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Public Backtests (20)

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Swimming Violet Buffalo

-85.71Net Profit

0PSR

-1.396Sharpe Ratio

-0.205Alpha

0.04Beta

-28.87CAR

86Drawdown

-0.69Loss Rate

17Parameters

0Security Types

-2.344Sortino Ratio

1437Tradeable Dates

2861Trades

-5.024Treynor Ratio

0.71Win Rate

Hyper-Active Fluorescent Yellow Scorpion

-18.673Net Profit

10.19PSR

-0.792Sharpe Ratio

-0.325Alpha

0.052Beta

-50.376CAR

28Drawdown

59Loss Rate

17Parameters

1Security Types

-0.1243Sortino Ratio

75Tradeable Dates

148Trades

-6.323Treynor Ratio

41Win Rate

Alert Blue Whale

0Net Profit

0PSR

0Sharpe Ratio

0Alpha

0Beta

0CAR

0Drawdown

0Loss Rate

13Parameters

0Security Types

0Sortino Ratio

1Tradeable Dates

24Trades

0Treynor Ratio

0Win Rate

Measured Red Donkey

0Net Profit

0PSR

0Sharpe Ratio

0Alpha

0Beta

0CAR

0Drawdown

0Loss Rate

13Parameters

0Security Types

0Sortino Ratio

1Tradeable Dates

6Trades

0Treynor Ratio

0Win Rate

Logical Brown Sheep

0Net Profit

0PSR

0Sharpe Ratio

0Alpha

0Beta

0CAR

0Drawdown

0Loss Rate

13Parameters

1Security Types

-0.7071Sortino Ratio

1Tradeable Dates

4Trades

0Treynor Ratio

0Win Rate


Community

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S left a comment in the discussion Low Float Stocks

Great thanks so much!

1 years ago

S left a comment in the discussion Low Float Stocks

Hi Louis,

1 years ago

S started the discussion Why isn't TQQQ opposite of SQQQ?

Hello,

2 years ago

S left a comment in the discussion Why isn't TQQQ opposite of SQQQ?

Ah ok perfect thank you again Derek!

2 years ago

S left a comment in the discussion Why isn't TQQQ opposite of SQQQ?

Hi Derek,

2 years ago

Swimming Violet Buffalo

-85.71Net Profit

0PSR

-1.396Sharpe Ratio

-0.205Alpha

0.04Beta

-28.87CAR

86Drawdown

-0.69Loss Rate

17Parameters

0Security Types

-2.344Sortino Ratio

1437Tradeable Dates

2861Trades

-5.024Treynor Ratio

0.71Win Rate

Hyper-Active Fluorescent Yellow Scorpion

-18.673Net Profit

10.19PSR

-0.792Sharpe Ratio

-0.325Alpha

0.052Beta

-50.376CAR

28Drawdown

59Loss Rate

17Parameters

1Security Types

-0.1243Sortino Ratio

75Tradeable Dates

148Trades

-6.323Treynor Ratio

41Win Rate

Alert Blue Whale

0Net Profit

0PSR

0Sharpe Ratio

0Alpha

0Beta

0CAR

0Drawdown

0Loss Rate

13Parameters

0Security Types

0Sortino Ratio

1Tradeable Dates

24Trades

0Treynor Ratio

0Win Rate

Measured Red Donkey

0Net Profit

0PSR

0Sharpe Ratio

0Alpha

0Beta

0CAR

0Drawdown

0Loss Rate

13Parameters

0Security Types

0Sortino Ratio

1Tradeable Dates

6Trades

0Treynor Ratio

0Win Rate

Logical Brown Sheep

0Net Profit

0PSR

0Sharpe Ratio

0Alpha

0Beta

0CAR

0Drawdown

0Loss Rate

13Parameters

1Security Types

-0.7071Sortino Ratio

1Tradeable Dates

4Trades

0Treynor Ratio

0Win Rate

Crying Brown Penguin

-1.372Net Profit

1.125PSR

-5.129Sharpe Ratio

-0.183Alpha

-0.472Beta

-63.534CAR

1.7Drawdown

-0.24Loss Rate

18Parameters

0Security Types

7.9228162514264E+28Sortino Ratio

4Tradeable Dates

26Trades

1.058Treynor Ratio

0.16Win Rate

Muscular Light Brown Parrot

-1.372Net Profit

1.125PSR

-5.129Sharpe Ratio

-0.183Alpha

-0.472Beta

-63.534CAR

1.7Drawdown

-0.24Loss Rate

18Parameters

0Security Types

7.9228162514264E+28Sortino Ratio

4Tradeable Dates

26Trades

1.058Treynor Ratio

0.16Win Rate

Calculating Green Fox

-1.372Net Profit

1.125PSR

-5.129Sharpe Ratio

-0.183Alpha

-0.472Beta

-63.534CAR

1.7Drawdown

-0.24Loss Rate

18Parameters

0Security Types

7.9228162514264E+28Sortino Ratio

4Tradeable Dates

26Trades

1.058Treynor Ratio

0.16Win Rate

Pensive Green Monkey

-2.14Net Profit

1.125PSR

-4.348Sharpe Ratio

-0.167Alpha

-0.736Beta

-79.392CAR

2.5Drawdown

-0.22Loss Rate

18Parameters

0Security Types

7.9228162514264E+28Sortino Ratio

4Tradeable Dates

46Trades

0.897Treynor Ratio

0.14Win Rate

Adaptable Sky Blue Cormorant

-2.14Net Profit

1.125PSR

-4.348Sharpe Ratio

-0.167Alpha

-0.736Beta

-79.392CAR

2.5Drawdown

-0.22Loss Rate

18Parameters

0Security Types

7.9228162514264E+28Sortino Ratio

4Tradeable Dates

46Trades

0.897Treynor Ratio

0.14Win Rate

Geeky Violet Bee

-0.886Net Profit

1.125PSR

-5.73Sharpe Ratio

-0.156Alpha

-0.305Beta

-47.787CAR

0.9Drawdown

-0.1Loss Rate

17Parameters

0Security Types

7.9228162514264E+28Sortino Ratio

4Tradeable Dates

31Trades

1.182Treynor Ratio

0.08Win Rate

Determined Brown Fox

-0.867Net Profit

0PSR

-6.515Sharpe Ratio

-0.74Alpha

0.481Beta

-65.35CAR

2.6Drawdown

-0.29Loss Rate

16Parameters

0Security Types

7.9228162514264E+28Sortino Ratio

3Tradeable Dates

39Trades

-1.077Treynor Ratio

0.29Win Rate

Hyper-Active Fluorescent Orange Owlet

-88.952Net Profit

0.009PSR

-0.233Sharpe Ratio

-4.351Alpha

8.767Beta

-100CAR

89Drawdown

-1.11Loss Rate

10Parameters

0Security Types

-0.133Sortino Ratio

0Tradeable Dates

10001Trades

-0.114Treynor Ratio

1.21Win Rate

Retrospective Fluorescent Yellow Sardine

0Net Profit

0PSR

0Sharpe Ratio

0Alpha

0Beta

0CAR

0Drawdown

0Loss Rate

16Parameters

0Security Types

7.9228162514264E+28Sortino Ratio

0Tradeable Dates

0Trades

0Treynor Ratio

0Win Rate

Creative Magenta Cow

0Net Profit

0PSR

0Sharpe Ratio

0Alpha

0Beta

0CAR

0Drawdown

0Loss Rate

16Parameters

0Security Types

7.9228162514264E+28Sortino Ratio

0Tradeable Dates

0Trades

0Treynor Ratio

0Win Rate

Square Brown Falcon

0Net Profit

0PSR

0Sharpe Ratio

0Alpha

0Beta

0CAR

0Drawdown

0Loss Rate

16Parameters

0Security Types

7.9228162514264E+28Sortino Ratio

0Tradeable Dates

0Trades

0Treynor Ratio

0Win Rate

Square Yellow-Green Anguilline

-2.27Net Profit

0PSR

-6.118Sharpe Ratio

-0.378Alpha

0.015Beta

-42.809CAR

2.6Drawdown

-0.25Loss Rate

18Parameters

0Security Types

-5.137Sortino Ratio

10Tradeable Dates

45Trades

-26.047Treynor Ratio

0.22Win Rate

Logical Blue Alligator

17Parameters

0Security Types

2Tradeable Dates

Retrospective Fluorescent Orange Buffalo

17Parameters

0Security Types

2Tradeable Dates

Calculating Apricot Owlet

17Parameters

0Security Types

2Tradeable Dates

S left a comment in the discussion Low Float Stocks

Great thanks so much!

1 years ago

S left a comment in the discussion Low Float Stocks

Hi Louis,

1 years ago

S started the discussion Why isn't TQQQ opposite of SQQQ?

Hello,

2 years ago

S left a comment in the discussion Why isn't TQQQ opposite of SQQQ?

Ah ok perfect thank you again Derek!

2 years ago

S left a comment in the discussion Why isn't TQQQ opposite of SQQQ?

Hi Derek,

2 years ago

S left a comment in the discussion Why isn't TQQQ opposite of SQQQ?

Hi Derek,

2 years ago

S left a comment in the discussion Pause trading but not scanning

Thanks Varad and Louis I think it's working now!

2 years ago

S started the discussion Quantopian conversion help

Hello,

3 years ago

S started the discussion Yahoo Finance to Dropbox

Hello,

3 years ago

S started the discussion High of day buy trigger not working

Hello,

3 years ago

S started the discussion Flat insight for unrealized gain sell

Hello,

3 years ago

S started the discussion Adding Log method calls

Hello,

3 years ago

S started the discussion Pause trading but not scanning

Hello,I'm wondering how I can keep the scanner in this algorithm going all day, but turn off the...

3 years ago

S started the discussion Adding multiple symbols with 'AddEquity'

Hello,

3 years ago

S started the discussion Cannot switch 'and' to 'or'

Hello,

3 years ago

S started the discussion Filter for equities up 10%+ on the day

Hello,

4 years ago

S started the discussion Alpha Framework not selling when I expect

Hello,

4 years ago

S started the discussion 'insight_seconds' essentially unlimited, but algorithm still selling

Hello,

4 years ago

S started the discussion AccumulativeInsightPortfolioConstructionModel piecemeal selling

Hello,

4 years ago

S started the discussion 'FadeTheGapModel' object has no attribute 'Liquidate'

Hello,

4 years ago

S started the discussion Universe selection not as expected and Runtime Error

Hello,

4 years ago

S started the discussion Tweak the percent for 'MaximumUnrealizedProfitPercentPerSecurity' in Risk Model for Alpha Model

Hello,

4 years ago

S started the discussion Algo Framework buying at nonexistent prices and missing Up insights

Hello,

4 years ago

S started the discussion Algorithm Framework close all positions at End of Day

Hello,

4 years ago

S started the discussion Trade only "Yahoo Top Gainers"

Hello,

4 years ago

S started the discussion Removing "tickersString ="

Hello. How can I get my algorithm to look at all stocks on the NYSE instead of having to list them...

6 years ago