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-0.81Net Profit
1.71PSR
-6.84Sharpe Ratio
-0.06Alpha
0.003Beta
-0.738CAR
1.2Drawdown
-0.03Loss Rate
0Parameters
0Security Types
274Tradeable Dates
447Trades
-20.351Treynor Ratio
0.04Win Rate
5.199Net Profit
51.869PSR
-0.683Sharpe Ratio
-0.042Alpha
0.161Beta
4.783CAR
2.8Drawdown
-0.3Loss Rate
0Parameters
0Security Types
271Tradeable Dates
48Trades
-0.134Treynor Ratio
0.52Win Rate
1.688Net Profit
52.098PSR
-4.368Sharpe Ratio
-0.046Alpha
0.014Beta
1.536CAR
0.9Drawdown
56Loss Rate
0Parameters
1Security Types
-3.29Sortino Ratio
274Tradeable Dates
525Trades
-3.117Treynor Ratio
44Win Rate
17.606Net Profit
63.656PSR
0.695Sharpe Ratio
-0.019Alpha
0.604Beta
16.122CAR
6.2Drawdown
14Loss Rate
0Parameters
2Security Types
0.779Sortino Ratio
271Tradeable Dates
116Trades
0.096Treynor Ratio
86Win Rate
16.444Net Profit
46.462PSR
0.439Sharpe Ratio
0Alpha
0Beta
15.284CAR
8.8Drawdown
-0.02Loss Rate
0Parameters
0Security Types
0Tradeable Dates
10001Trades
0Treynor Ratio
0.01Win Rate
Matt started the discussion Live data fetching/files
Is there someway to fetch, automatically download results from live trading, either via API or...
Matt started the discussion Using IV indicator outside of OnData?
I have played with the examples in the documentation and I see how to get IV values of a contract...
Matt started the discussion Site speed
I experience a lot of trouble with the website speed. Today the coding environment is loading very...
Matt started the discussion Code environment bug?
It is just hanging here… terminal doesn't work. I use the latest Firefox. Started and restarted...
-0.81Net Profit
1.71PSR
-6.84Sharpe Ratio
-0.06Alpha
0.003Beta
-0.738CAR
1.2Drawdown
-0.03Loss Rate
0Parameters
0Security Types
274Tradeable Dates
447Trades
-20.351Treynor Ratio
0.04Win Rate
5.199Net Profit
51.869PSR
-0.683Sharpe Ratio
-0.042Alpha
0.161Beta
4.783CAR
2.8Drawdown
-0.3Loss Rate
0Parameters
0Security Types
271Tradeable Dates
48Trades
-0.134Treynor Ratio
0.52Win Rate
1.688Net Profit
52.098PSR
-4.368Sharpe Ratio
-0.046Alpha
0.014Beta
1.536CAR
0.9Drawdown
56Loss Rate
0Parameters
1Security Types
-3.29Sortino Ratio
274Tradeable Dates
525Trades
-3.117Treynor Ratio
44Win Rate
17.606Net Profit
63.656PSR
0.695Sharpe Ratio
-0.019Alpha
0.604Beta
16.122CAR
6.2Drawdown
14Loss Rate
0Parameters
2Security Types
0.779Sortino Ratio
271Tradeable Dates
116Trades
0.096Treynor Ratio
86Win Rate
16.444Net Profit
46.462PSR
0.439Sharpe Ratio
0Alpha
0Beta
15.284CAR
8.8Drawdown
-0.02Loss Rate
0Parameters
0Security Types
0Tradeable Dates
10001Trades
0Treynor Ratio
0.01Win Rate
17.912Net Profit
72.642PSR
1.94Sharpe Ratio
0.265Alpha
0.067Beta
46.44CAR
6.1Drawdown
-0.5Loss Rate
0Parameters
1Security Types
109Tradeable Dates
314Trades
3.783Treynor Ratio
0.71Win Rate
Matt started the discussion Live data fetching/files
Is there someway to fetch, automatically download results from live trading, either via API or...
Matt left a comment in the discussion Using IV indicator outside of OnData?
Still trying to figure this out. A contract's IV needs to be warmed up somehow before selecting it...
Matt started the discussion Using IV indicator outside of OnData?
I have played with the examples in the documentation and I see how to get IV values of a contract...
Matt started the discussion Site speed
I experience a lot of trouble with the website speed. Today the coding environment is loading very...
Matt started the discussion Code environment bug?
It is just hanging here… terminal doesn't work. I use the latest Firefox. Started and restarted...
Matt started the discussion IsTradeable on SPX options error
I have this option set in my code, according to the documentation I believe, but it is throwing...
Matt left a comment in the discussion IsTradeable on SPX options error
Of course when the debug window looks like this: Backtest Handled Error: The security with symbol...
Matt left a comment in the discussion IsTradeable on SPX options error
looking closer at the debug console, the algo may not be skipping the trades… but for whatever...
Matt left a comment in the discussion Site speed
no way to edit posts either?
Matt left a comment in the discussion Using IV indicator outside of OnData?
Still trying to figure this out. A contract's IV needs to be warmed up somehow before selecting it...
21 days ago