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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 (32)

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Last five years rolling window

478.496Net Profit

53.346PSR

1.207Sharpe Ratio

0.208Alpha

0.935Beta

42.084CAR

31.7Drawdown

-0.36Loss Rate

0Parameters

2Security Types

1826Tradeable Dates

2006Trades

0.287Treynor Ratio

0.55Win Rate

Last five years rolling window

239.024Net Profit

39.72PSR

1.015Sharpe Ratio

0.11Alpha

0.764Beta

27.675CAR

23.4Drawdown

-0.13Loss Rate

0Parameters

2Security Types

1826Tradeable Dates

3213Trades

0.209Treynor Ratio

0.27Win Rate

Last five years rolling window

205.711Net Profit

36.669PSR

0.973Sharpe Ratio

0.093Alpha

0.718Beta

25.059CAR

19.9Drawdown

-0.27Loss Rate

0Parameters

1Security Types

1254Tradeable Dates

1279Trades

0.195Treynor Ratio

0.59Win Rate

Last five years rolling window

4366.581Net Profit

92.754PSR

2.121Sharpe Ratio

0.696Alpha

1.034Beta

113.913CAR

25.4Drawdown

-0.56Loss Rate

0Parameters

1Security Types

1254Tradeable Dates

3377Trades

0.738Treynor Ratio

1.02Win Rate

Last five years rolling window

478.496Net Profit

53.346PSR

1.207Sharpe Ratio

0.208Alpha

0.935Beta

42.084CAR

31.7Drawdown

-0.36Loss Rate

0Parameters

2Security Types

1826Tradeable Dates

2006Trades

0.287Treynor Ratio

0.55Win Rate


Community

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sanchari left a comment in the discussion Strategy Discussion: 549

yeah Ray Juang , thanks for pointing it out. 

4 months ago

sanchari left a comment in the discussion Strategy Discussion: 548

Thanks @ray-juang for publishing this. I also came across multiple strategies with this issue and...

4 months ago

sanchari left a comment in the discussion Strategy Discussion: 531

Hey vidal boreal , it's not the same code. the original strategy has issue of pre close fills and...

5 months ago

sanchari left a comment in the discussion Strategy Discussion: 504

Hey gladiator072 ,  Thanks for pointing out the issue. Made changes to fill on next days open...

5 months ago

sanchari left a comment in the discussion Strategy Discussion: 504

Hey, Thanks for pointing out the issue. Made changes to fill on next days open based on todays...

5 months ago

Last five years rolling window

478.496Net Profit

53.346PSR

1.207Sharpe Ratio

0.208Alpha

0.935Beta

42.084CAR

31.7Drawdown

-0.36Loss Rate

0Parameters

2Security Types

1826Tradeable Dates

2006Trades

0.287Treynor Ratio

0.55Win Rate

Last five years rolling window

239.024Net Profit

39.72PSR

1.015Sharpe Ratio

0.11Alpha

0.764Beta

27.675CAR

23.4Drawdown

-0.13Loss Rate

0Parameters

2Security Types

1826Tradeable Dates

3213Trades

0.209Treynor Ratio

0.27Win Rate

Last five years rolling window

205.711Net Profit

36.669PSR

0.973Sharpe Ratio

0.093Alpha

0.718Beta

25.059CAR

19.9Drawdown

-0.27Loss Rate

0Parameters

1Security Types

1254Tradeable Dates

1279Trades

0.195Treynor Ratio

0.59Win Rate

Last five years rolling window

4366.581Net Profit

92.754PSR

2.121Sharpe Ratio

0.696Alpha

1.034Beta

113.913CAR

25.4Drawdown

-0.56Loss Rate

0Parameters

1Security Types

1254Tradeable Dates

3377Trades

0.738Treynor Ratio

1.02Win Rate

Last five years rolling window

478.496Net Profit

53.346PSR

1.207Sharpe Ratio

0.208Alpha

0.935Beta

42.084CAR

31.7Drawdown

-0.36Loss Rate

0Parameters

2Security Types

1826Tradeable Dates

2006Trades

0.287Treynor Ratio

0.55Win Rate

Last five years rolling window

239.024Net Profit

39.72PSR

1.015Sharpe Ratio

0.11Alpha

0.764Beta

27.675CAR

23.4Drawdown

-0.13Loss Rate

0Parameters

2Security Types

1826Tradeable Dates

3213Trades

0.209Treynor Ratio

0.27Win Rate

Last five years rolling window

205.532Net Profit

36.592PSR

0.972Sharpe Ratio

0.093Alpha

0.718Beta

25.044CAR

20Drawdown

-0.27Loss Rate

0Parameters

1Security Types

1254Tradeable Dates

1278Trades

0.195Treynor Ratio

0.59Win Rate

trailing-5yr-ytd

319.156Net Profit

66.166PSR

1.039Sharpe Ratio

0.12Alpha

0.812Beta

29.842CAR

21.4Drawdown

-0.28Loss Rate

149Parameters

1Security Types

1376Tradeable Dates

1331Trades

0.218Treynor Ratio

0.57Win Rate

trailing-5yr-ytd

498.573Net Profit

80.93PSR

1.27Sharpe Ratio

0.173Alpha

0.897Beta

38.553CAR

24.7Drawdown

-0.07Loss Rate

0Parameters

2Security Types

2003Tradeable Dates

6514Trades

0.263Treynor Ratio

0.15Win Rate

trailing-5yr-ytd

1839.782Net Profit

98.977PSR

2.034Sharpe Ratio

0.38Alpha

0.986Beta

71.659CAR

21.2Drawdown

-0.07Loss Rate

402Parameters

1Security Types

1376Tradeable Dates

12381Trades

0.456Treynor Ratio

0.14Win Rate

trailing-5yr-ytd

3320.28Net Profit

98.585PSR

2.115Sharpe Ratio

0.508Alpha

1.037Beta

90.35CAR

27.3Drawdown

-0.15Loss Rate

379Parameters

1Security Types

1376Tradeable Dates

7448Trades

0.56Treynor Ratio

0.27Win Rate

gen263 trail5y (friction) PUBLISH-READY

670.729Net Profit

48.304PSR

1.048Sharpe Ratio

0.292Alpha

1.12Beta

49.553CAR

42.4Drawdown

-0.98Loss Rate

113Parameters

1Security Types

0Tradeable Dates

482Trades

0.319Treynor Ratio

3.34Win Rate

BookB FIXED trail5y PUBLISH-READY

335.004Net Profit

78.679PSR

1.193Sharpe Ratio

0.151Alpha

0.88Beta

34.183CAR

22.9Drawdown

-0.05Loss Rate

0Parameters

2Security Types

1825Tradeable Dates

6942Trades

0.228Treynor Ratio

0.13Win Rate

bookA_trail5y

793.786Net Profit

81.452PSR

1.398Sharpe Ratio

0.287Alpha

1.072Beta

53.983CAR

33.9Drawdown

-0.3Loss Rate

0Parameters

2Security Types

1852Tradeable Dates

2751Trades

0.326Treynor Ratio

0.41Win Rate

gen135_trail5y

412.003Net Profit

34.517PSR

0.853Sharpe Ratio

0.208Alpha

1.116Beta

37.971CAR

42.2Drawdown

-1.05Loss Rate

0Parameters

1Security Types

1274Tradeable Dates

418Trades

0.245Treynor Ratio

3.21Win Rate

gen185_trail5y

398.657Net Profit

33.173PSR

0.837Sharpe Ratio

0.203Alpha

1.133Beta

37.254CAR

42.6Drawdown

-1.1Loss Rate

0Parameters

1Security Types

1274Tradeable Dates

418Trades

0.238Treynor Ratio

3.29Win Rate

gen147_trail5y

326.039Net Profit

28.322PSR

0.762Sharpe Ratio

0.177Alpha

1.034Beta

33.062CAR

44.6Drawdown

-1.09Loss Rate

0Parameters

1Security Types

1274Tradeable Dates

403Trades

0.23Treynor Ratio

3.11Win Rate

gen693_trail5y

427.977Net Profit

33.625PSR

0.853Sharpe Ratio

0.215Alpha

1.187Beta

38.808CAR

44.7Drawdown

-1.13Loss Rate

0Parameters

1Security Types

1274Tradeable Dates

409Trades

0.239Treynor Ratio

3.38Win Rate

REAL kinfo-A (book) trailing-5Y - 549 PUBLISH READY

730.172Net Profit

89.336PSR

1.5Sharpe Ratio

0.273Alpha

0.696Beta

52.698CAR

22.9Drawdown

-0.78Loss Rate

0Parameters

2Security Types

1825Tradeable Dates

949Trades

0.475Treynor Ratio

1.08Win Rate

537 trailing-5Y (past 5yr) no-Lev margin - PUBLISH READY

707.408Net Profit

47.384PSR

1.055Sharpe Ratio

0Alpha

0Beta

51.851CAR

42.9Drawdown

-1.24Loss Rate

93Parameters

1Security Types

0Tradeable Dates

539Trades

0Treynor Ratio

2.44Win Rate

no-Leverage margin VERIFY on-project 2026-06-27

666.142Net Profit

46.315PSR

1.049Sharpe Ratio

0Alpha

0Beta

50.233CAR

42.9Drawdown

-1.21Loss Rate

93Parameters

1Security Types

0Tradeable Dates

586Trades

0Treynor Ratio

2.09Win Rate

FIXED SCHED=T1 (was T) 2026-06-27

666.142Net Profit

46.315PSR

1.049Sharpe Ratio

0Alpha

0Beta

50.233CAR

42.9Drawdown

-1.21Loss Rate

95Parameters

1Security Types

0Tradeable Dates

586Trades

0Treynor Ratio

2.09Win Rate

Calm Yellow Green Lion

710.125Net Profit

47.866PSR

1.06Sharpe Ratio

0Alpha

0Beta

52.058CAR

42.9Drawdown

-1.22Loss Rate

78Parameters

1Security Types

0Tradeable Dates

525Trades

0Treynor Ratio

2.48Win Rate

kinfo_FILLFIX_2021_2026YTD

421.007Net Profit

58.321PSR

1.033Sharpe Ratio

0.157Alpha

0.698Beta

35.461CAR

19.9Drawdown

-0.86Loss Rate

0Parameters

2Security Types

1985Tradeable Dates

995Trades

0.321Treynor Ratio

1.07Win Rate

Adaptable Black Cat

1083.401Net Profit

94.302PSR

1.661Sharpe Ratio

0.298Alpha

0.702Beta

57.627CAR

23.1Drawdown

-0.79Loss Rate

0Parameters

2Security Types

1984Tradeable Dates

946Trades

0.519Treynor Ratio

1.19Win Rate

Energetic Yellow Green Cobra

190.409Net Profit

57.923PSR

0.872Sharpe Ratio

0.062Alpha

0.726Beta

21.779CAR

32.8Drawdown

-0.18Loss Rate

18Parameters

1Security Types

0Tradeable Dates

646Trades

0.163Treynor Ratio

0.82Win Rate

476 margin OOS 2021-2026

666.14Net Profit

46.315PSR

1.049Sharpe Ratio

0Alpha

0Beta

50.233CAR

42.9Drawdown

-1.21Loss Rate

78Parameters

1Security Types

0Tradeable Dates

586Trades

0Treynor Ratio

2.09Win Rate

Ensemble 75-25 margin OOS 2021-2026

11016.745Net Profit

99.852PSR

2.879Sharpe Ratio

0.915Alpha

1.135Beta

156.432CAR

26Drawdown

-0.29Loss Rate

251Parameters

1Security Types

1255Tradeable Dates

5863Trades

0.877Treynor Ratio

0.47Win Rate

PROD candidate 2021-05 to YTD

471.349Net Profit

53.464PSR

1.03Sharpe Ratio

0.221Alpha

0.781Beta

40.959CAR

31.5Drawdown

-0.95Loss Rate

76Parameters

1Security Types

1273Tradeable Dates

558Trades

0.347Treynor Ratio

1.71Win Rate

504+CrashGuard 2020-2026

186684.697Net Profit

99.962PSR

3.313Sharpe Ratio

1.326Alpha

1.267Beta

224.021CAR

53.7Drawdown

-0.69Loss Rate

173Parameters

1Security Types

1608Tradeable Dates

3672Trades

1.136Treynor Ratio

1.12Win Rate

sanchari left a comment in the discussion Strategy Discussion: 549

yeah Ray Juang , thanks for pointing it out. 

4 months ago

sanchari left a comment in the discussion Strategy Discussion: 548

Thanks @ray-juang for publishing this. I also came across multiple strategies with this issue and...

4 months ago

sanchari left a comment in the discussion Strategy Discussion: 531

Hey vidal boreal , it's not the same code. the original strategy has issue of pre close fills and...

5 months ago

sanchari left a comment in the discussion Strategy Discussion: 504

Hey gladiator072 ,  Thanks for pointing out the issue. Made changes to fill on next days open...

5 months ago

sanchari left a comment in the discussion Strategy Discussion: 504

Hey, Thanks for pointing out the issue. Made changes to fill on next days open based on todays...

5 months ago