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Activity on QuantConnect

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Public Backtests (3)

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Upgraded Black Buffalo

7.043Net Profit

97.281PSR

4.168Sharpe Ratio

0.056Alpha

0.15Beta

13.516CAR

1.2Drawdown

0Loss Rate

0Parameters

0Security Types

6.118Sortino Ratio

168Tradeable Dates

5490Trades

0.756Treynor Ratio

0Win Rate

Determined Red Goshawk

7.452Net Profit

97.548PSR

4.347Sharpe Ratio

0.058Alpha

0.144Beta

14.339CAR

1.2Drawdown

0Loss Rate

0Parameters

1Security Types

6.542Sortino Ratio

168Tradeable Dates

5812Trades

0.785Treynor Ratio

0Win Rate

Adaptable Fluorescent Pink Owl

1.75Net Profit

99.675PSR

20.416Sharpe Ratio

0.576Alpha

0.363Beta

53.244CAR

0.3Drawdown

0Loss Rate

0Parameters

1Security Types

7.9228162514264E+28Sortino Ratio

13Tradeable Dates

1736Trades

1.667Treynor Ratio

0Win Rate


Community

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Jackson started the discussion How to simulate queuing and latency on limit orders with tick data?

I'm experimenting with a strategy that uses limit orders to enter / exit positions at the bid and...

3 years ago

Upgraded Black Buffalo

7.043Net Profit

97.281PSR

4.168Sharpe Ratio

0.056Alpha

0.15Beta

13.516CAR

1.2Drawdown

0Loss Rate

0Parameters

0Security Types

6.118Sortino Ratio

168Tradeable Dates

5490Trades

0.756Treynor Ratio

0Win Rate

Determined Red Goshawk

7.452Net Profit

97.548PSR

4.347Sharpe Ratio

0.058Alpha

0.144Beta

14.339CAR

1.2Drawdown

0Loss Rate

0Parameters

1Security Types

6.542Sortino Ratio

168Tradeable Dates

5812Trades

0.785Treynor Ratio

0Win Rate

Adaptable Fluorescent Pink Owl

1.75Net Profit

99.675PSR

20.416Sharpe Ratio

0.576Alpha

0.363Beta

53.244CAR

0.3Drawdown

0Loss Rate

0Parameters

1Security Types

7.9228162514264E+28Sortino Ratio

13Tradeable Dates

1736Trades

1.667Treynor Ratio

0Win Rate

Jackson started the discussion How to simulate queuing and latency on limit orders with tick data?

I'm experimenting with a strategy that uses limit orders to enter / exit positions at the bid and...

3 years ago