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-1.803Net Profit
26.797PSR
-2.047Sharpe Ratio
-0.274Alpha
0.423Beta
-46.339CAR
5.9Drawdown
-1.7Loss Rate
9Parameters
0Security Types
-1.998Sortino Ratio
9Tradeable Dates
27Trades
-1.006Treynor Ratio
1.23Win Rate
0Net Profit
0PSR
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
0Parameters
0Security Types
7.9228162514264E+28Sortino Ratio
5Tradeable Dates
0Trades
0Treynor Ratio
0Win Rate
Nick started the discussion Daily consolidated data shifted back by one day
I'm subscribed to hourly data, but I also want daily data. I'm using a Consolidate object to do...
Nick started the discussion Issue creating indicator within Alpha model
I'm stuck on an error when trying to create a momentum indicator as a separate class, which is...
Nick started the discussion Canceling insights after liquidating via risk management module
In the attached backtest I'm emitting insights as part of a pairs strategy. The code is emitting Up...
-1.803Net Profit
26.797PSR
-2.047Sharpe Ratio
-0.274Alpha
0.423Beta
-46.339CAR
5.9Drawdown
-1.7Loss Rate
9Parameters
0Security Types
-1.998Sortino Ratio
9Tradeable Dates
27Trades
-1.006Treynor Ratio
1.23Win Rate
0Net Profit
0PSR
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
0Parameters
0Security Types
7.9228162514264E+28Sortino Ratio
5Tradeable Dates
0Trades
0Treynor Ratio
0Win Rate
Nick started the discussion Daily consolidated data shifted back by one day
I'm subscribed to hourly data, but I also want daily data. I'm using a Consolidate object to do...
Nick started the discussion Issue creating indicator within Alpha model
I'm stuck on an error when trying to create a momentum indicator as a separate class, which is...
Nick started the discussion Canceling insights after liquidating via risk management module
In the attached backtest I'm emitting insights as part of a pairs strategy. The code is emitting Up...