Rupert Johnes
Quant
Date Joined
14th November, 2022
Bootcamp progress
41% Complete
Achievements
Backtester
Run at least 100 backtests on QuantConnect's cloud.
2022-11-26 01:17:47
Python Programming
Choose Python as your preferred programming language.
2022-11-14 14:19:53
Boot Camp Private
Complete a beginner bootcamp in the algorithm lab.
2022-11-15 15:31:36
- Profile
- Backtests
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Biography
Activity on QuantConnect
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.
Public Backtests (5)
View More3.489Net Profit
10.525PSR
0.285Sharpe Ratio
0.008Alpha
0.034Beta
1.661CAR
8.3Drawdown
-0.41Loss Rate
18Parameters
1Security Types
0.506Sortino Ratio
649Tradeable Dates
478Trades
0.365Treynor Ratio
0.8Win Rate
3.489Net Profit
10.525PSR
0.285Sharpe Ratio
0.008Alpha
0.034Beta
1.661CAR
8.3Drawdown
-0.41Loss Rate
19Parameters
1Security Types
0.506Sortino Ratio
649Tradeable Dates
478Trades
0.365Treynor Ratio
0.8Win Rate
2.834Net Profit
8.147PSR
0.196Sharpe Ratio
0.008Alpha
0.023Beta
1.351CAR
9.8Drawdown
-0.02Loss Rate
18Parameters
1Security Types
0.308Sortino Ratio
649Tradeable Dates
4Trades
0.469Treynor Ratio
0Win Rate
0Net Profit
0PSR
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
18Parameters
1Security Types
7.9228162514264E+28Sortino Ratio
6591Tradeable Dates
0Trades
0Treynor Ratio
0Win Rate
-0.418Net Profit
9.89PSR
-0.033Sharpe Ratio
0.006Alpha
-0.039Beta
-0.386CAR
5.8Drawdown
-0.41Loss Rate
18Parameters
1Security Types
-0.111Sortino Ratio
336Tradeable Dates
304Trades
0.04Treynor Ratio
0.79Win Rate
Community
View MoreRupert started the discussion Can't figure out how to plot 1h candles
I have created a new chart in Initialize and added new series to that chart. I can successfully...
3.489Net Profit
10.525PSR
0.285Sharpe Ratio
0.008Alpha
0.034Beta
1.661CAR
8.3Drawdown
-0.41Loss Rate
18Parameters
1Security Types
0.506Sortino Ratio
649Tradeable Dates
478Trades
0.365Treynor Ratio
0.8Win Rate
3.489Net Profit
10.525PSR
0.285Sharpe Ratio
0.008Alpha
0.034Beta
1.661CAR
8.3Drawdown
-0.41Loss Rate
19Parameters
1Security Types
0.506Sortino Ratio
649Tradeable Dates
478Trades
0.365Treynor Ratio
0.8Win Rate
2.834Net Profit
8.147PSR
0.196Sharpe Ratio
0.008Alpha
0.023Beta
1.351CAR
9.8Drawdown
-0.02Loss Rate
18Parameters
1Security Types
0.308Sortino Ratio
649Tradeable Dates
4Trades
0.469Treynor Ratio
0Win Rate
0Net Profit
0PSR
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
18Parameters
1Security Types
7.9228162514264E+28Sortino Ratio
6591Tradeable Dates
0Trades
0Treynor Ratio
0Win Rate
-0.418Net Profit
9.89PSR
-0.033Sharpe Ratio
0.006Alpha
-0.039Beta
-0.386CAR
5.8Drawdown
-0.41Loss Rate
18Parameters
1Security Types
-0.111Sortino Ratio
336Tradeable Dates
304Trades
0.04Treynor Ratio
0.79Win Rate
Rupert left a comment in the discussion Stop Loss/ Take profit strategy
from datetime import timedelta from AlgorithmImports import * STOCK = "SPY" class...
Rupert started the discussion Can't figure out how to plot 1h candles
I have created a new chart in Initialize and added new series to that chart. I can successfully...
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Rupert left a comment in the discussion Stop Loss/ Take profit strategy
from datetime import timedelta from AlgorithmImports import * STOCK = "SPY" class...
2 years ago