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26.649Net Profit
22.07PSR
0.438Sharpe Ratio
0.023Alpha
0.195Beta
8.188CAR
16.2Drawdown
-3.74Loss Rate
0Parameters
1Security Types
756Tradeable Dates
32Trades
0.211Treynor Ratio
4.62Win Rate
Hubert left a comment in the discussion Algorithmic Trading Video Course #5
Updated code
26.649Net Profit
22.07PSR
0.438Sharpe Ratio
0.023Alpha
0.195Beta
8.188CAR
16.2Drawdown
-3.74Loss Rate
0Parameters
1Security Types
756Tradeable Dates
32Trades
0.211Treynor Ratio
4.62Win Rate
Hubert left a comment in the discussion Algorithmic Trading Video Series #11 | Forex & CFD Trading
I changed a litte bit the last block of code: else: if...
Hubert left a comment in the discussion Algorithmic Trading Video Course #5
Updated code
Hubert left a comment in the discussion Algorithmic Trading Video Series #11 | Forex & CFD Trading
I changed a litte bit the last block of code: else: if...
2 months ago