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Public Backtests (1)

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Measured Black Pelican

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


Community

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Richard started the discussion Incorrect SPY price data

Hi,

3 years ago

Richard left a comment in the discussion Incorrect SPY price data

Hi Fred,

3 years ago

Measured Black Pelican

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,

3 years ago

Richard left a comment in the discussion Incorrect SPY price data

Hi Fred,

3 years ago