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63Parameters
1Security Types
5277Tradeable Dates
-0.015Net Profit
-0.936Sharpe Ratio
-0.003Alpha
0.134Beta
-0.085CAR
0Drawdown
0Loss Rate
1Security Types
0Sortino Ratio
52Tradeable Dates
3Trades
-0.005Treynor Ratio
0Win Rate
1Security Types
0Sortino Ratio
2033Tradeable Dates
51.905Net Profit
1.804Sharpe Ratio
0Alpha
17.563Beta
40.26CAR
8.3Drawdown
45Loss Rate
1Security Types
0.89693409773855Sortino Ratio
451Tradeable Dates
22Trades
0.014Treynor Ratio
55Win Rate
-0.033Net Profit
-2426.61Sharpe Ratio
-0.016Alpha
-0.002Beta
-2.513CAR
0Drawdown
100Loss Rate
1Security Types
0Sortino Ratio
5Tradeable Dates
10Trades
10.492Treynor Ratio
0Win Rate
Michael started the discussion NVDA data issue or lean problem
The following backtest shows a candle in the nvda data which shouldnt be there because it is not...
Michael started the discussion FAQ is missing
At the top of the community forum should be somewere between "Interesting | Newest | Lean | Data...
Michael started the discussion Willhaben austrias facebook market
Funny story: even on online markets people sell quant strategies. now this is getting more and more...
Michael left a comment in the discussion Algo: TMA2
very good algo.
63Parameters
1Security Types
5277Tradeable Dates
-0.015Net Profit
-0.936Sharpe Ratio
-0.003Alpha
0.134Beta
-0.085CAR
0Drawdown
0Loss Rate
1Security Types
0Sortino Ratio
52Tradeable Dates
3Trades
-0.005Treynor Ratio
0Win Rate
1Security Types
0Sortino Ratio
2033Tradeable Dates
51.905Net Profit
1.804Sharpe Ratio
0Alpha
17.563Beta
40.26CAR
8.3Drawdown
45Loss Rate
1Security Types
0.89693409773855Sortino Ratio
451Tradeable Dates
22Trades
0.014Treynor Ratio
55Win Rate
-0.033Net Profit
-2426.61Sharpe Ratio
-0.016Alpha
-0.002Beta
-2.513CAR
0Drawdown
100Loss Rate
1Security Types
0Sortino Ratio
5Tradeable Dates
10Trades
10.492Treynor Ratio
0Win Rate
-0.014Net Profit
-0.91Sharpe Ratio
-0.003Alpha
0.124Beta
-0.083CAR
0Drawdown
0Loss Rate
1Security Types
0Sortino Ratio
52Tradeable Dates
3Trades
-0.005Treynor Ratio
0Win Rate
-0.014Net Profit
-0.897Sharpe Ratio
-0.003Alpha
0.119Beta
-0.082CAR
0Drawdown
0Loss Rate
1Security Types
0Sortino Ratio
52Tradeable Dates
3Trades
-0.005Treynor Ratio
0Win Rate
4.577Net Profit
0.26Sharpe Ratio
-0.008Alpha
0.201Beta
1.263CAR
7.7Drawdown
68Loss Rate
1Security Types
-0.34255625174516Sortino Ratio
897Tradeable Dates
26Trades
0.069Treynor Ratio
32Win Rate
706Tradeable Dates
341Tradeable Dates
211Tradeable Dates
Michael left a comment in the discussion LEAN: Cannot connect to IB account starting LEAN Engine locally.
because the target machine actively refused it 127.0.0.1:4002.wrong port or API connections not...
Michael started the discussion NVDA data issue or lean problem
The following backtest shows a candle in the nvda data which shouldnt be there because it is not...
Michael started the discussion FAQ is missing
At the top of the community forum should be somewere between "Interesting | Newest | Lean | Data...
Michael started the discussion Willhaben austrias facebook market
Funny story: even on online markets people sell quant strategies. now this is getting more and more...
Michael left a comment in the discussion Algo: TMA2
very good algo.
Michael left a comment in the discussion Forex Monday CCI Trend Strategy
hm is it just me or are the overall statistics gone in the backtest? Daniel ChenĀ
Michael left a comment in the discussion RSI: Possible Data Issue?
without a small example there is nothing to do....
Michael left a comment in the discussion [Update] Dark Theme for Development Environment
refreshing the website does not help?
Michael left a comment in the discussion Willhaben austrias facebook market
still QC youtube ads would be great one day hehe :) :)
Michael started the discussion Stock not working
Hi,
Michael left a comment in the discussion LEAN: Cannot connect to IB account starting LEAN Engine locally.
because the target machine actively refused it 127.0.0.1:4002.wrong port or API connections not...
4 years ago