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Public Backtests (23)

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Formal Light Brown Cow

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

Crawling Fluorescent Orange Whale

-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

Crying Apricot Pigeon

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

Crawling Magenta Crocodile

-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

Hipster Yellow-Green Owl

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


Community

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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...

2 years ago

Alberto_Papel started the discussion Existing Session with IB Broker

Hey guys, I'm having a bit of hard time fixing this: 

2 years ago

Alberto_Papel started the discussion Unrealised - meaning and reading

Hey quants,

2 years ago

Alberto_Papel started the discussion Family account management

Hey guys,

2 years ago

Alberto_Papel left a comment in the discussion Existing Session with IB Broker

Quick update.

2 years ago

Formal Light Brown Cow

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

Crawling Fluorescent Orange Whale

-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

Crying Apricot Pigeon

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

Crawling Magenta Crocodile

-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

Hipster Yellow-Green Owl

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

Swimming Black Hippopotamus

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

Energetic Apricot Salmon

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

Measured Yellow Dolphin

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

Ugly Red Tapir

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

Pensive Asparagus Giraffe

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

Energetic Red-Orange Viper

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

Sleepy Tan Caterpillar

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

Pensive Black Caribou

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

Smooth Blue Fly

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

Crawling Apricot Gorilla

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

Calm Yellow-Green Cobra

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

Geeky Green Chinchilla

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

Alert Green Giraffe

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

Dancing Sky Blue Badger

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

Creative Yellow-Green Armadillo

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

Swimming Apricot Koala

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

Upgraded Fluorescent Orange Fox

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

Fat Apricot Cow

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...

2 years ago

Alberto_Papel started the discussion Existing Session with IB Broker

Hey guys, I'm having a bit of hard time fixing this: 

2 years ago

Alberto_Papel started the discussion Unrealised - meaning and reading

Hey quants,

2 years ago

Alberto_Papel started the discussion Family account management

Hey guys,

2 years ago

Alberto_Papel left a comment in the discussion Existing Session with IB Broker

Quick update.

2 years ago

Alberto_Papel left a comment in the discussion Sharing Backtest but not the code

Thanks guys :)

2 years ago

Alberto_Papel left a comment in the discussion Sharing Backtest but not the code

Hello Fred,

2 years ago

Alberto_Papel started the discussion Buy some every month - Hold each stock for a year

Hello fellow geeks,

3 years ago

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...

3 years ago

Alberto_Papel left a comment in the discussion Buy some every month - Hold each stock for a year

Mak K also, noob question 

3 years ago

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...

3 years ago