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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 (12)

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Smooth Blue Eagle

541.091Net Profit

83.256PSR

1.446Sharpe Ratio

0.234Alpha

0.708Beta

44.946CAR

20.4Drawdown

-0.27Loss Rate

76Parameters

2Security Types

1828Tradeable Dates

2481Trades

0.429Treynor Ratio

0.44Win Rate

Jumping Fluorescent Pink Salamander

386.384Net Profit

59.927PSR

1.068Sharpe Ratio

0.18Alpha

0.811Beta

37.189CAR

22.8Drawdown

-0.29Loss Rate

0Parameters

2Security Types

1827Tradeable Dates

2860Trades

0.294Treynor Ratio

0.46Win Rate

Casual Asparagus Hyena

748.695Net Profit

53.585PSR

1.13Sharpe Ratio

0.295Alpha

1.28Beta

53.338CAR

42.6Drawdown

-1.17Loss Rate

76Parameters

1Security Types

0Tradeable Dates

493Trades

0.302Treynor Ratio

3Win Rate

Formal Black Cow

226.277Net Profit

91.317PSR

1.288Sharpe Ratio

0.098Alpha

0.714Beta

26.683CAR

13.2Drawdown

-0.22Loss Rate

118Parameters

2Security Types

1826Tradeable Dates

1310Trades

0.208Treynor Ratio

0.32Win Rate

Determined Violet Cobra

921.796Net Profit

94.19PSR

1.298Sharpe Ratio

0.093Alpha

0.719Beta

26.068CAR

16Drawdown

-0.24Loss Rate

118Parameters

2Security Types

3662Tradeable Dates

2592Trades

0.215Treynor Ratio

0.32Win Rate


Community

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Sanjeev left a comment in the discussion Strategy Discussion: 454

Fair point — two separate VIX issues in v1.0, now fixed in v1.1:

26 days ago

Smooth Blue Eagle

541.091Net Profit

83.256PSR

1.446Sharpe Ratio

0.234Alpha

0.708Beta

44.946CAR

20.4Drawdown

-0.27Loss Rate

76Parameters

2Security Types

1828Tradeable Dates

2481Trades

0.429Treynor Ratio

0.44Win Rate

Jumping Fluorescent Pink Salamander

386.384Net Profit

59.927PSR

1.068Sharpe Ratio

0.18Alpha

0.811Beta

37.189CAR

22.8Drawdown

-0.29Loss Rate

0Parameters

2Security Types

1827Tradeable Dates

2860Trades

0.294Treynor Ratio

0.46Win Rate

Casual Asparagus Hyena

748.695Net Profit

53.585PSR

1.13Sharpe Ratio

0.295Alpha

1.28Beta

53.338CAR

42.6Drawdown

-1.17Loss Rate

76Parameters

1Security Types

0Tradeable Dates

493Trades

0.302Treynor Ratio

3Win Rate

Formal Black Cow

226.277Net Profit

91.317PSR

1.288Sharpe Ratio

0.098Alpha

0.714Beta

26.683CAR

13.2Drawdown

-0.22Loss Rate

118Parameters

2Security Types

1826Tradeable Dates

1310Trades

0.208Treynor Ratio

0.32Win Rate

Determined Violet Cobra

921.796Net Profit

94.19PSR

1.298Sharpe Ratio

0.093Alpha

0.719Beta

26.068CAR

16Drawdown

-0.24Loss Rate

118Parameters

2Security Types

3662Tradeable Dates

2592Trades

0.215Treynor Ratio

0.32Win Rate

Muscular Yellow Green Hippopotamus

580.7Net Profit

35.413PSR

0.805Sharpe Ratio

0.084Alpha

0.538Beta

21.117CAR

21.7Drawdown

-0.39Loss Rate

0Parameters

2Security Types

2514Tradeable Dates

1835Trades

0.241Treynor Ratio

0.71Win Rate

Swimming Sky Blue Dragonfly

572.718Net Profit

34.742PSR

0.799Sharpe Ratio

0.083Alpha

0.537Beta

20.975CAR

22.2Drawdown

-0.39Loss Rate

0Parameters

2Security Types

2514Tradeable Dates

1832Trades

0.24Treynor Ratio

0.71Win Rate

Determined Black Jackal

161.223Net Profit

24.351PSR

0.625Sharpe Ratio

0.061Alpha

0.963Beta

21.148CAR

22.3Drawdown

-0.76Loss Rate

0Parameters

2Security Types

1255Tradeable Dates

680Trades

0.135Treynor Ratio

1.12Win Rate

Creative Brown Coyote

122.639Net Profit

71.202PSR

0.895Sharpe Ratio

0.054Alpha

0.437Beta

17.36CAR

11Drawdown

-0.31Loss Rate

100Parameters

1Security Types

1255Tradeable Dates

852Trades

0.195Treynor Ratio

0.69Win Rate

Calm Yellow Green Bee

90.491Net Profit

23.856PSR

0.503Sharpe Ratio

0.029Alpha

0.521Beta

13.756CAR

17.9Drawdown

-0.55Loss Rate

221Parameters

1Security Types

1255Tradeable Dates

624Trades

0.126Treynor Ratio

0.94Win Rate

Well Dressed Violet Dog

140.331Net Profit

69.415PSR

0.925Sharpe Ratio

0.073Alpha

0.362Beta

19.172CAR

12.1Drawdown

-0.64Loss Rate

0Parameters

1Security Types

1255Tradeable Dates

393Trades

0.272Treynor Ratio

1.27Win Rate

Determined Black Giraffe

114.755Net Profit

67.144PSR

1.048Sharpe Ratio

0.066Alpha

0.48Beta

16.52CAR

16.8Drawdown

-0.96Loss Rate

14Parameters

1Security Types

1258Tradeable Dates

211Trades

0.207Treynor Ratio

1.97Win Rate

Sanjeev left a comment in the discussion Strategy Discussion: 454

Fair point — two separate VIX issues in v1.0, now fixed in v1.1:

26 days ago