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341.654Net Profit
0.018PSR
0.348Sharpe Ratio
0.091Alpha
-0.057Beta
6.531CAR
82Drawdown
-4.07Loss Rate
8Parameters
1Security Types
0.285Sortino Ratio
0Tradeable Dates
146Trades
-1.513Treynor Ratio
12.54Win Rate
609.746Net Profit
50.436PSR
1.234Sharpe Ratio
0.213Alpha
1.796Beta
47.653CAR
49.2Drawdown
-1.2Loss Rate
0Parameters
0Security Types
1.365Sortino Ratio
1266Tradeable Dates
105Trades
0.274Treynor Ratio
6.6Win Rate
Abhijeet started the discussion Algorithm not placing any trades - what am I doing wrong? Thanks
from datetime import timedelta from QuantConnect.Data.UniverseSelection import * from...
Abhijeet started the discussion How to use multiperiod fields from morningstar fundamentals?
I'm trying to rank companies by revenuegrowth. However OperationRatios.RevenueGrowth is not a...
Abhijeet started the discussion Filtering options by greeks: Delta is chosen correctly in the beginning of backtest but drifts over time
Hi team,
Abhijeet started the discussion Running more than 1 backtest simultaneously
Hi,
341.654Net Profit
0.018PSR
0.348Sharpe Ratio
0.091Alpha
-0.057Beta
6.531CAR
82Drawdown
-4.07Loss Rate
8Parameters
1Security Types
0.285Sortino Ratio
0Tradeable Dates
146Trades
-1.513Treynor Ratio
12.54Win Rate
609.746Net Profit
50.436PSR
1.234Sharpe Ratio
0.213Alpha
1.796Beta
47.653CAR
49.2Drawdown
-1.2Loss Rate
0Parameters
0Security Types
1.365Sortino Ratio
1266Tradeable Dates
105Trades
0.274Treynor Ratio
6.6Win Rate
Abhijeet started the discussion Algorithm not placing any trades - what am I doing wrong? Thanks
from datetime import timedelta from QuantConnect.Data.UniverseSelection import * from...
Abhijeet started the discussion How to use multiperiod fields from morningstar fundamentals?
I'm trying to rank companies by revenuegrowth. However OperationRatios.RevenueGrowth is not a...
Abhijeet started the discussion Filtering options by greeks: Delta is chosen correctly in the beginning of backtest but drifts over time
Hi team,
Abhijeet started the discussion Running more than 1 backtest simultaneously
Hi,
Abhijeet left a comment in the discussion The starting date for symbol - Deactivate Log Message
Was this resolved? Burning through my daily log limit as well due to messages like these:
Abhijeet left a comment in the discussion Probabilistic Sharpe Ratio
Longer duration backtests have higher PSRs. Is there a standardized time period for making sure an...
Abhijeet left a comment in the discussion What Should Be the Theme for the Next Boot Camp?
Late to the party, but options bootcamp would be great
Abhijeet left a comment in the discussion The starting date for symbol - Deactivate Log Message
Was this resolved? Burning through my daily log limit as well due to messages like these:
3 years ago