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Public Backtests (19)

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Hipster Orange Armadillo

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

Hyper Active Yellow Galago

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

Retrospective Orange Cormorant

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

Pensive Magenta Giraffe

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

Geeky Yellow Green Guanaco

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


Community

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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...

5 years ago

Hipster Orange Armadillo

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

Hyper Active Yellow Galago

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

Retrospective Orange Cormorant

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

Pensive Magenta Giraffe

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

Geeky Yellow Green Guanaco

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

Logical Violet Pig

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

Crying Green Gull

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

Casual Red Parrot

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

Hipster Blue Pig

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

Sleepy Tan Rhinoceros

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

Determined Yellow-Green Wolf

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

Creative Red-Orange Goat

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

Well Dressed Apricot Hamster

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

Hipster Violet Bull

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

Smooth Fluorescent Yellow Eagle

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

Alert Yellow-Green Anguilline

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

Creative Magenta Chimpanzee

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

Creative Green Fish

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

Logical Fluorescent Pink Fly

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...

5 years ago