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-4.322Net Profit
0.006Sharpe Ratio
-0.748Alpha
0.338Beta
-12.581CAR
24.8Drawdown
65Loss Rate
1Parameters
1Security Types
0.1042Sortino Ratio
120Tradeable Dates
34Trades
0.008Treynor Ratio
35Win Rate
102.759Net Profit
2.619Sharpe Ratio
0.06Alpha
0.722Beta
759.599CAR
24.3Drawdown
50Loss Rate
1Parameters
1Security Types
1.4786Sortino Ratio
120Tradeable Dates
20Trades
2.308Treynor Ratio
50Win Rate
85.913Net Profit
2.333Sharpe Ratio
-0.059Alpha
0.693Beta
560.148CAR
21.7Drawdown
50Loss Rate
1Parameters
1Security Types
1.332Sortino Ratio
120Tradeable Dates
24Trades
2.139Treynor Ratio
50Win Rate
37.449Net Profit
1.59Sharpe Ratio
-0.188Alpha
0.435Beta
163.288CAR
21.8Drawdown
57Loss Rate
1Parameters
1Security Types
1.2466Sortino Ratio
120Tradeable Dates
28Trades
1.793Treynor Ratio
43Win Rate
-20.6Net Profit
-1.097Sharpe Ratio
-0.911Alpha
0.225Beta
-50.442CAR
31Drawdown
68Loss Rate
1Parameters
1Security Types
-0.5564Sortino Ratio
120Tradeable Dates
38Trades
-1.829Treynor Ratio
32Win Rate
Xavier started the discussion Log Issue: GDAXBrokerage.Subscribe Duplicated Messages
HelloI have a strategy connected live to GDAX and I'm having this issue in the log, this...
Xavier started the discussion Questions about the Log
The log is a great tool for us to debug and check if the behaviour of our algorithm is...
Xavier started the discussion Retrieve GDAX funds currently on hold.
I'm having problems updating a Stop Market Order on GDAX,
Xavier started the discussion How do I use consolidators with this kind of indicator?
Hello,
-4.322Net Profit
0.006Sharpe Ratio
-0.748Alpha
0.338Beta
-12.581CAR
24.8Drawdown
65Loss Rate
1Parameters
1Security Types
0.1042Sortino Ratio
120Tradeable Dates
34Trades
0.008Treynor Ratio
35Win Rate
102.759Net Profit
2.619Sharpe Ratio
0.06Alpha
0.722Beta
759.599CAR
24.3Drawdown
50Loss Rate
1Parameters
1Security Types
1.4786Sortino Ratio
120Tradeable Dates
20Trades
2.308Treynor Ratio
50Win Rate
85.913Net Profit
2.333Sharpe Ratio
-0.059Alpha
0.693Beta
560.148CAR
21.7Drawdown
50Loss Rate
1Parameters
1Security Types
1.332Sortino Ratio
120Tradeable Dates
24Trades
2.139Treynor Ratio
50Win Rate
37.449Net Profit
1.59Sharpe Ratio
-0.188Alpha
0.435Beta
163.288CAR
21.8Drawdown
57Loss Rate
1Parameters
1Security Types
1.2466Sortino Ratio
120Tradeable Dates
28Trades
1.793Treynor Ratio
43Win Rate
-20.6Net Profit
-1.097Sharpe Ratio
-0.911Alpha
0.225Beta
-50.442CAR
31Drawdown
68Loss Rate
1Parameters
1Security Types
-0.5564Sortino Ratio
120Tradeable Dates
38Trades
-1.829Treynor Ratio
32Win Rate
-18.429Net Profit
-0.802Sharpe Ratio
-1.025Alpha
0.309Beta
-46.202CAR
30.8Drawdown
72Loss Rate
1Parameters
1Security Types
-0.3722Sortino Ratio
120Tradeable Dates
36Trades
-1.089Treynor Ratio
28Win Rate
72.61Net Profit
2.248Sharpe Ratio
-0.037Alpha
0.599Beta
426.633CAR
30.6Drawdown
50Loss Rate
1Parameters
1Security Types
2.3191Sortino Ratio
120Tradeable Dates
16Trades
2.162Treynor Ratio
50Win Rate
42.034Net Profit
1.605Sharpe Ratio
-0.25Alpha
0.503Beta
190.943CAR
29Drawdown
56Loss Rate
1Parameters
1Security Types
1.4201Sortino Ratio
120Tradeable Dates
18Trades
1.727Treynor Ratio
44Win Rate
10.492Net Profit
0.705Sharpe Ratio
-0.363Alpha
0.294Beta
35.482CAR
26.8Drawdown
70Loss Rate
1Parameters
1Security Types
0.9953Sortino Ratio
120Tradeable Dates
20Trades
0.992Treynor Ratio
30Win Rate
-33.702Net Profit
-3.071Sharpe Ratio
-1.029Alpha
0.095Beta
-71.376CAR
39.1Drawdown
86Loss Rate
1Parameters
1Security Types
-1.3973Sortino Ratio
120Tradeable Dates
28Trades
-8.638Treynor Ratio
14Win Rate
-31.233Net Profit
-2.253Sharpe Ratio
-1.107Alpha
0.171Beta
-68.006CAR
39.8Drawdown
85Loss Rate
1Parameters
1Security Types
-1.1845Sortino Ratio
120Tradeable Dates
26Trades
-4.235Treynor Ratio
15Win Rate
72.093Net Profit
2.241Sharpe Ratio
-0.024Alpha
0.59Beta
421.847CAR
30.4Drawdown
50Loss Rate
1Parameters
1Security Types
1.5599Sortino Ratio
120Tradeable Dates
16Trades
2.184Treynor Ratio
50Win Rate
49.052Net Profit
1.775Sharpe Ratio
-0.159Alpha
0.508Beta
236.943CAR
28.4Drawdown
44Loss Rate
1Parameters
1Security Types
1.0131Sortino Ratio
120Tradeable Dates
18Trades
1.913Treynor Ratio
56Win Rate
14.38Net Profit
0.868Sharpe Ratio
-0.301Alpha
0.301Beta
50.517CAR
24.5Drawdown
60Loss Rate
1Parameters
1Security Types
0.8696Sortino Ratio
120Tradeable Dates
20Trades
1.224Treynor Ratio
40Win Rate
-24.309Net Profit
-1.6Sharpe Ratio
-0.919Alpha
0.177Beta
-57.159CAR
40Drawdown
77Loss Rate
1Parameters
1Security Types
-0.5956Sortino Ratio
120Tradeable Dates
26Trades
-2.966Treynor Ratio
23Win Rate
-22.772Net Profit
-1.331Sharpe Ratio
-0.919Alpha
0.2Beta
-54.455CAR
37.8Drawdown
69Loss Rate
1Parameters
1Security Types
-0.4476Sortino Ratio
120Tradeable Dates
26Trades
-2.365Treynor Ratio
31Win Rate
66.224Net Profit
2.11Sharpe Ratio
-0.099Alpha
0.591Beta
369.546CAR
30.6Drawdown
50Loss Rate
1Parameters
1Security Types
1.5003Sortino Ratio
120Tradeable Dates
16Trades
2.058Treynor Ratio
50Win Rate
36.779Net Profit
1.459Sharpe Ratio
-0.311Alpha
0.495Beta
159.405CAR
29Drawdown
56Loss Rate
1Parameters
1Security Types
0.9786Sortino Ratio
120Tradeable Dates
18Trades
1.596Treynor Ratio
44Win Rate
6.405Net Profit
0.516Sharpe Ratio
-0.424Alpha
0.286Beta
20.796CAR
29.5Drawdown
70Loss Rate
1Parameters
1Security Types
0.6251Sortino Ratio
120Tradeable Dates
20Trades
0.744Treynor Ratio
30Win Rate
-35.807Net Profit
-3.368Sharpe Ratio
-1.078Alpha
0.086Beta
-74.053CAR
41.1Drawdown
86Loss Rate
1Parameters
1Security Types
-1.6296Sortino Ratio
120Tradeable Dates
28Trades
-10.29Treynor Ratio
14Win Rate
-33.416Net Profit
-2.477Sharpe Ratio
-1.155Alpha
0.163Beta
-70.998CAR
42.1Drawdown
85Loss Rate
1Parameters
1Security Types
-1.2054Sortino Ratio
120Tradeable Dates
26Trades
-4.874Treynor Ratio
15Win Rate
130.499Net Profit
2.918Sharpe Ratio
0.155Alpha
0.809Beta
1169.933CAR
24Drawdown
55Loss Rate
1Parameters
1Security Types
2.5565Sortino Ratio
120Tradeable Dates
22Trades
2.417Treynor Ratio
45Win Rate
111.347Net Profit
2.645Sharpe Ratio
0.036Alpha
0.78Beta
875.271CAR
22.5Drawdown
54Loss Rate
1Parameters
1Security Types
2.0703Sortino Ratio
120Tradeable Dates
26Trades
2.271Treynor Ratio
46Win Rate
56.254Net Profit
1.996Sharpe Ratio
-0.093Alpha
0.522Beta
288.975CAR
21Drawdown
60Loss Rate
1Parameters
1Security Types
1.7523Sortino Ratio
120Tradeable Dates
30Trades
2.047Treynor Ratio
40Win Rate
-19.326Net Profit
-0.991Sharpe Ratio
-0.906Alpha
0.238Beta
-47.983CAR
30.9Drawdown
70Loss Rate
1Parameters
1Security Types
-0.4108Sortino Ratio
120Tradeable Dates
40Trades
-1.58Treynor Ratio
30Win Rate
-6.704Net Profit
-0.076Sharpe Ratio
-0.914Alpha
0.395Beta
-19.038CAR
31.1Drawdown
68Loss Rate
1Parameters
1Security Types
0.1489Sortino Ratio
120Tradeable Dates
38Trades
-0.09Treynor Ratio
32Win Rate
125.225Net Profit
2.933Sharpe Ratio
0.196Alpha
0.762Beta
1083.552CAR
23.5Drawdown
50Loss Rate
1Parameters
1Security Types
1.7499Sortino Ratio
120Tradeable Dates
20Trades
2.481Treynor Ratio
50Win Rate
129.574Net Profit
2.986Sharpe Ratio
0.277Alpha
0.744Beta
1154.497CAR
21.3Drawdown
45Loss Rate
1Parameters
1Security Types
1.4786Sortino Ratio
120Tradeable Dates
22Trades
2.597Treynor Ratio
55Win Rate
64.894Net Profit
2.292Sharpe Ratio
0.084Alpha
0.488Beta
358.206CAR
21.8Drawdown
54Loss Rate
1Parameters
1Security Types
1.5787Sortino Ratio
120Tradeable Dates
26Trades
2.397Treynor Ratio
46Win Rate
3.359Net Profit
0.371Sharpe Ratio
-0.632Alpha
0.357Beta
10.578CAR
27.7Drawdown
59Loss Rate
1Parameters
1Security Types
0.2943Sortino Ratio
120Tradeable Dates
34Trades
0.453Treynor Ratio
41Win Rate
Xavier left a comment in the discussion BTCUSD, Hour The issue starts from Apr 13th, 2019; and continues until now
Hello,Any update on this issue?Thanks for your support
Xavier started the discussion Log Issue: GDAXBrokerage.Subscribe Duplicated Messages
HelloI have a strategy connected live to GDAX and I'm having this issue in the log, this...
Xavier started the discussion Questions about the Log
The log is a great tool for us to debug and check if the behaviour of our algorithm is...
Xavier started the discussion Retrieve GDAX funds currently on hold.
I'm having problems updating a Stop Market Order on GDAX,
Xavier started the discussion How do I use consolidators with this kind of indicator?
Hello,
Xavier started the discussion How to convert bar time to UTC?
I have a simple question,
Xavier started the discussion Bitfinex features missing
Hello,
Xavier left a comment in the discussion How to convert bar time to UTC?
Hello Jing,
Xavier left a comment in the discussion Using Lean with Visual Studio 2017 and Anaconda3
Hello Mathias,Your post is really helpful.However, I'm still not able to get Intellisense...
Xavier left a comment in the discussion How do I use consolidators with this kind of indicator?
Thank you, Sawhney,
Xavier left a comment in the discussion Preprocessor Directives
Hello,
Xavier left a comment in the discussion Log Issue: GDAXBrokerage.Subscribe Duplicated Messages
Thanks, Michael, for your response, will try and subscribe to more currencies and check it...
Xavier left a comment in the discussion BTCUSD, Hour The issue starts from Apr 13th, 2019; and continues until now
Hello,Any update on this issue?Thanks for your support
6 years ago