We are pioneering the radical future for open-source quant finance. QuantConnect is the world's largest quant community, empowering 220,000 quants with a framework, data, and infrastructure for their investments.
1420.228Net Profit
0.064PSR
0.381Sharpe Ratio
0.035Alpha
1.026Beta
11.534CAR
60.3Drawdown
37Loss Rate
0Parameters
1Security Types
0.42Sortino Ratio
6268Tradeable Dates
1699Trades
0.078Treynor Ratio
63Win Rate
-2.092Net Profit
6.582PSR
-3.729Sharpe Ratio
-0.462Alpha
0.903Beta
-78.366CAR
3.6Drawdown
50Loss Rate
49Parameters
2Security Types
0Sortino Ratio
3Tradeable Dates
6Trades
-0.811Treynor Ratio
50Win Rate
3405.647Net Profit
2.165PSR
0.689Sharpe Ratio
0.082Alpha
0.939Beta
16.952CAR
51.4Drawdown
-0.6Loss Rate
49Parameters
2Security Types
0.984Sortino Ratio
5710Tradeable Dates
10668Trades
0.145Treynor Ratio
1.14Win Rate
-0.222Net Profit
0.37PSR
-2.92Sharpe Ratio
-0.018Alpha
0.007Beta
-2.673CAR
0.4Drawdown
0Loss Rate
49Parameters
1Security Types
7.9228162514264E+28Sortino Ratio
22Tradeable Dates
4Trades
-2.787Treynor Ratio
0Win Rate
4368.339Net Profit
3.955PSR
0.74Sharpe Ratio
0.091Alpha
0.93Beta
18.325CAR
48.5Drawdown
-0.61Loss Rate
49Parameters
1Security Types
1.076Sortino Ratio
5676Tradeable Dates
8740Trades
0.156Treynor Ratio
1.15Win Rate
Alberto_Papel started the discussion Sharing Backtest but not the code
Hey guys, is there a way to share the backtest result without publishing the code for the world to...
Alberto_Papel started the discussion Existing Session with IB Broker
Hey guys, I'm having a bit of hard time fixing this:
Alberto_Papel started the discussion Unrealised - meaning and reading
Hey quants,
Alberto_Papel started the discussion Family account management
Hey guys,
1420.228Net Profit
0.064PSR
0.381Sharpe Ratio
0.035Alpha
1.026Beta
11.534CAR
60.3Drawdown
37Loss Rate
0Parameters
1Security Types
0.42Sortino Ratio
6268Tradeable Dates
1699Trades
0.078Treynor Ratio
63Win Rate
-2.092Net Profit
6.582PSR
-3.729Sharpe Ratio
-0.462Alpha
0.903Beta
-78.366CAR
3.6Drawdown
50Loss Rate
49Parameters
2Security Types
0Sortino Ratio
3Tradeable Dates
6Trades
-0.811Treynor Ratio
50Win Rate
3405.647Net Profit
2.165PSR
0.689Sharpe Ratio
0.082Alpha
0.939Beta
16.952CAR
51.4Drawdown
-0.6Loss Rate
49Parameters
2Security Types
0.984Sortino Ratio
5710Tradeable Dates
10668Trades
0.145Treynor Ratio
1.14Win Rate
-0.222Net Profit
0.37PSR
-2.92Sharpe Ratio
-0.018Alpha
0.007Beta
-2.673CAR
0.4Drawdown
0Loss Rate
49Parameters
1Security Types
7.9228162514264E+28Sortino Ratio
22Tradeable Dates
4Trades
-2.787Treynor Ratio
0Win Rate
4368.339Net Profit
3.955PSR
0.74Sharpe Ratio
0.091Alpha
0.93Beta
18.325CAR
48.5Drawdown
-0.61Loss Rate
49Parameters
1Security Types
1.076Sortino Ratio
5676Tradeable Dates
8740Trades
0.156Treynor Ratio
1.15Win Rate
723.571Net Profit
0.084PSR
0.471Sharpe Ratio
0.047Alpha
0.804Beta
9.972CAR
52.4Drawdown
51Loss Rate
49Parameters
2Security Types
0.3065Sortino Ratio
5576Tradeable Dates
3402Trades
0.106Treynor Ratio
49Win Rate
5110.069Net Profit
6.11PSR
0.781Sharpe Ratio
0.096Alpha
0.92Beta
19.509CAR
48.6Drawdown
-0.58Loss Rate
49Parameters
1Security Types
1.16Sortino Ratio
5576Tradeable Dates
5171Trades
0.166Treynor Ratio
1.12Win Rate
4867.613Net Profit
4.405PSR
0.75Sharpe Ratio
0Alpha
0Beta
19.255CAR
55Drawdown
-0.16Loss Rate
47Parameters
1Security Types
1.084Sortino Ratio
0Tradeable Dates
11162Trades
0Treynor Ratio
0.52Win Rate
5147.722Net Profit
4.6PSR
0.753Sharpe Ratio
0Alpha
0Beta
19.582CAR
56Drawdown
-0.52Loss Rate
47Parameters
1Security Types
1.068Sortino Ratio
0Tradeable Dates
4738Trades
0Treynor Ratio
1.14Win Rate
5470.035Net Profit
5.227PSR
0.765Sharpe Ratio
0Alpha
0Beta
19.907CAR
56Drawdown
-0.52Loss Rate
47Parameters
1Security Types
1.083Sortino Ratio
0Tradeable Dates
4773Trades
0Treynor Ratio
1.08Win Rate
2906.868Net Profit
1.667PSR
0.663Sharpe Ratio
0.073Alpha
1.004Beta
16.642CAR
48.5Drawdown
-0.54Loss Rate
48Parameters
1Security Types
0.927Sortino Ratio
5559Tradeable Dates
5735Trades
0.135Treynor Ratio
1.07Win Rate
4124.368Net Profit
2.735PSR
0.706Sharpe Ratio
0Alpha
0Beta
18.454CAR
49Drawdown
-0.47Loss Rate
47Parameters
1Security Types
0.992Sortino Ratio
0Tradeable Dates
4479Trades
0Treynor Ratio
1Win Rate
3422.93Net Profit
2.177PSR
0.685Sharpe Ratio
0Alpha
0Beta
17.487CAR
48Drawdown
-0.5Loss Rate
47Parameters
1Security Types
0.97Sortino Ratio
0Tradeable Dates
3746Trades
0Treynor Ratio
0.98Win Rate
4511.337Net Profit
4.469PSR
0.751Sharpe Ratio
0Alpha
0Beta
18.943CAR
58.2Drawdown
-0.49Loss Rate
47Parameters
1Security Types
1.064Sortino Ratio
0Tradeable Dates
4768Trades
0Treynor Ratio
0.97Win Rate
3103.29Net Profit
2.544PSR
0.695Sharpe Ratio
0Alpha
0Beta
17.008CAR
52.6Drawdown
-0.49Loss Rate
47Parameters
1Security Types
0.968Sortino Ratio
0Tradeable Dates
4705Trades
0Treynor Ratio
1.01Win Rate
110.148Net Profit
29.263PSR
0.82Sharpe Ratio
0Alpha
0Beta
27.492CAR
41.1Drawdown
-0.49Loss Rate
47Parameters
1Security Types
1.078Sortino Ratio
0Tradeable Dates
1203Trades
0Treynor Ratio
0.51Win Rate
1085.525Net Profit
1.366PSR
0.633Sharpe Ratio
0Alpha
0Beta
11.855CAR
49.1Drawdown
36Loss Rate
47Parameters
1Security Types
0.3381Sortino Ratio
0Tradeable Dates
1860Trades
0Treynor Ratio
64Win Rate
1731.387Net Profit
1.487PSR
0.646Sharpe Ratio
0Alpha
0Beta
14.081CAR
53Drawdown
-0.55Loss Rate
47Parameters
1Security Types
0.888Sortino Ratio
0Tradeable Dates
1852Trades
0Treynor Ratio
1.01Win Rate
1643.254Net Profit
1.565PSR
0.647Sharpe Ratio
0Alpha
0Beta
13.828CAR
57.9Drawdown
41Loss Rate
47Parameters
1Security Types
0.2993Sortino Ratio
0Tradeable Dates
2106Trades
0Treynor Ratio
59Win Rate
1572.24Net Profit
0.778PSR
0.602Sharpe Ratio
0Alpha
0Beta
13.614CAR
58.3Drawdown
-0.49Loss Rate
47Parameters
1Security Types
0.798Sortino Ratio
0Tradeable Dates
2098Trades
0Treynor Ratio
0.76Win Rate
2210.315Net Profit
1.553PSR
0.653Sharpe Ratio
0Alpha
0Beta
15.29CAR
55.1Drawdown
-0.4Loss Rate
47Parameters
1Security Types
0.879Sortino Ratio
0Tradeable Dates
3673Trades
0Treynor Ratio
0.65Win Rate
2563.734Net Profit
2.345PSR
0.686Sharpe Ratio
0Alpha
0Beta
16.038CAR
61.4Drawdown
-0.62Loss Rate
47Parameters
1Security Types
0.955Sortino Ratio
0Tradeable Dates
7044Trades
0Treynor Ratio
1.07Win Rate
2112.595Net Profit
1.656PSR
0.658Sharpe Ratio
0Alpha
0Beta
15.067CAR
51.8Drawdown
-0.43Loss Rate
47Parameters
1Security Types
0.898Sortino Ratio
0Tradeable Dates
3632Trades
0Treynor Ratio
0.69Win Rate
Alberto_Papel started the discussion Sharing Backtest but not the code
Hey guys, is there a way to share the backtest result without publishing the code for the world to...
Alberto_Papel started the discussion Existing Session with IB Broker
Hey guys, I'm having a bit of hard time fixing this:
Alberto_Papel started the discussion Unrealised - meaning and reading
Hey quants,
Alberto_Papel started the discussion Family account management
Hey guys,
Alberto_Papel left a comment in the discussion Existing Session with IB Broker
Quick update.
Alberto_Papel left a comment in the discussion Sharing Backtest but not the code
Thanks guys :)
Alberto_Papel left a comment in the discussion Sharing Backtest but not the code
Hello Fred,
Alberto_Papel started the discussion Buy some every month - Hold each stock for a year
Hello fellow geeks,
Alberto_Papel left a comment in the discussion Buy some every month - Hold each stock for a year
Thanks Jared Broad I really like the passion that transpire through the community from the QC...
Alberto_Papel left a comment in the discussion Buy some every month - Hold each stock for a year
Mak K also, noob question
Alberto_Papel left a comment in the discussion Buy some every month - Hold each stock for a year
Mak K Thanks a lot for your help.I'll try to make it part of my algorithm and make it work. I'll...
Alberto_Papel left a comment in the discussion Existing Session with IB Broker
Quick update.
2 years ago