This section highlights your contributions and engagement across the QuantConnect platform — including backtests, live trades, published research, and community involvement through comments and threads. It reflects your overall activity as part of the QuantConnect community.
6139.727Net Profit
18.616PSR
0.982Sharpe Ratio
0Alpha
0Beta
37.101CAR
36.3Drawdown
-1.5Loss Rate
57Parameters
1Security Types
1.552Sortino Ratio
3294Tradeable Dates
573Trades
0Treynor Ratio
2.58Win Rate
55.348Net Profit
77.233PSR
2.114Sharpe Ratio
0.55Alpha
-0.123Beta
61.368CAR
19.4Drawdown
32Loss Rate
56Parameters
1Security Types
4.8574Sortino Ratio
233Tradeable Dates
45Trades
-4.286Treynor Ratio
68Win Rate
Radu started the discussion Manually running the algorithm each morning
Hi all,
Radu started the discussion Reproducing In-Out with ROC v1.9
Does anyone want to work on reproducing Vladimir 's amazing In-Out ROC v1.9 results? He mentioned...
Radu left a comment in the discussion Reproducing In-Out with ROC v1.9
Peter Guenther I keep on adding debug logs, right now it's printing this after two days:
Radu left a comment in the discussion Reproducing In-Out with ROC v1.9
Peter Guenther have you tried paper trading this last version? Seems to get stuck for some reason.
6139.727Net Profit
18.616PSR
0.982Sharpe Ratio
0Alpha
0Beta
37.101CAR
36.3Drawdown
-1.5Loss Rate
57Parameters
1Security Types
1.552Sortino Ratio
3294Tradeable Dates
573Trades
0Treynor Ratio
2.58Win Rate
55.348Net Profit
77.233PSR
2.114Sharpe Ratio
0.55Alpha
-0.123Beta
61.368CAR
19.4Drawdown
32Loss Rate
56Parameters
1Security Types
4.8574Sortino Ratio
233Tradeable Dates
45Trades
-4.286Treynor Ratio
68Win Rate
Radu started the discussion Manually running the algorithm each morning
Hi all,
Radu started the discussion Reproducing In-Out with ROC v1.9
Does anyone want to work on reproducing Vladimir 's amazing In-Out ROC v1.9 results? He mentioned...
Radu left a comment in the discussion Reproducing In-Out with ROC v1.9
It seems to be entering this branch:
Radu left a comment in the discussion Reproducing In-Out with ROC v1.9
Peter Guenther I keep on adding debug logs, right now it's printing this after two days:
Radu left a comment in the discussion Reproducing In-Out with ROC v1.9
Peter Guenther have you tried paper trading this last version? Seems to get stuck for some reason.
Radu left a comment in the discussion Reproducing In-Out with ROC v1.9
Awesome! Really appreciate this! Can't wait to play with this over the weekend.
Radu left a comment in the discussion Reproducing In-Out with ROC v1.9
Thanks Peter Guenther
Radu left a comment in the discussion Intersection of ROC comparison using OUT_DAY approach
Vladimir I took v1.5 and removed the daily rebalance so it's not doing anything if the stock picks...
Radu left a comment in the discussion Reproducing In-Out with ROC v1.9
It seems to be entering this branch:
4 years ago