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Biography

Activity on QuantConnect

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.


Public Backtests (14)

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Measured Fluorescent Yellow Monkey

-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

Square Apricot Barracuda

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

Focused Sky Blue Dogfish

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

ComposerQC 1.0.0-alpha.1 Release

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

Composer.Trade Discord Backtest

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


Community

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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

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,...

4 years ago

Measured Fluorescent Yellow Monkey

-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

Square Apricot Barracuda

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

Focused Sky Blue Dogfish

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

ComposerQC 1.0.0-alpha.1 Release

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

Composer.Trade Discord Backtest

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

GitHub: UnleveredSP500Universe

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

GitHub: UnleveredTechIndexUniverse

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

Muscular Asparagus Anguilline

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

Ugly Fluorescent Yellow Cat

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

Energetic Yellow-Green Snake

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

Hyper-Active Sky Blue Beaver

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

Adaptable Tan Gull

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

ExampleForexAlgoFramework_v1.1

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

ExampleForexAlgoFramework

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...

4 years ago

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,...

4 years ago