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Activity on QuantConnect

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Public Backtests (9)

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Hyper-Active Fluorescent Pink Antelope

723.848Net Profit

1.852Sharpe Ratio

0.878Alpha

0.122Beta

206.609CAR

37Drawdown

20Loss Rate

1Security Types

0Sortino Ratio

687Tradeable Dates

11Trades

7.258Treynor Ratio

80Win Rate

Pensive Brown Chicken

0Net Profit

0Sharpe Ratio

0Alpha

0Beta

0CAR

0Drawdown

0Loss Rate

1Security Types

0Sortino Ratio

2Tradeable Dates

0Trades

0Treynor Ratio

0Win Rate

Sleepy Red Tapir

914.812Net Profit

1.883Sharpe Ratio

1.792Alpha

0.723Beta

632.229CAR

79.3Drawdown

74Loss Rate

1Security Types

0.72088312450538Sortino Ratio

396Tradeable Dates

164Trades

2.577Treynor Ratio

26Win Rate

Hipster Black Hornet

615.845Net Profit

2.361Sharpe Ratio

1.562Alpha

-0.048Beta

517.514CAR

26.9Drawdown

73Loss Rate

1Security Types

1.6951823890708Sortino Ratio

219Tradeable Dates

60Trades

-32.296Treynor Ratio

27Win Rate

Dancing Tan Kangaroo

615.845Net Profit

2.364Sharpe Ratio

1.566Alpha

-0.049Beta

520.496CAR

26.9Drawdown

73Loss Rate

1Security Types

1.6951823890708Sortino Ratio

218Tradeable Dates

60Trades

-32.002Treynor Ratio

27Win Rate


Community

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liquidgenius started the discussion WarmCryptoCrossover (Py)

In honor of cryptos now available through GDAX I have been working on pulling together some...

6 years ago

liquidgenius left a comment in the discussion Crypto Trading on QuantConnect

+1 on adding Binance.com

6 years ago

liquidgenius left a comment in the discussion Crypto Trading Community Collaboration Algo

Sure thing, I haven't been able to do much recently as I have been exploring altcoin exchange...

6 years ago

liquidgenius left a comment in the discussion Help with Simple Crypto Strategies

This is my currently (failing) shot at integrating that charting method with consolidators. Note...

6 years ago

liquidgenius left a comment in the discussion Help with Simple Crypto Strategies

Hi Aleksey

6 years ago

Hyper-Active Fluorescent Pink Antelope

723.848Net Profit

1.852Sharpe Ratio

0.878Alpha

0.122Beta

206.609CAR

37Drawdown

20Loss Rate

1Security Types

0Sortino Ratio

687Tradeable Dates

11Trades

7.258Treynor Ratio

80Win Rate

Pensive Brown Chicken

0Net Profit

0Sharpe Ratio

0Alpha

0Beta

0CAR

0Drawdown

0Loss Rate

1Security Types

0Sortino Ratio

2Tradeable Dates

0Trades

0Treynor Ratio

0Win Rate

Sleepy Red Tapir

914.812Net Profit

1.883Sharpe Ratio

1.792Alpha

0.723Beta

632.229CAR

79.3Drawdown

74Loss Rate

1Security Types

0.72088312450538Sortino Ratio

396Tradeable Dates

164Trades

2.577Treynor Ratio

26Win Rate

Hipster Black Hornet

615.845Net Profit

2.361Sharpe Ratio

1.562Alpha

-0.048Beta

517.514CAR

26.9Drawdown

73Loss Rate

1Security Types

1.6951823890708Sortino Ratio

219Tradeable Dates

60Trades

-32.296Treynor Ratio

27Win Rate

Dancing Tan Kangaroo

615.845Net Profit

2.364Sharpe Ratio

1.566Alpha

-0.049Beta

520.496CAR

26.9Drawdown

73Loss Rate

1Security Types

1.6951823890708Sortino Ratio

218Tradeable Dates

60Trades

-32.002Treynor Ratio

27Win Rate

Square Apricot Manatee

440.534Net Profit

1.571Sharpe Ratio

0.807Alpha

-0.065Beta

139.691CAR

42.7Drawdown

79Loss Rate

1Security Types

1.7549968634529Sortino Ratio

218Tradeable Dates

28Trades

-12.387Treynor Ratio

21Win Rate

Calm Yellow-Green Anguilline

2325.062Net Profit

1.966Sharpe Ratio

1.309Alpha

0.186Beta

332.6CAR

43.5Drawdown

74Loss Rate

1Security Types

1.4491591688987Sortino Ratio

308Tradeable Dates

38Trades

7.163Treynor Ratio

26Win Rate

Adaptable Magenta Kangaroo

212.084Net Profit

2.012Sharpe Ratio

1.106Alpha

0.259Beta

313.209CAR

32.1Drawdown

25Loss Rate

1Security Types

0Sortino Ratio

0Tradeable Dates

9Trades

4.406Treynor Ratio

75Win Rate

Retrospective Light Brown Butterfly

995.187Net Profit

1.912Sharpe Ratio

1.054Alpha

0.234Beta

278.033CAR

40.2Drawdown

0Loss Rate

1Security Types

0Sortino Ratio

657Tradeable Dates

5Trades

4.604Treynor Ratio

100Win Rate

liquidgenius started the discussion WarmCryptoCrossover (Py)

In honor of cryptos now available through GDAX I have been working on pulling together some...

6 years ago

liquidgenius left a comment in the discussion Crypto Trading on QuantConnect

+1 on adding Binance.com

6 years ago

liquidgenius left a comment in the discussion Crypto Trading Community Collaboration Algo

Sure thing, I haven't been able to do much recently as I have been exploring altcoin exchange...

6 years ago

liquidgenius left a comment in the discussion Help with Simple Crypto Strategies

This is my currently (failing) shot at integrating that charting method with consolidators. Note...

6 years ago

liquidgenius left a comment in the discussion Help with Simple Crypto Strategies

Hi Aleksey

6 years ago

liquidgenius left a comment in the discussion Consolidator Indicators - Help Needed

I broke out the example further to illustrate using a base resolution tick to generate indicators...

6 years ago

liquidgenius left a comment in the discussion Consolidator Indicators - Help Needed

Excellent clarification, thank you Jared Broad 

6 years ago