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75.216Net Profit
39.401PSR
1.037Sharpe Ratio
0.668Alpha
-0.362Beta
52.124CAR
64.3Drawdown
-7.12Loss Rate
0Parameters
0Security Types
0.607Sortino Ratio
0Tradeable Dates
508Trades
-1.843Treynor Ratio
2.31Win Rate
0Net Profit
0PSR
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
5Parameters
0Security Types
7.9228162514264E+28Sortino Ratio
53Tradeable Dates
0Trades
0Treynor Ratio
0Win Rate
Keenan started the discussion Problem with options in universe selection
Good afternoon,
Keenan started the discussion Rolling Window runtime error, not using rolling windows
Hello, I have recently begun working on my algorithms again after a break and I am getting the...
Keenan left a comment in the discussion Rolling Window runtime error, not using rolling windows
This is an old backtest without the error, I cloned it and tried to rerun it and am getting the...
Keenan left a comment in the discussion Problem with options in universe selection
Hi Derek,
75.216Net Profit
39.401PSR
1.037Sharpe Ratio
0.668Alpha
-0.362Beta
52.124CAR
64.3Drawdown
-7.12Loss Rate
0Parameters
0Security Types
0.607Sortino Ratio
0Tradeable Dates
508Trades
-1.843Treynor Ratio
2.31Win Rate
0Net Profit
0PSR
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
5Parameters
0Security Types
7.9228162514264E+28Sortino Ratio
53Tradeable Dates
0Trades
0Treynor Ratio
0Win Rate
Keenan started the discussion Problem with options in universe selection
Good afternoon,
Keenan started the discussion Rolling Window runtime error, not using rolling windows
Hello, I have recently begun working on my algorithms again after a break and I am getting the...
Keenan left a comment in the discussion Rolling Window runtime error, not using rolling windows
That seems to have fixed it, Thank you!
Keenan left a comment in the discussion Rolling Window runtime error, not using rolling windows
This is an old backtest without the error, I cloned it and tried to rerun it and am getting the...
Keenan left a comment in the discussion Problem with options in universe selection
Hi Derek,
Keenan started the discussion Filtering Manual Universe by increased volume
Hello,
Keenan left a comment in the discussion Filtering Manual Universe by increased volume
Hi Vladimir,
Keenan left a comment in the discussion Rolling Window runtime error, not using rolling windows
That seems to have fixed it, Thank you!
2 years ago