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0Parameters
1Security Types
254Tradeable Dates
0Net Profit
0PSR
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
0Parameters
1Security Types
0Sortino Ratio
130Tradeable Dates
0Trades
0Treynor Ratio
0Win Rate
2.472Net Profit
50.447PSR
1.02Sharpe Ratio
0.083Alpha
0.013Beta
10.656CAR
2.8Drawdown
72Loss Rate
7Parameters
1Security Types
0.2361Sortino Ratio
61Tradeable Dates
240Trades
6.62Treynor Ratio
28Win Rate
Sadullah left a comment in the discussion Algo: Reversals 2
Exiciting strategy to test Warren. Quick question, any idea how to find any other proper stocks for...
0Parameters
1Security Types
254Tradeable Dates
0Net Profit
0PSR
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
0Parameters
1Security Types
0Sortino Ratio
130Tradeable Dates
0Trades
0Treynor Ratio
0Win Rate
2.472Net Profit
50.447PSR
1.02Sharpe Ratio
0.083Alpha
0.013Beta
10.656CAR
2.8Drawdown
72Loss Rate
7Parameters
1Security Types
0.2361Sortino Ratio
61Tradeable Dates
240Trades
6.62Treynor Ratio
28Win Rate
Sadullah left a comment in the discussion Algo: Reversals 2
Oh, I see thanks Warren.I have tried this on my Real account I am attaching the result. It was a...
Sadullah left a comment in the discussion Algo: Reversals 2
Exiciting strategy to test Warren. Quick question, any idea how to find any other proper stocks for...
Sadullah left a comment in the discussion Algo: Reversals 2
Oh, I see thanks Warren.I have tried this on my Real account I am attaching the result. It was a...
5 years ago