This section highlights your contributions and engagement across the QuantConnect platform — including backtests, live trades, published research, and community involvement through comments and threads. It reflects your overall activity as part of the QuantConnect community.
2009.266Net Profit
77.811PSR
1.286Sharpe Ratio
0.146Alpha
0.394Beta
17.475CAR
27.9Drawdown
-0.98Loss Rate
189Parameters
1Security Types
1.419Sortino Ratio
4764Tradeable Dates
2042Trades
0.476Treynor Ratio
1.15Win Rate
691.908Net Profit
77.691PSR
1.248Sharpe Ratio
0.093Alpha
0.262Beta
11.551CAR
19.1Drawdown
-0.65Loss Rate
156Parameters
1Security Types
1.395Sortino Ratio
4764Tradeable Dates
2042Trades
0.462Treynor Ratio
0.77Win Rate
1031.557Net Profit
57.925PSR
1.121Sharpe Ratio
0.119Alpha
0.256Beta
13.674CAR
25.1Drawdown
-0.86Loss Rate
131Parameters
1Security Types
1.276Sortino Ratio
4764Tradeable Dates
1548Trades
0.574Treynor Ratio
1.03Win Rate
707.435Net Profit
4.024PSR
0.669Sharpe Ratio
0.119Alpha
-0.106Beta
11.665CAR
43.5Drawdown
-0.99Loss Rate
40Parameters
1Security Types
0.8Sortino Ratio
4764Tradeable Dates
1381Trades
-1.039Treynor Ratio
1.05Win Rate
335.468Net Profit
0.1PSR
0.415Sharpe Ratio
0.08Alpha
-0.089Beta
6.912CAR
55.1Drawdown
0Loss Rate
1Parameters
1Security Types
0.452Sortino Ratio
5536Tradeable Dates
1Trades
-0.826Treynor Ratio
0Win Rate
Jason started the discussion Problem: self.History not returning dataframe
def Initialize(self): etf_tickers =...
Jason started the discussion Backtest Statistics - Beta does not look right
Hi everyone,
Jason left a comment in the discussion Problem: self.History not returning dataframe
Unfortunately, none of the above work.... Very weird.
2009.266Net Profit
77.811PSR
1.286Sharpe Ratio
0.146Alpha
0.394Beta
17.475CAR
27.9Drawdown
-0.98Loss Rate
189Parameters
1Security Types
1.419Sortino Ratio
4764Tradeable Dates
2042Trades
0.476Treynor Ratio
1.15Win Rate
691.908Net Profit
77.691PSR
1.248Sharpe Ratio
0.093Alpha
0.262Beta
11.551CAR
19.1Drawdown
-0.65Loss Rate
156Parameters
1Security Types
1.395Sortino Ratio
4764Tradeable Dates
2042Trades
0.462Treynor Ratio
0.77Win Rate
1031.557Net Profit
57.925PSR
1.121Sharpe Ratio
0.119Alpha
0.256Beta
13.674CAR
25.1Drawdown
-0.86Loss Rate
131Parameters
1Security Types
1.276Sortino Ratio
4764Tradeable Dates
1548Trades
0.574Treynor Ratio
1.03Win Rate
707.435Net Profit
4.024PSR
0.669Sharpe Ratio
0.119Alpha
-0.106Beta
11.665CAR
43.5Drawdown
-0.99Loss Rate
40Parameters
1Security Types
0.8Sortino Ratio
4764Tradeable Dates
1381Trades
-1.039Treynor Ratio
1.05Win Rate
335.468Net Profit
0.1PSR
0.415Sharpe Ratio
0.08Alpha
-0.089Beta
6.912CAR
55.1Drawdown
0Loss Rate
1Parameters
1Security Types
0.452Sortino Ratio
5536Tradeable Dates
1Trades
-0.826Treynor Ratio
0Win Rate
744.24Net Profit
9.292PSR
0.762Sharpe Ratio
0.112Alpha
-0.033Beta
11.979CAR
34Drawdown
-0.83Loss Rate
0Parameters
1Security Types
0.999Sortino Ratio
4745Tradeable Dates
1118Trades
-3.272Treynor Ratio
0.93Win Rate
587.682Net Profit
10.711PSR
0.775Sharpe Ratio
0.096Alpha
0.001Beta
10.768CAR
34Drawdown
-0.83Loss Rate
0Parameters
1Security Types
1.063Sortino Ratio
4745Tradeable Dates
1117Trades
116.662Treynor Ratio
0.92Win Rate
497.162Net Profit
2.886PSR
0.63Sharpe Ratio
0.101Alpha
-0.093Beta
9.941CAR
38.4Drawdown
-0.95Loss Rate
0Parameters
1Security Types
0.775Sortino Ratio
4745Tradeable Dates
1257Trades
-0.994Treynor Ratio
0.95Win Rate
536.353Net Profit
3.549PSR
0.651Sharpe Ratio
0.104Alpha
-0.093Beta
10.269CAR
40.1Drawdown
-0.89Loss Rate
0Parameters
1Security Types
0.802Sortino Ratio
4764Tradeable Dates
1381Trades
-1.024Treynor Ratio
0.94Win Rate
Jason started the discussion Problem: self.History not returning dataframe
def Initialize(self): etf_tickers =...
Jason started the discussion Backtest Statistics - Beta does not look right
Hi everyone,
Jason left a comment in the discussion Backtest Statistics - Beta does not look right
Hi Derek,
Jason left a comment in the discussion Problem: self.History not returning dataframe
Unfortunately, none of the above work.... Very weird.
Jason left a comment in the discussion Backtest Statistics - Beta does not look right
Hi Derek,
4 years ago