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467.223Net Profit
14.588PSR
0.826Sharpe Ratio
0Alpha
0Beta
9.407CAR
29.7Drawdown
-0.03Loss Rate
8Parameters
1Security Types
1.259Sortino Ratio
4857Tradeable Dates
9015Trades
0Treynor Ratio
0.04Win Rate
197.857Net Profit
86.366PSR
1.688Sharpe Ratio
0.191Alpha
0.322Beta
24.007CAR
18Drawdown
39Loss Rate
7Parameters
1Security Types
13.3781Sortino Ratio
1275Tradeable Dates
37Trades
0.793Treynor Ratio
61Win Rate
90.138Net Profit
71.884PSR
1.313Sharpe Ratio
0.122Alpha
-0.051Beta
13.517CAR
14.2Drawdown
-0.2Loss Rate
23Parameters
1Security Types
1.657Sortino Ratio
1275Tradeable Dates
1633Trades
-2.218Treynor Ratio
0.19Win Rate
652.897Net Profit
13.622PSR
0.796Sharpe Ratio
0.128Alpha
-0.085Beta
13.111CAR
27.6Drawdown
-1.29Loss Rate
50Parameters
1Security Types
0.855Sortino Ratio
4121Tradeable Dates
933Trades
-1.403Treynor Ratio
1.98Win Rate
96.467Net Profit
34.055PSR
0.881Sharpe Ratio
0.15Alpha
-0.13Beta
14.394CAR
25Drawdown
-1.31Loss Rate
50Parameters
1Security Types
0.951Sortino Ratio
1264Tradeable Dates
204Trades
-0.994Treynor Ratio
2.51Win Rate
Hector started the discussion IB Brokers hard disconnection
Hello,
Hector left a comment in the discussion Math Libraries?
Jared Broad would it make sense to offer GPU inside the optimization tool? Pay per use at a higher...
Hector left a comment in the discussion Reset live trading
What I have done for this is to copy the code to a new project and restart live trading. You can...
Hector left a comment in the discussion Why invalid orders in backtest?
Do not mind the comment, self.Symbols are indeed keyed by the string ticker. Should not be that,...
467.223Net Profit
14.588PSR
0.826Sharpe Ratio
0Alpha
0Beta
9.407CAR
29.7Drawdown
-0.03Loss Rate
8Parameters
1Security Types
1.259Sortino Ratio
4857Tradeable Dates
9015Trades
0Treynor Ratio
0.04Win Rate
197.857Net Profit
86.366PSR
1.688Sharpe Ratio
0.191Alpha
0.322Beta
24.007CAR
18Drawdown
39Loss Rate
7Parameters
1Security Types
13.3781Sortino Ratio
1275Tradeable Dates
37Trades
0.793Treynor Ratio
61Win Rate
90.138Net Profit
71.884PSR
1.313Sharpe Ratio
0.122Alpha
-0.051Beta
13.517CAR
14.2Drawdown
-0.2Loss Rate
23Parameters
1Security Types
1.657Sortino Ratio
1275Tradeable Dates
1633Trades
-2.218Treynor Ratio
0.19Win Rate
652.897Net Profit
13.622PSR
0.796Sharpe Ratio
0.128Alpha
-0.085Beta
13.111CAR
27.6Drawdown
-1.29Loss Rate
50Parameters
1Security Types
0.855Sortino Ratio
4121Tradeable Dates
933Trades
-1.403Treynor Ratio
1.98Win Rate
96.467Net Profit
34.055PSR
0.881Sharpe Ratio
0.15Alpha
-0.13Beta
14.394CAR
25Drawdown
-1.31Loss Rate
50Parameters
1Security Types
0.951Sortino Ratio
1264Tradeable Dates
204Trades
-0.994Treynor Ratio
2.51Win Rate
0Net Profit
0PSR
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
184Parameters
1Security Types
0Sortino Ratio
0Tradeable Dates
0Trades
0Treynor Ratio
0Win Rate
0Net Profit
0PSR
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
44Parameters
1Security Types
0Sortino Ratio
0Tradeable Dates
0Trades
0Treynor Ratio
0Win Rate
0Net Profit
0PSR
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
44Parameters
1Security Types
0Sortino Ratio
0Tradeable Dates
0Trades
0Treynor Ratio
0Win Rate
129.269Net Profit
33.535PSR
0.889Sharpe Ratio
0.008Alpha
1.068Beta
18.072CAR
33.5Drawdown
-0.01Loss Rate
15Parameters
1Security Types
1.104Sortino Ratio
0Tradeable Dates
64571Trades
0.156Treynor Ratio
0.01Win Rate
0Net Profit
0PSR
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
26Parameters
1Security Types
0Sortino Ratio
0Tradeable Dates
0Trades
0Treynor Ratio
0Win Rate
181.877Net Profit
21.765PSR
0.763Sharpe Ratio
0.27Alpha
-0.101Beta
23.03CAR
67.3Drawdown
-0.08Loss Rate
16Parameters
1Security Types
0.838Sortino Ratio
0Tradeable Dates
22107Trades
-2.522Treynor Ratio
0.09Win Rate
0Net Profit
0PSR
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
1Parameters
0Security Types
7.9228162514264E+28Sortino Ratio
11Tradeable Dates
6Trades
0Treynor Ratio
0Win Rate
0Net Profit
0PSR
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
0Parameters
1Security Types
0Sortino Ratio
0Tradeable Dates
0Trades
0Treynor Ratio
0Win Rate
68.299Net Profit
33.849PSR
0.859Sharpe Ratio
0.112Alpha
-0.101Beta
10.973CAR
26.8Drawdown
-0.01Loss Rate
22Parameters
1Security Types
0.95Sortino Ratio
0Tradeable Dates
76117Trades
-0.958Treynor Ratio
0.01Win Rate
204.612Net Profit
87.996PSR
2.892Sharpe Ratio
-0.059Alpha
0.616Beta
183.62CAR
30Drawdown
38Loss Rate
33Parameters
1Security Types
0.116Sortino Ratio
390Tradeable Dates
9143Trades
2.037Treynor Ratio
62Win Rate
0Net Profit
0PSR
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
26Parameters
1Security Types
0Sortino Ratio
0Tradeable Dates
0Trades
0Treynor Ratio
0Win Rate
5.583Net Profit
1.723PSR
0.14Sharpe Ratio
0.045Alpha
-0.143Beta
1.092CAR
41.9Drawdown
-4.36Loss Rate
130Parameters
1Security Types
0.064Sortino Ratio
1258Tradeable Dates
113Trades
-0.164Treynor Ratio
3.05Win Rate
11.846Net Profit
2.426PSR
0.197Sharpe Ratio
0.055Alpha
-0.141Beta
2.263CAR
41.9Drawdown
-4.05Loss Rate
130Parameters
1Security Types
0.133Sortino Ratio
1258Tradeable Dates
113Trades
-0.237Treynor Ratio
3.23Win Rate
25.977Net Profit
4.641PSR
0.319Sharpe Ratio
0.076Alpha
-0.147Beta
4.724CAR
41.9Drawdown
-4.15Loss Rate
129Parameters
1Security Types
0.277Sortino Ratio
1258Tradeable Dates
113Trades
-0.365Treynor Ratio
3.21Win Rate
4.595Net Profit
1.758PSR
0.168Sharpe Ratio
0.008Alpha
0.008Beta
0.863CAR
10.1Drawdown
-0.01Loss Rate
2Parameters
1Security Types
0.171Sortino Ratio
0Tradeable Dates
34783Trades
5.938Treynor Ratio
0.01Win Rate
0Net Profit
0PSR
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
57Parameters
1Security Types
0Sortino Ratio
0Tradeable Dates
0Trades
0Treynor Ratio
0Win Rate
-15.044Net Profit
0.13PSR
-0.128Sharpe Ratio
-0.006Alpha
-0.083Beta
-2.747CAR
35.5Drawdown
48Loss Rate
4Parameters
1Security Types
-0.0409Sortino Ratio
1474Tradeable Dates
435Trades
0.187Treynor Ratio
52Win Rate
12.604Net Profit
0.325PSR
0.172Sharpe Ratio
0.038Alpha
0.036Beta
1.369CAR
54Drawdown
57Loss Rate
11Parameters
1Security Types
0.0055Sortino Ratio
2195Tradeable Dates
66825Trades
1.181Treynor Ratio
43Win Rate
0Parameters
0Security Types
245Tradeable Dates
54.202Net Profit
0.782PSR
0.293Sharpe Ratio
0.083Alpha
0.053Beta
5.066CAR
64.1Drawdown
36Loss Rate
17Parameters
2Security Types
0.0227Sortino Ratio
3199Tradeable Dates
355Trades
1.693Treynor Ratio
64Win Rate
Hector started the discussion IB Brokers hard disconnection
Hello,
Hector left a comment in the discussion Deciphering the Insights.json file
Looks like those are Unix timestamps:
Hector left a comment in the discussion Math Libraries?
Jared Broad would it make sense to offer GPU inside the optimization tool? Pay per use at a higher...
Hector left a comment in the discussion Reset live trading
What I have done for this is to copy the code to a new project and restart live trading. You can...
Hector left a comment in the discussion Why invalid orders in backtest?
Do not mind the comment, self.Symbols are indeed keyed by the string ticker. Should not be that,...
Hector left a comment in the discussion Why invalid orders in backtest?
Dmitry,
Hector left a comment in the discussion Call for Design Input - Documentation V2
You are welcome Jared,
Hector left a comment in the discussion Deciphering the Insights.json file
Looks like those are Unix timestamps:
3 years ago