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23826.111Net Profit
4.054Sharpe Ratio
-0.004Alpha
259.69Beta
10140.037CAR
42.6Drawdown
6Loss Rate
1Security Types
0.11043959436842Sortino Ratio
432Tradeable Dates
7870Trades
0.014Treynor Ratio
94Win Rate
6439.82Net Profit
3.308Sharpe Ratio
-0.24Alpha
122.689Beta
612.643CAR
21.5Drawdown
77Loss Rate
1Security Types
1.3102549572002Sortino Ratio
777Tradeable Dates
949Trades
0.012Treynor Ratio
23Win Rate
1688.07Net Profit
2.337Sharpe Ratio
-1.089Alpha
153.827Beta
287.538CAR
29.8Drawdown
76Loss Rate
1Security Types
0.93829440398194Sortino Ratio
777Tradeable Dates
445Trades
0.007Treynor Ratio
24Win Rate
974.912Net Profit
2.665Sharpe Ratio
2.227Alpha
-65.462Beta
471.983CAR
23.6Drawdown
71Loss Rate
1Security Types
0.7840762695225Sortino Ratio
497Tradeable Dates
385Trades
-0.02Treynor Ratio
29Win Rate
Russell started the discussion Shorting Bitcoin on GDAX
Hello, long time lurker first time poster here. I was wondering if anyone has been able to short...
Russell left a comment in the discussion Shorting Bitcoin on GDAX
I have also noticed that when I use SetBenchmark("BTCUSD") the bench mark is still the...
Russell left a comment in the discussion Shorting Bitcoin on GDAX
I see they actually removed support, the link on the bottom of there site takes you to this link...
Russell left a comment in the discussion Shorting Bitcoin on GDAX
Also I am trying to attach my backtest but keep recieving a 502 bad gateway in the console so here...
23826.111Net Profit
4.054Sharpe Ratio
-0.004Alpha
259.69Beta
10140.037CAR
42.6Drawdown
6Loss Rate
1Security Types
0.11043959436842Sortino Ratio
432Tradeable Dates
7870Trades
0.014Treynor Ratio
94Win Rate
6439.82Net Profit
3.308Sharpe Ratio
-0.24Alpha
122.689Beta
612.643CAR
21.5Drawdown
77Loss Rate
1Security Types
1.3102549572002Sortino Ratio
777Tradeable Dates
949Trades
0.012Treynor Ratio
23Win Rate
1688.07Net Profit
2.337Sharpe Ratio
-1.089Alpha
153.827Beta
287.538CAR
29.8Drawdown
76Loss Rate
1Security Types
0.93829440398194Sortino Ratio
777Tradeable Dates
445Trades
0.007Treynor Ratio
24Win Rate
974.912Net Profit
2.665Sharpe Ratio
2.227Alpha
-65.462Beta
471.983CAR
23.6Drawdown
71Loss Rate
1Security Types
0.7840762695225Sortino Ratio
497Tradeable Dates
385Trades
-0.02Treynor Ratio
29Win Rate
Russell started the discussion Shorting Bitcoin on GDAX
Hello, long time lurker first time poster here. I was wondering if anyone has been able to short...
Russell left a comment in the discussion Shorting Bitcoin on GDAX
Thank you for the suggestion!
Russell left a comment in the discussion Shorting Bitcoin on GDAX
I have also noticed that when I use SetBenchmark("BTCUSD") the bench mark is still the...
Russell left a comment in the discussion Shorting Bitcoin on GDAX
I see they actually removed support, the link on the bottom of there site takes you to this link...
Russell left a comment in the discussion Shorting Bitcoin on GDAX
Also I am trying to attach my backtest but keep recieving a 502 bad gateway in the console so here...
Russell left a comment in the discussion Shorting Bitcoin on GDAX
Thank you for the suggestion!
7 years ago