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1076.571Net Profit
17.87PSR
0.844Sharpe Ratio
0.103Alpha
1.042Beta
20.113CAR
41.1Drawdown
-1.13Loss Rate
0Parameters
0Security Types
1.125Sortino Ratio
3383Tradeable Dates
847Trades
0.186Treynor Ratio
1.85Win Rate
Shan started the discussion Fine universe live trading does not match trades done by backtesting
My algo uses the fine and coarse filter to select its tradeable universe each day. The universe...
Shan started the discussion Buying Fractional Shares
Interactive Brokers allows the purchase of fractional shares. However, when using SetHoldings as an...
Shan started the discussion How to log Profit/Loss after a sell order
Hi all,
1076.571Net Profit
17.87PSR
0.844Sharpe Ratio
0.103Alpha
1.042Beta
20.113CAR
41.1Drawdown
-1.13Loss Rate
0Parameters
0Security Types
1.125Sortino Ratio
3383Tradeable Dates
847Trades
0.186Treynor Ratio
1.85Win Rate
Shan started the discussion Fine universe live trading does not match trades done by backtesting
My algo uses the fine and coarse filter to select its tradeable universe each day. The universe...
Shan started the discussion Buying Fractional Shares
Interactive Brokers allows the purchase of fractional shares. However, when using SetHoldings as an...
Shan started the discussion How to log Profit/Loss after a sell order
Hi all,