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.
-21.499Net Profit
4.14PSR
-0.452Sharpe Ratio
-0.112Alpha
0.496Beta
-21.516CAR
28.9Drawdown
-0.2Loss Rate
16Parameters
1Security Types
-0.973Sortino Ratio
251Tradeable Dates
1691Trades
-0.248Treynor Ratio
0.46Win Rate
181.9Net Profit
68.336PSR
3.281Sharpe Ratio
3.255Alpha
-0.3Beta
300.415CAR
49.2Drawdown
55Loss Rate
14Parameters
1Security Types
0.4145Sortino Ratio
189Tradeable Dates
145Trades
-10.975Treynor Ratio
45Win Rate
181.9Net Profit
68.336PSR
3.281Sharpe Ratio
3.255Alpha
-0.3Beta
300.415CAR
49.2Drawdown
55Loss Rate
19Parameters
1Security Types
0.4145Sortino Ratio
189Tradeable Dates
145Trades
-10.975Treynor Ratio
45Win Rate
414.271Net Profit
0.375PSR
0.453Sharpe Ratio
0.025Alpha
1.08Beta
11.071CAR
52.4Drawdown
78Loss Rate
12Parameters
1Security Types
0.0529Sortino Ratio
3927Tradeable Dates
2142Trades
0.097Treynor Ratio
22Win Rate
3314.24Net Profit
37.126PSR
1.047Sharpe Ratio
0.247Alpha
0.517Beta
37.488CAR
40.6Drawdown
51Loss Rate
0Parameters
1Security Types
0.4935Sortino Ratio
2790Tradeable Dates
205Trades
0.575Treynor Ratio
49Win Rate
John left a comment in the discussion Forex Bracket Trading Framework in C#
spacetime - That's a fair example of a case where I should be applying defensive programming,...
-21.499Net Profit
4.14PSR
-0.452Sharpe Ratio
-0.112Alpha
0.496Beta
-21.516CAR
28.9Drawdown
-0.2Loss Rate
16Parameters
1Security Types
-0.973Sortino Ratio
251Tradeable Dates
1691Trades
-0.248Treynor Ratio
0.46Win Rate
181.9Net Profit
68.336PSR
3.281Sharpe Ratio
3.255Alpha
-0.3Beta
300.415CAR
49.2Drawdown
55Loss Rate
14Parameters
1Security Types
0.4145Sortino Ratio
189Tradeable Dates
145Trades
-10.975Treynor Ratio
45Win Rate
181.9Net Profit
68.336PSR
3.281Sharpe Ratio
3.255Alpha
-0.3Beta
300.415CAR
49.2Drawdown
55Loss Rate
19Parameters
1Security Types
0.4145Sortino Ratio
189Tradeable Dates
145Trades
-10.975Treynor Ratio
45Win Rate
414.271Net Profit
0.375PSR
0.453Sharpe Ratio
0.025Alpha
1.08Beta
11.071CAR
52.4Drawdown
78Loss Rate
12Parameters
1Security Types
0.0529Sortino Ratio
3927Tradeable Dates
2142Trades
0.097Treynor Ratio
22Win Rate
3314.24Net Profit
37.126PSR
1.047Sharpe Ratio
0.247Alpha
0.517Beta
37.488CAR
40.6Drawdown
51Loss Rate
0Parameters
1Security Types
0.4935Sortino Ratio
2790Tradeable Dates
205Trades
0.575Treynor Ratio
49Win Rate
1387.52Net Profit
70.661PSR
1.204Sharpe Ratio
0.142Alpha
0.12Beta
21.542CAR
19.4Drawdown
-0.46Loss Rate
127Parameters
1Security Types
1.916Sortino Ratio
3483Tradeable Dates
250Trades
1.28Treynor Ratio
4.94Win Rate
3580.875Net Profit
88.975PSR
1.4Sharpe Ratio
0.196Alpha
0.152Beta
29.766CAR
19.4Drawdown
-0.61Loss Rate
127Parameters
1Security Types
2.435Sortino Ratio
3483Tradeable Dates
472Trades
1.386Treynor Ratio
3.4Win Rate
4358.405Net Profit
74.168PSR
1.319Sharpe Ratio
0.18Alpha
0.278Beta
38.289CAR
48.1Drawdown
0Loss Rate
13Parameters
1Security Types
0Sortino Ratio
2948Tradeable Dates
96Trades
1.006Treynor Ratio
100Win Rate
1470.31Net Profit
10.859PSR
0.771Sharpe Ratio
0.023Alpha
0.584Beta
26.502CAR
61Drawdown
46Loss Rate
3Parameters
1Security Types
0.4322Sortino Ratio
2948Tradeable Dates
71Trades
0.396Treynor Ratio
54Win Rate
1198.512Net Profit
9.491PSR
0.743Sharpe Ratio
0.052Alpha
0.449Beta
24.466CAR
52.2Drawdown
66Loss Rate
3Parameters
1Security Types
0.4269Sortino Ratio
2948Tradeable Dates
77Trades
0.473Treynor Ratio
34Win Rate
4546.706Net Profit
12.534PSR
0.846Sharpe Ratio
-0.014Alpha
0.996Beta
36.56CAR
75Drawdown
44Loss Rate
3Parameters
1Security Types
0.0407Sortino Ratio
3102Tradeable Dates
6218Trades
0.36Treynor Ratio
56Win Rate
1200.661Net Profit
9.367PSR
0.741Sharpe Ratio
0.051Alpha
0.454Beta
24.484CAR
51.1Drawdown
71Loss Rate
2Parameters
1Security Types
0.5664Sortino Ratio
2948Tradeable Dates
49Trades
0.469Treynor Ratio
29Win Rate
1.974Net Profit
53.824PSR
1.473Sharpe Ratio
0.545Alpha
-0.939Beta
26.854CAR
5.3Drawdown
-0.43Loss Rate
0Parameters
1Security Types
1.642Sortino Ratio
0Tradeable Dates
10Trades
-0.264Treynor Ratio
2.82Win Rate
1.974Net Profit
53.824PSR
1.473Sharpe Ratio
0.545Alpha
-0.939Beta
26.854CAR
5.3Drawdown
-0.43Loss Rate
0Parameters
1Security Types
1.642Sortino Ratio
0Tradeable Dates
10Trades
-0.264Treynor Ratio
2.82Win Rate
John left a comment in the discussion Forex Bracket Trading Framework in C#
I found the section of code relevant to how risk management is applied. Risk management occurs...
John left a comment in the discussion Forex Bracket Trading Framework in C#
spacetime - That's a fair example of a case where I should be applying defensive programming,...
John left a comment in the discussion Forex Bracket Trading Framework in C#
I found the section of code relevant to how risk management is applied. Risk management occurs...
4 years ago