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1.302Net Profit

57.489PSR

1.366Sharpe Ratio

0.059Alpha

-0.036Beta

5.263CAR

1.3Drawdown

0Loss Rate

1Parameters

0Security Types

2.471Sortino Ratio

64Tradeable Dates

2Trades

-1.193Treynor Ratio

0Win Rate

-8.257Net Profit

1.225PSR

-0.635Sharpe Ratio

-0.042Alpha

0.005Beta

-5.288CAR

12.6Drawdown

0Loss Rate

1Parameters

0Security Types

-1.192Sortino Ratio

399Tradeable Dates

2Trades

-7.645Treynor Ratio

0Win Rate

-9.702Net Profit

0PSR

-0.362Sharpe Ratio

-0.008Alpha

0.003Beta

-0.914CAR

13.9Drawdown

100Loss Rate

2Parameters

1Security Types

0Sortino Ratio

2796Tradeable Dates

2Trades

-2.335Treynor Ratio

0Win Rate

1.911Net Profit

58.643PSR

1.539Sharpe Ratio

0.091Alpha

-0.023Beta

11.786CAR

1.9Drawdown

0Loss Rate

1Parameters

0Security Types

3.06Sortino Ratio

43Tradeable Dates

2Trades

-4.321Treynor Ratio

0Win Rate

51.718Net Profit

0.655PSR

0.502Sharpe Ratio

0.018Alpha

-0.014Beta

1.866CAR

12.5Drawdown

0Loss Rate

1Parameters

1Security Types

0Sortino Ratio

5669Tradeable Dates

1Trades

-1.173Treynor Ratio

0Win Rate

JayJayD left a comment in the discussion TQQQ, Minute The issue starts from Jan 21st, 2021; and continues until Feb 1st, 2021

Can you please attach a backatest showing the issue?Thanks in advance.

JayJayD left a comment in the discussion TVIX, Minute The issue starts from Dec 21st, 2012; and continues until Aug 30th, 2013

Fixed!

JayJayD left a comment in the discussion EWA, Minute The issue starts from Apr 20th, 2007; and continues until Apr 25th, 2007

Duplicated issue.

JayJayD left a comment in the discussion VXX, Minute The issue starts at the start of the data; and continues until May 1st, 2019 09:30 AM

If you want to access to the old VXX, you should use

1.302Net Profit

57.489PSR

1.366Sharpe Ratio

0.059Alpha

-0.036Beta

5.263CAR

1.3Drawdown

0Loss Rate

1Parameters

0Security Types

2.471Sortino Ratio

64Tradeable Dates

2Trades

-1.193Treynor Ratio

0Win Rate

-8.257Net Profit

1.225PSR

-0.635Sharpe Ratio

-0.042Alpha

0.005Beta

-5.288CAR

12.6Drawdown

0Loss Rate

1Parameters

0Security Types

-1.192Sortino Ratio

399Tradeable Dates

2Trades

-7.645Treynor Ratio

0Win Rate

-9.702Net Profit

0PSR

-0.362Sharpe Ratio

-0.008Alpha

0.003Beta

-0.914CAR

13.9Drawdown

100Loss Rate

2Parameters

1Security Types

0Sortino Ratio

2796Tradeable Dates

2Trades

-2.335Treynor Ratio

0Win Rate

1.911Net Profit

58.643PSR

1.539Sharpe Ratio

0.091Alpha

-0.023Beta

11.786CAR

1.9Drawdown

0Loss Rate

1Parameters

0Security Types

3.06Sortino Ratio

43Tradeable Dates

2Trades

-4.321Treynor Ratio

0Win Rate

51.718Net Profit

0.655PSR

0.502Sharpe Ratio

0.018Alpha

-0.014Beta

1.866CAR

12.5Drawdown

0Loss Rate

1Parameters

1Security Types

0Sortino Ratio

5669Tradeable Dates

1Trades

-1.173Treynor Ratio

0Win Rate

-1.008Net Profit

0PSR

-0.019Sharpe Ratio

0Alpha

0Beta

-0.045CAR

5.3Drawdown

100Loss Rate

2Parameters

1Security Types

0Sortino Ratio

5669Tradeable Dates

2Trades

1.914Treynor Ratio

0Win Rate

14.13Net Profit

87.054PSR

3.07Sharpe Ratio

0.301Alpha

-0.001Beta

37.057CAR

5.3Drawdown

0Loss Rate

1Parameters

0Security Types

4.482Sortino Ratio

106Tradeable Dates

2Trades

-369.765Treynor Ratio

0Win Rate

75.687Net Profit

19.409PSR

0.645Sharpe Ratio

0.186Alpha

-0.045Beta

16.551CAR

36.2Drawdown

-0.55Loss Rate

17Parameters

0Security Types

0.836Sortino Ratio

926Tradeable Dates

163Trades

-3.984Treynor Ratio

1.88Win Rate

0.343Net Profit

49.466PSR

0.974Sharpe Ratio

-0.06Alpha

0.178Beta

6.226CAR

1.3Drawdown

0Loss Rate

1Parameters

0Security Types

2.171Sortino Ratio

14Tradeable Dates

2Trades

0.37Treynor 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

-0.332Net Profit

26.48PSR

-0.136Sharpe Ratio

-0.041Alpha

0.075Beta

-1.31CAR

2.5Drawdown

0Loss Rate

1Parameters

0Security Types

-0.267Sortino Ratio

64Tradeable Dates

2Trades

-0.116Treynor Ratio

0Win Rate

0.058Net Profit

92.949PSR

4.212Sharpe Ratio

0.003Alpha

0Beta

0.34CAR

0Drawdown

0Loss Rate

1Parameters

0Security Types

6.163Sortino Ratio

42Tradeable Dates

2Trades

11.648Treynor Ratio

0.06Win Rate

0.026Net Profit

55.192PSR

1.303Sharpe Ratio

0.001Alpha

0.001Beta

0.154CAR

0Drawdown

0Loss Rate

1Parameters

0Security Types

1.492Sortino Ratio

42Tradeable Dates

2Trades

1.342Treynor Ratio

0.03Win Rate

1.654Net Profit

41.758PSR

0.567Sharpe Ratio

0.09Alpha

0.065Beta

9.971CAR

7.9Drawdown

0Loss Rate

1Parameters

0Security Types

0.954Sortino Ratio

42Tradeable Dates

2Trades

1.556Treynor Ratio

0Win Rate

-0.449Net Profit

16.434PSR

-1.162Sharpe Ratio

-0.02Alpha

-0.008Beta

-2.658CAR

1.3Drawdown

0Loss Rate

1Parameters

0Security Types

-2.04Sortino Ratio

44Tradeable Dates

2Trades

2.559Treynor Ratio

0Win Rate

-8.354Net Profit

0.636PSR

-0.706Sharpe Ratio

-0.038Alpha

-0.013Beta

-4.841CAR

10.7Drawdown

0Loss Rate

1Parameters

0Security Types

-0.76Sortino Ratio

442Tradeable Dates

2Trades

2.887Treynor Ratio

0Win Rate

2.75Net Profit

38.685PSR

0.737Sharpe Ratio

0.012Alpha

0.059Beta

2.522CAR

5.4Drawdown

0Loss Rate

2Parameters

0Security Types

0.682Sortino Ratio

273Tradeable Dates

2Trades

0.443Treynor Ratio

2.75Win Rate

2.781Net Profit

43.387PSR

0.851Sharpe Ratio

0.011Alpha

0.064Beta

2.55CAR

5.8Drawdown

0Loss Rate

2Parameters

0Security Types

0.817Sortino Ratio

273Tradeable Dates

2Trades

0.41Treynor Ratio

2.78Win Rate

3.582Net Profit

45.656PSR

0.912Sharpe Ratio

0.029Alpha

0.02Beta

3.283CAR

2.3Drawdown

0Loss Rate

1Parameters

0Security Types

0.951Sortino Ratio

273Tradeable Dates

2Trades

1.698Treynor Ratio

0Win Rate

11.429Net Profit

94.387PSR

2.473Sharpe Ratio

0.101Alpha

0.022Beta

10.442CAR

2.4Drawdown

0Loss Rate

1Parameters

0Security Types

3.023Sortino Ratio

273Tradeable Dates

2Trades

4.799Treynor Ratio

0Win Rate

-6.337Net Profit

0.041PSR

-0.795Sharpe Ratio

-0.018Alpha

-0.012Beta

-2.497CAR

8.3Drawdown

0Loss Rate

1Parameters

0Security Types

-1.052Sortino Ratio

652Tradeable Dates

2Trades

1.615Treynor Ratio

0Win Rate

-0.073Net Profit

20.881PSR

-0.015Sharpe Ratio

0.002Alpha

-0.006Beta

-0.125CAR

3.4Drawdown

-0.07Loss Rate

1Parameters

0Security Types

-0.033Sortino Ratio

150Tradeable Dates

2Trades

0.081Treynor Ratio

0Win Rate

0.955Net Profit

67.58PSR

1.861Sharpe Ratio

0.035Alpha

-0.008Beta

3.84CAR

0.8Drawdown

0Loss Rate

1Parameters

0Security Types

2.951Sortino Ratio

64Tradeable Dates

2Trades

-3.937Treynor Ratio

0Win Rate

2.235Net Profit

2.356PSR

0.243Sharpe Ratio

0.004Alpha

-0.002Beta

0.369CAR

2.3Drawdown

0Loss Rate

2Parameters

0Security Types

0.192Sortino Ratio

1510Tradeable Dates

2Trades

-1.7Treynor Ratio

2.23Win Rate

2.427Net Profit

1.069PSR

0.103Sharpe Ratio

0.004Alpha

0.009Beta

0.4CAR

13.7Drawdown

0Loss Rate

1Parameters

0Security Types

0.075Sortino Ratio

1510Tradeable Dates

2Trades

0.546Treynor Ratio

0Win Rate

-1.321Net Profit

10.803PSR

-0.122Sharpe Ratio

-0.016Alpha

0.03Beta

-1.321CAR

9.2Drawdown

0Loss Rate

1Parameters

0Security Types

-0.238Sortino Ratio

252Tradeable Dates

2Trades

-0.285Treynor Ratio

0Win Rate

0Net Profit

0PSR

0Sharpe Ratio

0Alpha

0Beta

0CAR

0Drawdown

0Loss Rate

0Parameters

1Security Types

7.9228162514264E+28Sortino Ratio

0Tradeable Dates

0Trades

0Treynor Ratio

0Win Rate

26.543Net Profit

37.972PSR

0.818Sharpe Ratio

0.304Alpha

-0.251Beta

23.635CAR

34.2Drawdown

0Loss Rate

1Parameters

1Security Types

0Sortino Ratio

278Tradeable Dates

1Trades

-0.991Treynor Ratio

0Win Rate

3.332Net Profit

77.534PSR

2.884Sharpe Ratio

0.157Alpha

0.001Beta

18.636CAR

1.6Drawdown

0Loss Rate

1Parameters

1Security Types

0Sortino Ratio

47Tradeable Dates

1Trades

191.833Treynor Ratio

0Win Rate

1.56Net Profit

68.619PSR

1.795Sharpe Ratio

0.043Alpha

-0.013Beta

4.661CAR

0.9Drawdown

0Loss Rate

1Parameters

0Security Types

2.889Sortino Ratio

84Tradeable Dates

2Trades

-2.974Treynor Ratio

0Win Rate

JayJayD left a comment in the discussion DD, Daily The issue starts from Jun 1st, 2019; and continues until now

Thank you very much Karthik Kailash for reporting this issue. The missing split was included in our...

JayJayD left a comment in the discussion TQQQ, Minute The issue starts from Jan 21st, 2021; and continues until Feb 1st, 2021

Can you please attach a backatest showing the issue?Thanks in advance.

JayJayD left a comment in the discussion TVIX, Minute The issue starts from Dec 21st, 2012; and continues until Aug 30th, 2013

Fixed!

JayJayD left a comment in the discussion EWA, Minute The issue starts from Apr 20th, 2007; and continues until Apr 25th, 2007

Duplicated issue.

JayJayD left a comment in the discussion VXX, Minute The issue starts at the start of the data; and continues until May 1st, 2019 09:30 AM

If you want to access to the old VXX, you should use

JayJayD left a comment in the discussion MELI, Daily The issue starts from Jul 13th, 2020; and continues until Jul 13th, 2020

James Dunning, I'll close this issue, but if you still think there is a data issue here and can...

JayJayD started the discussion Morningstar Asset Classification Data Available

We're proud to announce that we now support Morningstar Sector, Industry Group, and Industry codes!...

JayJayD started the discussion VIX Future Data Available!

Hey there Community!

JayJayD started the discussion Forex Risk Manager implementation

This forex risk manager is based in the work made by @Deval Keralia in this post. I even copied its...

JayJayD started the discussion About test algorithm that relies on QCAlgorithm

Hi there!

JayJayD started the discussion Hull Moving Average

or you always return to your first love

JayJayD started the discussion MAE and MFE in forex

I need some help understanding MAE and MFE in forex.

JayJayD started the discussion Weekly universe selection + Trade bar indicator filter

The idea is to call the universe selection once per week and filter the stocks using MFIThe...

JayJayD started the discussion Future leak question

After reading this answer in Quora. I realized that I always use close price in the OnData mehotd.

JayJayD started the discussion Analyzing the backtests results issue

Hey Folks:

JayJayD started the discussion Intraday Buy Low

Hi there Folks!

JayJayD started the discussion Open market hours

Hi there folks, I need some help with the market hours.

JayJayD started the discussion How the backtest ranking is calculated?

Or: Is the ranking a reliable indicator of the algorithm's performance?

JayJayD started the discussion Trailing Orders

Hi folks,

JayJayD started the discussion Update a rolling window inside a class without using an instantiated QC Algorithm object

Hi folks!

JayJayD started the discussion OnOrderEvent method and locking

Hi there folks!

JayJayD started the discussion Momersion Indicator

Hi gang,

JayJayD left a comment in the discussion DD, Daily The issue starts from Jun 1st, 2019; and continues until now

Thank you very much Karthik Kailash for reporting this issue. The missing split was included in our...

3 years ago