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5.859Net Profit
63.218PSR
1.35Sharpe Ratio
0.056Alpha
-0.019Beta
7.949CAR
2.6Drawdown
-0.06Loss Rate
1Parameters
0Security Types
0Tradeable Dates
466Trades
-2.861Treynor Ratio
0.26Win Rate
merkle started the discussion Quant connect bootcamp - Pairs Trading with SMA Tutorial - Taking Positions
This task seems buggy. I tried running the solution code but I got the following error.
5.859Net Profit
63.218PSR
1.35Sharpe Ratio
0.056Alpha
-0.019Beta
7.949CAR
2.6Drawdown
-0.06Loss Rate
1Parameters
0Security Types
0Tradeable Dates
466Trades
-2.861Treynor Ratio
0.26Win Rate
merkle started the discussion Quant connect bootcamp - Pairs Trading with SMA Tutorial - Taking Positions
This task seems buggy. I tried running the solution code but I got the following error.