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Public Backtests (1)

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EMA Backtest

3.81Net Profit

18.154PSR

-0.202Sharpe Ratio

-0.052Alpha

0.238Beta

3.506CAR

13.4Drawdown

-0.05Loss Rate

0Parameters

0Security Types

271Tradeable Dates

6872Trades

-0.092Treynor Ratio

0.04Win Rate


Community

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EMA Backtest

3.81Net Profit

18.154PSR

-0.202Sharpe Ratio

-0.052Alpha

0.238Beta

3.506CAR

13.4Drawdown

-0.05Loss Rate

0Parameters

0Security Types

271Tradeable Dates

6872Trades

-0.092Treynor Ratio

0.04Win Rate