- Profile
- Backtests
- Community

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.

-7.116Net Profit

-0.869Sharpe Ratio

-0.081Alpha

2.402Beta

-3.424CAR

7.1Drawdown

65Loss Rate

1Security Types

0.022509964723948Sortino Ratio

484Tradeable Dates

74Trades

-0.014Treynor Ratio

35Win Rate

41.489Net Profit

2.548Sharpe Ratio

0.263Alpha

1.575Beta

33.789CAR

7.8Drawdown

38Loss Rate

1Security Types

3.366565751778Sortino Ratio

0Tradeable Dates

26Trades

0.187Treynor Ratio

62Win Rate

-1.603Net Profit

-1.094Sharpe Ratio

0.093Alpha

-6.515Beta

-3.614CAR

3.2Drawdown

49Loss Rate

1Security Types

0.08406845437468Sortino Ratio

0Tradeable Dates

275Trades

0.006Treynor Ratio

51Win Rate

11.683Net Profit

1.976Sharpe Ratio

0.003Alpha

5.966Beta

12.807CAR

3Drawdown

0Loss Rate

1Security Types

0Sortino Ratio

232Tradeable Dates

5Trades

0.02Treynor Ratio

100Win Rate

Manik started the discussion Example of a security list

Hi,

Manik started the discussion Logging and Debugging

I don't understand why i can't return the results of self.etfData to the console or logs.

Manik started the discussion Expanding on an EMA cross

Hi,

Manik started the discussion Understanding Runtime Statistic Net Profit

When I backtest this algorithm, i'm getting returns of 38.62% but it says my net profit is...

Manik started the discussion Need some help porting from quantopian to quantconnect

Hi,

-7.116Net Profit

-0.869Sharpe Ratio

-0.081Alpha

2.402Beta

-3.424CAR

7.1Drawdown

65Loss Rate

1Security Types

0.022509964723948Sortino Ratio

484Tradeable Dates

74Trades

-0.014Treynor Ratio

35Win Rate

41.489Net Profit

2.548Sharpe Ratio

0.263Alpha

1.575Beta

33.789CAR

7.8Drawdown

38Loss Rate

1Security Types

3.366565751778Sortino Ratio

0Tradeable Dates

26Trades

0.187Treynor Ratio

62Win Rate

-1.603Net Profit

-1.094Sharpe Ratio

0.093Alpha

-6.515Beta

-3.614CAR

3.2Drawdown

49Loss Rate

1Security Types

0.08406845437468Sortino Ratio

0Tradeable Dates

275Trades

0.006Treynor Ratio

51Win Rate

11.683Net Profit

1.976Sharpe Ratio

0.003Alpha

5.966Beta

12.807CAR

3Drawdown

0Loss Rate

1Security Types

0Sortino Ratio

232Tradeable Dates

5Trades

0.02Treynor Ratio

100Win Rate

Manik started the discussion Example of a security list

Hi,

Manik started the discussion Logging and Debugging

I don't understand why i can't return the results of self.etfData to the console or logs.

Manik started the discussion Expanding on an EMA cross

Hi,

Manik started the discussion Understanding Runtime Statistic Net Profit

When I backtest this algorithm, i'm getting returns of 38.62% but it says my net profit is...

Manik started the discussion Need some help porting from quantopian to quantconnect

Hi,

Manik started the discussion Dual Listed Arbitrage; seeking help

Hi,

Manik left a comment in the discussion Understanding Runtime Statistic Net Profit

thanks for the clarification

Manik left a comment in the discussion Expanding on an EMA cross

That's super helpful.

Manik left a comment in the discussion Logging and Debugging

thanks for the help, now how do i put this question as resolved?

Manik left a comment in the discussion Dual Listed Arbitrage; seeking help

I've been looking on the forums and here is the solution that makes most sense to me, however...

6 years ago