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2.75Net Profit
0.959PSR
0.091Sharpe Ratio
-0.025Alpha
0.251Beta
0.592CAR
17.5Drawdown
-4.45Loss Rate
7Parameters
0Security Types
0.045Sortino Ratio
1155Tradeable Dates
28Trades
0.03Treynor Ratio
5.18Win Rate
Richard started the discussion Incorrect SPY price data
Hi,
2.75Net Profit
0.959PSR
0.091Sharpe Ratio
-0.025Alpha
0.251Beta
0.592CAR
17.5Drawdown
-4.45Loss Rate
7Parameters
0Security Types
0.045Sortino Ratio
1155Tradeable Dates
28Trades
0.03Treynor Ratio
5.18Win Rate
Richard started the discussion Incorrect SPY price data
Hi,
Richard left a comment in the discussion Incorrect SPY price data
Hi Fred,
Richard left a comment in the discussion Incorrect SPY price data
Hi Fred,
3 years ago