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Public Backtests (1)
View More-0.591Net Profit
-11.225Sharpe Ratio
-1.489Alpha
-1.999Beta
-88.503CAR
0.8Drawdown
70Loss Rate
1Security Types
0.0027691278394115Sortino Ratio
1Tradeable Dates
623Trades
0.372Treynor Ratio
30Win Rate
Community
View MoreJenny started the discussion Tick data and price history
Hello,
Jenny started the discussion Arbitrage strategy
Hey,
Jenny started the discussion End of day stats - log and charts
Would like to display end of day statistics on both log and chart, but neither is displayed.
Jenny started the discussion Problem with FillPrice on Order Event
I'm doing a MarketOrder, and checking order status at OnOrderEvent.
Jenny started the discussion TradeBar Exchange filter
Hey,
-0.591Net Profit
-11.225Sharpe Ratio
-1.489Alpha
-1.999Beta
-88.503CAR
0.8Drawdown
70Loss Rate
1Security Types
0.0027691278394115Sortino Ratio
1Tradeable Dates
623Trades
0.372Treynor Ratio
30Win Rate
Jenny started the discussion Tick data and price history
Hello,
Jenny started the discussion Arbitrage strategy
Hey,
Jenny started the discussion End of day stats - log and charts
Would like to display end of day statistics on both log and chart, but neither is displayed.
Jenny started the discussion Problem with FillPrice on Order Event
I'm doing a MarketOrder, and checking order status at OnOrderEvent.
Jenny started the discussion TradeBar Exchange filter
Hey,
Jenny left a comment in the discussion TradeBar Exchange filter
Thank you both.
Jenny left a comment in the discussion Problem with FillPrice on Order Event
Andrew thank you very much!
Jenny left a comment in the discussion End of day stats - log and charts
Thank you Alexandre
Jenny left a comment in the discussion End of day stats - log and charts
Adding to this thread -
Jenny left a comment in the discussion End of day stats - log and charts
In general, I see that backtest's trades CSV contains at most 10,001 trades, regardless...
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Jenny left a comment in the discussion TradeBar Exchange filter
Thank you Jared.
7 years ago