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Public Backtests (3)

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Square Red-Orange Beaver

955.931Net Profit

95.432PSR

1.62Sharpe Ratio

0.207Alpha

0.048Beta

20.154CAR

15.4Drawdown

42Loss Rate

22Parameters

1Security Types

0.1718Sortino Ratio

3232Tradeable Dates

3224Trades

4.423Treynor Ratio

58Win Rate

Determined Black Parrot

852.149Net Profit

85.48PSR

1.367Sharpe Ratio

0.162Alpha

0.014Beta

19.188CAR

17.1Drawdown

44Loss Rate

23Parameters

1Security Types

0.1638Sortino Ratio

3232Tradeable Dates

3209Trades

11.325Treynor Ratio

56Win Rate

Adaptable Yellow-Green Galago

80.561Net Profit

33.659PSR

0.875Sharpe Ratio

0.093Alpha

0.058Beta

11.321CAR

17.5Drawdown

43Loss Rate

18Parameters

1Security Types

0.1232Sortino Ratio

1389Tradeable Dates

986Trades

1.723Treynor Ratio

57Win Rate


Community

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Tentor left a comment in the discussion The In & Out Strategy - Continued from Quantopian

Vladimir and Peter:Nice to see you here and also thanks for providing some context!I would like to...

3 years ago

Tentor left a comment in the discussion The In & Out Strategy - Continued from Quantopian

Thanks Derek!

3 years ago

Tentor left a comment in the discussion The In & Out Strategy - Continued from Quantopian

I've implemented the last version I cloned from Quantopian, I belive Peter posted it.

3 years ago

Tentor left a comment in the discussion The In & Out Strategy - Continued from Quantopian

Hey Kyle, good idea - thanks!

3 years ago

Tentor left a comment in the discussion Quantopian Shutdown Migration 2020

Hey Vladimir,

3 years ago

Square Red-Orange Beaver

955.931Net Profit

95.432PSR

1.62Sharpe Ratio

0.207Alpha

0.048Beta

20.154CAR

15.4Drawdown

42Loss Rate

22Parameters

1Security Types

0.1718Sortino Ratio

3232Tradeable Dates

3224Trades

4.423Treynor Ratio

58Win Rate

Determined Black Parrot

852.149Net Profit

85.48PSR

1.367Sharpe Ratio

0.162Alpha

0.014Beta

19.188CAR

17.1Drawdown

44Loss Rate

23Parameters

1Security Types

0.1638Sortino Ratio

3232Tradeable Dates

3209Trades

11.325Treynor Ratio

56Win Rate

Adaptable Yellow-Green Galago

80.561Net Profit

33.659PSR

0.875Sharpe Ratio

0.093Alpha

0.058Beta

11.321CAR

17.5Drawdown

43Loss Rate

18Parameters

1Security Types

0.1232Sortino Ratio

1389Tradeable Dates

986Trades

1.723Treynor Ratio

57Win Rate

Tentor left a comment in the discussion The In & Out Strategy - Continued from Quantopian

Vladimir and Peter:Nice to see you here and also thanks for providing some context!I would like to...

3 years ago

Tentor left a comment in the discussion The In & Out Strategy - Continued from Quantopian

Thanks Derek!

3 years ago

Tentor left a comment in the discussion The In & Out Strategy - Continued from Quantopian

I've implemented the last version I cloned from Quantopian, I belive Peter posted it.

3 years ago

Tentor left a comment in the discussion The In & Out Strategy - Continued from Quantopian

Hey Kyle, good idea - thanks!

3 years ago

Tentor left a comment in the discussion Quantopian Shutdown Migration 2020

Hey Vladimir,

3 years ago