We are pioneering the radical future for open-source quant finance. QuantConnect is the world's largest quant community, empowering 220,000 quants with a framework, data, and infrastructure for their investments.
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
0Net Profit
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
1Security Types
0Sortino Ratio
2Tradeable Dates
0Trades
0Treynor Ratio
0Win Rate
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
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
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
liquidgenius started the discussion WarmCryptoCrossover (Py)
In honor of cryptos now available through GDAX I have been working on pulling together some...
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...
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...
liquidgenius left a comment in the discussion Help with Simple Crypto Strategies
Hi Aleksey
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
0Net Profit
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
1Security Types
0Sortino Ratio
2Tradeable Dates
0Trades
0Treynor Ratio
0Win Rate
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
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
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
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
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
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
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...
liquidgenius left a comment in the discussion Crypto Trading on QuantConnect
+1 on adding Binance.com
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...
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...
liquidgenius left a comment in the discussion Help with Simple Crypto Strategies
Hi Aleksey
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...
liquidgenius left a comment in the discussion Consolidator Indicators - Help Needed
Excellent clarification, thank you Jared Broad
liquidgenius left a comment in the discussion Crypto Trading on QuantConnect
+1 on adding Binance.com
6 years ago