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0.698Net Profit
8.848PSR
0.083Sharpe Ratio
0.003Alpha
0.769Beta
0.465CAR
19.7Drawdown
0Loss Rate
16Parameters
1Security Types
0Sortino Ratio
375Tradeable Dates
3Trades
0.016Treynor Ratio
0Win Rate
0Net Profit
0PSR
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
18Parameters
0Security Types
7.9228162514264E+28Sortino Ratio
0Tradeable Dates
0Trades
0Treynor Ratio
0Win Rate
8.018Net Profit
28.632PSR
0.544Sharpe Ratio
-0.012Alpha
0.37Beta
8.018CAR
13Drawdown
-0.62Loss Rate
15Parameters
0Security Types
0.596Sortino Ratio
0Tradeable Dates
17Trades
0.167Treynor Ratio
1.8Win Rate
470.619Net Profit
36.178PSR
0.984Sharpe Ratio
0.136Alpha
0.711Beta
28.223CAR
26.8Drawdown
-1.72Loss Rate
7Parameters
0Security Types
1.376Sortino Ratio
1763Tradeable Dates
56Trades
0.304Treynor Ratio
34.87Win Rate
237.479Net Profit
30.692PSR
0.91Sharpe Ratio
0.31Alpha
-0.084Beta
35.235CAR
46.8Drawdown
-0.97Loss Rate
51Parameters
0Security Types
1.28Sortino Ratio
1014Tradeable Dates
1522Trades
-3.55Treynor Ratio
2.52Win Rate
Abhishek started the discussion Symbol ID of Custom Data Symbol while triggering Live
Hi,
Abhishek started the discussion History Daily Bars in Minute Resolution Algo
Hi Team,
Abhishek started the discussion Options Delta Calculation manual warm up
Hi,
Abhishek left a comment in the discussion Options Delta Calculation manual warm up
Hi Varad Kabade,
0.698Net Profit
8.848PSR
0.083Sharpe Ratio
0.003Alpha
0.769Beta
0.465CAR
19.7Drawdown
0Loss Rate
16Parameters
1Security Types
0Sortino Ratio
375Tradeable Dates
3Trades
0.016Treynor Ratio
0Win Rate
0Net Profit
0PSR
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
18Parameters
0Security Types
7.9228162514264E+28Sortino Ratio
0Tradeable Dates
0Trades
0Treynor Ratio
0Win Rate
8.018Net Profit
28.632PSR
0.544Sharpe Ratio
-0.012Alpha
0.37Beta
8.018CAR
13Drawdown
-0.62Loss Rate
15Parameters
0Security Types
0.596Sortino Ratio
0Tradeable Dates
17Trades
0.167Treynor Ratio
1.8Win Rate
470.619Net Profit
36.178PSR
0.984Sharpe Ratio
0.136Alpha
0.711Beta
28.223CAR
26.8Drawdown
-1.72Loss Rate
7Parameters
0Security Types
1.376Sortino Ratio
1763Tradeable Dates
56Trades
0.304Treynor Ratio
34.87Win Rate
237.479Net Profit
30.692PSR
0.91Sharpe Ratio
0.31Alpha
-0.084Beta
35.235CAR
46.8Drawdown
-0.97Loss Rate
51Parameters
0Security Types
1.28Sortino Ratio
1014Tradeable Dates
1522Trades
-3.55Treynor Ratio
2.52Win Rate
-48.852Net Profit
0.608PSR
-0.047Sharpe Ratio
0Alpha
0Beta
-15.572CAR
66.9Drawdown
-1.9Loss Rate
37Parameters
1Security Types
-0.454Sortino Ratio
999Tradeable Dates
1276Trades
0Treynor Ratio
3.55Win Rate
0Net Profit
0PSR
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
1Parameters
0Security Types
7.9228162514264E+28Sortino Ratio
4Tradeable Dates
0Trades
0Treynor Ratio
0Win Rate
0Net Profit
0PSR
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
2Parameters
2Security Types
0Sortino Ratio
8Tradeable Dates
0Trades
0Treynor Ratio
0Win Rate
-26.074Net Profit
6.655PSR
-1.162Sharpe Ratio
-1.071Alpha
3.198Beta
-86.205CAR
43.1Drawdown
-2.43Loss Rate
0Parameters
0Security Types
-0.981Sortino Ratio
37Tradeable Dates
71Trades
-0.218Treynor Ratio
1.32Win Rate
-1.02Net Profit
3.152PSR
-3.268Sharpe Ratio
-0.11Alpha
0.068Beta
-11.483CAR
1.4Drawdown
0Loss Rate
9Parameters
0Security Types
-1.643Sortino Ratio
23Tradeable Dates
2Trades
-1.621Treynor Ratio
0Win Rate
-1.02Net Profit
3.152PSR
-3.268Sharpe Ratio
-0.11Alpha
0.068Beta
-11.483CAR
1.4Drawdown
0Loss Rate
9Parameters
0Security Types
-1.643Sortino Ratio
23Tradeable Dates
2Trades
-1.621Treynor Ratio
0Win Rate
5Parameters
0Security Types
1153Tradeable Dates
Abhishek started the discussion Symbol ID of Custom Data Symbol while triggering Live
Hi,
Abhishek started the discussion History Daily Bars in Minute Resolution Algo
Hi Team,
Abhishek left a comment in the discussion How many backtest can run same time for LEAN CLI locally
Hi Jovad,
Abhishek started the discussion Options Delta Calculation manual warm up
Hi,
Abhishek left a comment in the discussion Options Delta Calculation manual warm up
Hi Varad Kabade,
Abhishek started the discussion Issues with Lean Build on Visual Studio 2019
Hi,
Abhishek started the discussion Lean Open source connection to Sqlite database
Hi,
Abhishek started the discussion SubscriptionDataSource.Rest Polling Daily for Hourly Resolution
Hi,
Abhishek started the discussion Backtest not completing for longer years
Hi,
Abhishek started the discussion Difference between closing and fill price
I am using a ConstantFeeModel of 0.0 and a slippage model as well of 0.0. Hence I expected the fill...
Abhishek left a comment in the discussion Difference between closing and fill price
Right! Thanks for providing both the reason and solution. I agree on the realistic part, but...
Abhishek left a comment in the discussion SubscriptionDataSource.Rest Polling Daily for Hourly Resolution
Hi Jared,
Abhishek left a comment in the discussion Issues with Lean Build on Visual Studio 2019
Hi Alexandre,
Abhishek left a comment in the discussion Issues with Lean Build on Visual Studio 2019
Hi Jack,
Abhishek left a comment in the discussion How many backtest can run same time for LEAN CLI locally
Hi Jovad,
2 years ago