Hi! I've done several backtests and got zero in all overall stats for all of them, has anyone else experienced this problem? or do you know why it happens?
QUANTCONNECT COMMUNITY
Hi! I've done several backtests and got zero in all overall stats for all of them, has anyone else experienced this problem? or do you know why it happens?
The material on this website is provided for informational purposes only and does not constitute an offer to sell, a solicitation to buy, or a recommendation or endorsement for any security or strategy, nor does it constitute an offer to provide investment advisory services by QuantConnect. In addition, the material offers no opinion with respect to the suitability of any security or specific investment. QuantConnect makes no guarantees as to the accuracy or completeness of the views expressed in the website. The views are subject to change, and may have become unreliable for various reasons, including changes in market conditions or economic circumstances. All investments involve risk, including loss of principal. You should consult with an investment professional before making any investment decisions.
Renata
The last code had some double lines, here's the good one, still no overall stats
Vladimir
Renata,
Changing backtest dates to    Â
   self.SetStartDate(2022, 2, 22)    Â
   self.SetEndDate(2022, 2, 24)Â
generated overall statistic
Total Trades
28
Average Win
0.77%
Average Loss
-2.54%
Compounding Annual Return
-97.685%
Drawdown
10.800%
Expectancy
-0.070
Net Profit
-3.042%
Sharpe Ratio
-0.634
PSR
0%
Loss Rate
29%
Win Rate
71%
Profit-Loss Ratio
0.30
Alpha
-2.183
Beta
-4.189
Annual Standard Deviation
1.542
Annual Variance
2.377
Information Ratio
-0.361
Tracking Error
1.91
Treynor Ratio
0.233
Total Fees
$28.00
Estimated Strategy Capacity
$0
Lowest Capacity Asset
AAPL.EODDATA 2S
Renata
The material on this website is provided for informational purposes only and does not constitute an offer to sell, a solicitation to buy, or a recommendation or endorsement for any security or strategy, nor does it constitute an offer to provide investment advisory services by QuantConnect. In addition, the material offers no opinion with respect to the suitability of any security or specific investment. QuantConnect makes no guarantees as to the accuracy or completeness of the views expressed in the website. The views are subject to change, and may have become unreliable for various reasons, including changes in market conditions or economic circumstances. All investments involve risk, including loss of principal. You should consult with an investment professional before making any investment decisions.
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