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Public Backtests (8)

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Focused Fluorescent Yellow Ant

17.665Net Profit

57.852PSR

0.945Sharpe Ratio

0.127Alpha

0.106Beta

27.683CAR

10.4Drawdown

0Loss Rate

0Parameters

1Security Types

1.505Sortino Ratio

165Tradeable Dates

49Trades

1.349Treynor Ratio

0Win Rate

Virtual Green Koala

0Parameters

1Security Types

156Tradeable Dates

Formal Red Anguilline

0Parameters

1Security Types

149Tradeable Dates

Creative Light Brown Dinosaur

0Parameters

1Security Types

149Tradeable Dates

Upgraded Apricot Bison

36.422Net Profit

63.228PSR

1.513Sharpe Ratio

0.153Alpha

1.641Beta

71.15CAR

14.1Drawdown

-1.34Loss Rate

0Parameters

0Security Types

144Tradeable Dates

159Trades

0.285Treynor Ratio

6.02Win Rate


Community

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Aditya left a comment in the discussion Trend-Optimized Allocation

The latest algorithm offers a more dynamic rebalance structure. Rather than focusing on a monthly...

2 months ago

Aditya left a comment in the discussion Trend-Optimized Allocation

3 months ago

Focused Fluorescent Yellow Ant

17.665Net Profit

57.852PSR

0.945Sharpe Ratio

0.127Alpha

0.106Beta

27.683CAR

10.4Drawdown

0Loss Rate

0Parameters

1Security Types

1.505Sortino Ratio

165Tradeable Dates

49Trades

1.349Treynor Ratio

0Win Rate

Virtual Green Koala

0Parameters

1Security Types

156Tradeable Dates

Formal Red Anguilline

0Parameters

1Security Types

149Tradeable Dates

Creative Light Brown Dinosaur

0Parameters

1Security Types

149Tradeable Dates

Upgraded Apricot Bison

36.422Net Profit

63.228PSR

1.513Sharpe Ratio

0.153Alpha

1.641Beta

71.15CAR

14.1Drawdown

-1.34Loss Rate

0Parameters

0Security Types

144Tradeable Dates

159Trades

0.285Treynor Ratio

6.02Win Rate

Hipster Tan Wolf

63.765Net Profit

96.374PSR

3.911Sharpe Ratio

0.731Alpha

1.144Beta

160.615CAR

10.1Drawdown

-0.25Loss Rate

4Parameters

0Security Types

128Tradeable Dates

7164Trades

0.829Treynor Ratio

0.3Win Rate

Focused Violet Tapir

63.765Net Profit

96.374PSR

3.911Sharpe Ratio

0.731Alpha

1.144Beta

160.615CAR

10.1Drawdown

-0.25Loss Rate

4Parameters

0Security Types

128Tradeable Dates

7164Trades

0.829Treynor Ratio

0.3Win Rate

Crying Apricot Anguilline

36.439Net Profit

69.386PSR

1.811Sharpe Ratio

0.204Alpha

1.947Beta

83.418CAR

12.1Drawdown

-0.98Loss Rate

4Parameters

0Security Types

127Tradeable Dates

160Trades

0.276Treynor Ratio

4.24Win Rate

Aditya left a comment in the discussion Trend-Optimized Allocation

The latest algorithm offers a more dynamic rebalance structure. Rather than focusing on a monthly...

2 months ago

Aditya left a comment in the discussion Trend-Optimized Allocation

3 months ago