
497.385Net Profit
4.734PSR
0.629Sharpe Ratio
0.108Alpha
-0.087Beta
11.174CAR
55.3Drawdown
8Loss Rate
0Parameters
1Security Types
0.2502Sortino Ratio
4245Tradeable Dates
4924Trades
-1.143Treynor Ratio
92Win Rate
322.866Net Profit
5.764PSR
0.615Sharpe Ratio
0.004Alpha
0.822Beta
8.922CAR
49.9Drawdown
2Loss Rate
0Parameters
1Security Types
0Sortino Ratio
4244Tradeable Dates
82Trades
0.12Treynor Ratio
98Win Rate
harish started the discussion Bollinger Band on SPY
I have a strategy. I don't know Python but if someone can help me I have a good strategy. The...