aaron
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Date Joined
13th May, 2024
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2024-05-30 02:31:13
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2024-05-30 01:36:52
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2024-05-13 07:26:31
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Public Backtests (2)
View More66.579Net Profit
15.318PSR
0.485Sharpe Ratio
0.123Alpha
0.661Beta
13.597CAR
33.9Drawdown
-0.36Loss Rate
14Parameters
0Security Types
1004Tradeable Dates
783Trades
0.132Treynor Ratio
0.45Win Rate
65.656Net Profit
64.683PSR
1.257Sharpe Ratio
0.303Alpha
0.73Beta
35.062CAR
12.2Drawdown
-0.24Loss Rate
11Parameters
0Security Types
422Tradeable Dates
619Trades
0.313Treynor Ratio
0.32Win Rate
Community
View Moreaaron left a comment in the discussion Security Doesn't Have a Bar of Data Trade Error- Options Trading
(mostly) fixed, was trying to order on non-market days now there are just a couple of stocks this...
aaron left a comment in the discussion Security Doesn't Have a Bar of Data Trade Error- Options Trading
Hi Derek, (or anyone else)(sorry know this is an old thread but didn't want to create duplicate)
66.579Net Profit
15.318PSR
0.485Sharpe Ratio
0.123Alpha
0.661Beta
13.597CAR
33.9Drawdown
-0.36Loss Rate
14Parameters
0Security Types
1004Tradeable Dates
783Trades
0.132Treynor Ratio
0.45Win Rate
65.656Net Profit
64.683PSR
1.257Sharpe Ratio
0.303Alpha
0.73Beta
35.062CAR
12.2Drawdown
-0.24Loss Rate
11Parameters
0Security Types
422Tradeable Dates
619Trades
0.313Treynor Ratio
0.32Win Rate
aaron left a comment in the discussion Security Doesn't Have a Bar of Data Trade Error- Options Trading
actually is still happening once I extended backtest time
aaron left a comment in the discussion Security Doesn't Have a Bar of Data Trade Error- Options Trading
(mostly) fixed, was trying to order on non-market days now there are just a couple of stocks this...
aaron left a comment in the discussion Security Doesn't Have a Bar of Data Trade Error- Options Trading
Hi Derek, (or anyone else)(sorry know this is an old thread but didn't want to create duplicate)
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aaron left a comment in the discussion Security Doesn't Have a Bar of Data Trade Error- Options Trading
actually is still happening once I extended backtest time
3 months ago