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82.111Net Profit
99.903PSR
7.429Sharpe Ratio
0Alpha
0Beta
315.468CAR
13.8Drawdown
67Loss Rate
65Parameters
1Security Types
46.6956Sortino Ratio
0Tradeable Dates
13Trades
0Treynor Ratio
33Win Rate
2Parameters
1Security Types
0Tradeable Dates
Kayne started the discussion Forex 4H Consolidator not giving expected output
Hi,
Kayne started the discussion Help with simple time-series momentum alpha framework
Hi there,
Kayne left a comment in the discussion Help with simple time-series momentum alpha framework
Hi Rahul,
82.111Net Profit
99.903PSR
7.429Sharpe Ratio
0Alpha
0Beta
315.468CAR
13.8Drawdown
67Loss Rate
65Parameters
1Security Types
46.6956Sortino Ratio
0Tradeable Dates
13Trades
0Treynor Ratio
33Win Rate
2Parameters
1Security Types
0Tradeable Dates
Kayne started the discussion Forex 4H Consolidator not giving expected output
Hi,
Kayne left a comment in the discussion Including Tick Volume in Quote Bars
Hi Louis,
Kayne started the discussion Help with simple time-series momentum alpha framework
Hi there,
Kayne left a comment in the discussion Help with simple time-series momentum alpha framework
Hi Rahul,
Kayne left a comment in the discussion Including Tick Volume in Quote Bars
Hi Louis,
1 years ago