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8.058Net Profit
5.364PSR
-0.102Sharpe Ratio
-0.021Alpha
0.253Beta
2.617CAR
17.4Drawdown
-0.05Loss Rate
0Parameters
1Security Types
752Tradeable Dates
7891Trades
-0.04Treynor Ratio
0.07Win Rate
-19.496Net Profit
0.061PSR
-0.932Sharpe Ratio
-0.076Alpha
-0.048Beta
-6.974CAR
32.5Drawdown
-0.02Loss Rate
0Parameters
1Security Types
752Tradeable Dates
15244Trades
1.638Treynor Ratio
0.07Win Rate
15.48Net Profit
56.937PSR
0.594Sharpe Ratio
0.035Alpha
0.169Beta
15.48CAR
7.8Drawdown
0Loss Rate
0Parameters
1Security Types
251Tradeable Dates
194785Trades
0.323Treynor Ratio
0.01Win Rate
14.871Net Profit
54.781PSR
0.55Sharpe Ratio
0.031Alpha
0.17Beta
14.871CAR
7.8Drawdown
0Loss Rate
0Parameters
1Security Types
251Tradeable Dates
239986Trades
0.298Treynor Ratio
0.01Win Rate
-14.331Net Profit
0.067PSR
-0.229Sharpe Ratio
-0.052Alpha
0.265Beta
-2.377CAR
34.4Drawdown
0Loss Rate
0Parameters
0Security Types
0Tradeable Dates
873235Trades
-0.118Treynor Ratio
0Win Rate
Tushar started the discussion Backtest is not generating trades
I am trying to have a basic momentum strategy but am unable to generate any tradesCan you please...
Tushar started the discussion Weekly and Monthly Consolidators having issues
I am trying to generate weekly and monthly logs but since the max resolution is daily level I am...
Tushar started the discussion Too many invalid orders
HI everyone I am starting with the platform and am unable to understand how and why the number of...
Tushar started the discussion Are the backtest limited to 10000 orders ?
I am trying to run few backetsts and all my runs are being limited ot 10000 orders . Is there a...
Tushar started the discussion Universe selection - How to select and index as universe
Hi I wanted to know if there are ways where I can sleect and index like S & P as my universe...
8.058Net Profit
5.364PSR
-0.102Sharpe Ratio
-0.021Alpha
0.253Beta
2.617CAR
17.4Drawdown
-0.05Loss Rate
0Parameters
1Security Types
752Tradeable Dates
7891Trades
-0.04Treynor Ratio
0.07Win Rate
-19.496Net Profit
0.061PSR
-0.932Sharpe Ratio
-0.076Alpha
-0.048Beta
-6.974CAR
32.5Drawdown
-0.02Loss Rate
0Parameters
1Security Types
752Tradeable Dates
15244Trades
1.638Treynor Ratio
0.07Win Rate
15.48Net Profit
56.937PSR
0.594Sharpe Ratio
0.035Alpha
0.169Beta
15.48CAR
7.8Drawdown
0Loss Rate
0Parameters
1Security Types
251Tradeable Dates
194785Trades
0.323Treynor Ratio
0.01Win Rate
14.871Net Profit
54.781PSR
0.55Sharpe Ratio
0.031Alpha
0.17Beta
14.871CAR
7.8Drawdown
0Loss Rate
0Parameters
1Security Types
251Tradeable Dates
239986Trades
0.298Treynor Ratio
0.01Win Rate
-14.331Net Profit
0.067PSR
-0.229Sharpe Ratio
-0.052Alpha
0.265Beta
-2.377CAR
34.4Drawdown
0Loss Rate
0Parameters
0Security Types
0Tradeable Dates
873235Trades
-0.118Treynor Ratio
0Win Rate
-14.331Net Profit
0.067PSR
-0.229Sharpe Ratio
-0.052Alpha
0.265Beta
-2.377CAR
34.4Drawdown
0Loss Rate
0Parameters
0Security Types
0Tradeable Dates
873235Trades
-0.118Treynor Ratio
0Win Rate
4.615Net Profit
0.321PSR
-0.07Sharpe Ratio
0.011Alpha
-0.266Beta
0.704CAR
39.3Drawdown
0Loss Rate
0Parameters
0Security Types
0Tradeable Dates
871444Trades
0.036Treynor Ratio
0Win Rate
4.669Net Profit
0.323PSR
-0.07Sharpe Ratio
0.011Alpha
-0.266Beta
0.712CAR
39.2Drawdown
0Loss Rate
0Parameters
0Security Types
0Tradeable Dates
871355Trades
0.036Treynor Ratio
0Win Rate
30.871Net Profit
1.834PSR
0.105Sharpe Ratio
0.029Alpha
-0.21Beta
4.273CAR
24Drawdown
-0.02Loss Rate
14Parameters
0Security Types
0Tradeable Dates
261473Trades
-0.057Treynor Ratio
0.02Win Rate
10.566Net Profit
0.498PSR
-0.057Sharpe Ratio
0.01Alpha
-0.21Beta
1.575CAR
26.9Drawdown
-0.02Loss Rate
14Parameters
0Security Types
0Tradeable Dates
260903Trades
0.031Treynor Ratio
0.02Win Rate
-26.891Net Profit
0.002PSR
-0.658Sharpe Ratio
-0.044Alpha
-0.129Beta
-4.762CAR
30.2Drawdown
0Loss Rate
0Parameters
0Security Types
0Tradeable Dates
447849Trades
0.417Treynor Ratio
0Win Rate
15.356Net Profit
1.597PSR
-0.106Sharpe Ratio
-0.002Alpha
-0.055Beta
2.257CAR
12.3Drawdown
-0.66Loss Rate
16Parameters
0Security Types
0Tradeable Dates
278Trades
0.119Treynor Ratio
1.36Win Rate
13.961Net Profit
1.305PSR
-0.124Sharpe Ratio
-0.003Alpha
-0.057Beta
2.063CAR
12.3Drawdown
-0.68Loss Rate
15Parameters
0Security Types
0Tradeable Dates
222Trades
0.135Treynor Ratio
1.36Win Rate
6.41Net Profit
0.492PSR
-0.295Sharpe Ratio
-0.017Alpha
0.01Beta
0.975CAR
9.9Drawdown
-0.86Loss Rate
16Parameters
0Security Types
0Tradeable Dates
475Trades
-1.525Treynor Ratio
1.09Win Rate
4.671Net Profit
0.363PSR
-0.326Sharpe Ratio
-0.018Alpha
0.012Beta
0.716CAR
12.3Drawdown
-0.9Loss Rate
7Parameters
0Security Types
0Tradeable Dates
408Trades
-1.516Treynor Ratio
1.09Win Rate
10.513Net Profit
0.531PSR
-0.089Sharpe Ratio
-0.029Alpha
0.253Beta
1.574CAR
34.6Drawdown
-0.01Loss Rate
14Parameters
0Security Types
0Tradeable Dates
101081Trades
-0.034Treynor Ratio
0.01Win Rate
12.011Net Profit
0.603PSR
-0.073Sharpe Ratio
-0.027Alpha
0.251Beta
1.788CAR
35.5Drawdown
-0.01Loss Rate
14Parameters
0Security Types
0Tradeable Dates
101039Trades
-0.028Treynor Ratio
0.01Win Rate
-13.032Net Profit
0.016PSR
-0.518Sharpe Ratio
-0.02Alpha
-0.21Beta
-2.159CAR
20Drawdown
-0.07Loss Rate
14Parameters
0Security Types
0Tradeable Dates
4046Trades
0.174Treynor Ratio
0.02Win Rate
-83.693Net Profit
0.001PSR
-0.708Sharpe Ratio
-0.231Alpha
0.019Beta
-33.797CAR
84.8Drawdown
-0.02Loss Rate
0Parameters
0Security Types
0Tradeable Dates
1376954Trades
-12.322Treynor Ratio
0.03Win Rate
356.771Net Profit
27.652PSR
0.859Sharpe Ratio
0.355Alpha
0.043Beta
41.263CAR
43.3Drawdown
-0.02Loss Rate
0Parameters
0Security Types
0Tradeable Dates
1532593Trades
8.403Treynor Ratio
0.03Win Rate
615.711Net Profit
24.428PSR
0.828Sharpe Ratio
0.282Alpha
0.095Beta
36.077CAR
53.2Drawdown
-0.01Loss Rate
0Parameters
0Security Types
0Tradeable Dates
2261937Trades
3.042Treynor Ratio
0.02Win Rate
72.995Net Profit
4.494PSR
0.326Sharpe Ratio
-0.013Alpha
1.028Beta
9.57CAR
40.5Drawdown
-0.02Loss Rate
0Parameters
0Security Types
0Tradeable Dates
13611Trades
0.063Treynor Ratio
0.03Win Rate
516.051Net Profit
62.272PSR
1.821Sharpe Ratio
1.78Alpha
-2.148Beta
147.895CAR
70.1Drawdown
-4.07Loss Rate
0Parameters
0Security Types
0Tradeable Dates
4167Trades
-0.651Treynor Ratio
115.16Win Rate
Tushar started the discussion Backtest is not generating trades
I am trying to have a basic momentum strategy but am unable to generate any tradesCan you please...
Tushar started the discussion Weekly and Monthly Consolidators having issues
I am trying to generate weekly and monthly logs but since the max resolution is daily level I am...
Tushar started the discussion Too many invalid orders
HI everyone I am starting with the platform and am unable to understand how and why the number of...
Tushar started the discussion Are the backtest limited to 10000 orders ?
I am trying to run few backetsts and all my runs are being limited ot 10000 orders . Is there a...
Tushar started the discussion Universe selection - How to select and index as universe
Hi I wanted to know if there are ways where I can sleect and index like S & P as my universe...
Tushar started the discussion FIlter universe by market cap
HiI am trying to create a universe of equities which have market cap more than 10 billion. But the...
Tushar started the discussion Unable to load reports and results of backtest ?
Hi I am newbie here . Just wanted to know if anyone else is facing erro in loading up of results...
Tushar started the discussion Scheduling after market open
Hi I am scheduling the orders 1 minute after market open
Tushar started the discussion Unable to place orders for majority of back test due to insufficient finds.
Hi