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70.604Net Profit
4.12PSR
0.502Sharpe Ratio
0.078Alpha
-0.177Beta
5.788CAR
17.4Drawdown
-0.22Loss Rate
33Parameters
1Security Types
0.756Sortino Ratio
2386Tradeable Dates
967Trades
-0.301Treynor Ratio
0.94Win Rate
0Net Profit
0PSR
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
1Parameters
1Security Types
0Sortino Ratio
1886Tradeable Dates
0Trades
0Treynor Ratio
0Win Rate
16.723Net Profit
43.467PSR
0.922Sharpe Ratio
0.095Alpha
-0.004Beta
13.148CAR
13.4Drawdown
-1.03Loss Rate
24Parameters
0Security Types
0.589Sortino Ratio
457Tradeable Dates
102Trades
-22.752Treynor Ratio
1.35Win Rate
Abbi left a comment in the discussion 2050 start date for symbol PTGI
Hey Derek,
Abbi left a comment in the discussion The In & Out Strategy - Continued from Quantopian
Guy,
Abbi left a comment in the discussion 2050 start date for symbol PTGI
Thanks Louis,
Abbi left a comment in the discussion Tensorflow
Yes, that would be great!
70.604Net Profit
4.12PSR
0.502Sharpe Ratio
0.078Alpha
-0.177Beta
5.788CAR
17.4Drawdown
-0.22Loss Rate
33Parameters
1Security Types
0.756Sortino Ratio
2386Tradeable Dates
967Trades
-0.301Treynor Ratio
0.94Win Rate
0Net Profit
0PSR
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
1Parameters
1Security Types
0Sortino Ratio
1886Tradeable Dates
0Trades
0Treynor Ratio
0Win Rate
16.723Net Profit
43.467PSR
0.922Sharpe Ratio
0.095Alpha
-0.004Beta
13.148CAR
13.4Drawdown
-1.03Loss Rate
24Parameters
0Security Types
0.589Sortino Ratio
457Tradeable Dates
102Trades
-22.752Treynor Ratio
1.35Win Rate
Abbi left a comment in the discussion Rotational Bond Strategy
Hi Todd,
Abbi left a comment in the discussion 2050 start date for symbol PTGI
Hey Derek,
Abbi left a comment in the discussion The In & Out Strategy - Continued from Quantopian
Guy,
Abbi left a comment in the discussion 2050 start date for symbol PTGI
Thanks Louis,
Abbi left a comment in the discussion Tensorflow
Yes, that would be great!
Abbi left a comment in the discussion Rotational Bond Strategy
Hi Todd,
3 years ago