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0Net Profit
0PSR
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
22Parameters
0Security Types
6862Tradeable Dates
0Trades
0Treynor Ratio
0Win Rate
1057.494Net Profit
1.184PSR
0.644Sharpe Ratio
0.038Alpha
0.571Beta
10.284CAR
40.3Drawdown
-0.8Loss Rate
8Parameters
0Security Types
0.894Sortino Ratio
6301Tradeable Dates
617Trades
0.136Treynor Ratio
2.74Win Rate
475Net Profit
0.024PSR
0.432Sharpe Ratio
0.007Alpha
0.747Beta
7.242CAR
56.5Drawdown
-0.52Loss Rate
8Parameters
0Security Types
0.542Sortino Ratio
0Tradeable Dates
1265Trades
0.08Treynor Ratio
2.38Win Rate
393.195Net Profit
0.01PSR
0.395Sharpe Ratio
-0.002Alpha
0.867Beta
6.48CAR
48.8Drawdown
0Loss Rate
1Parameters
1Security Types
0Sortino Ratio
6403Tradeable Dates
1Trades
0.063Treynor Ratio
0Win Rate
697.766Net Profit
0.057PSR
0.475Sharpe Ratio
0.015Alpha
0.798Beta
8.655CAR
46.6Drawdown
-0.62Loss Rate
8Parameters
0Security Types
0.606Sortino Ratio
0Tradeable Dates
982Trades
0.089Treynor Ratio
2.82Win Rate
Jeremy started the discussion Custom Security Universe Selection with Custom Price Data
Hi there,
Jeremy started the discussion Unholy Grails by Nick Radge - New Yearly High Strategy on S&P500
Hi all,
0Net Profit
0PSR
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
22Parameters
0Security Types
6862Tradeable Dates
0Trades
0Treynor Ratio
0Win Rate
1057.494Net Profit
1.184PSR
0.644Sharpe Ratio
0.038Alpha
0.571Beta
10.284CAR
40.3Drawdown
-0.8Loss Rate
8Parameters
0Security Types
0.894Sortino Ratio
6301Tradeable Dates
617Trades
0.136Treynor Ratio
2.74Win Rate
475Net Profit
0.024PSR
0.432Sharpe Ratio
0.007Alpha
0.747Beta
7.242CAR
56.5Drawdown
-0.52Loss Rate
8Parameters
0Security Types
0.542Sortino Ratio
0Tradeable Dates
1265Trades
0.08Treynor Ratio
2.38Win Rate
393.195Net Profit
0.01PSR
0.395Sharpe Ratio
-0.002Alpha
0.867Beta
6.48CAR
48.8Drawdown
0Loss Rate
1Parameters
1Security Types
0Sortino Ratio
6403Tradeable Dates
1Trades
0.063Treynor Ratio
0Win Rate
697.766Net Profit
0.057PSR
0.475Sharpe Ratio
0.015Alpha
0.798Beta
8.655CAR
46.6Drawdown
-0.62Loss Rate
8Parameters
0Security Types
0.606Sortino Ratio
0Tradeable Dates
982Trades
0.089Treynor Ratio
2.82Win Rate
Jeremy started the discussion Custom Security Universe Selection with Custom Price Data
Hi there,
Jeremy left a comment in the discussion Custom Security Universe Selection with Custom Price Data
I managed to solve the problem by saving the files as formatted csv's within zip's inside the...
Jeremy started the discussion Unholy Grails by Nick Radge - New Yearly High Strategy on S&P500
Hi all,
Jeremy left a comment in the discussion Custom Security Universe Selection with Custom Price Data
I managed to solve the problem by saving the files as formatted csv's within zip's inside the...
11 months ago