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77.601Net Profit
30.967PSR
0.584Sharpe Ratio
0.105Alpha
-0.081Beta
19.324CAR
15Drawdown
-0.49Loss Rate
31Parameters
0Security Types
814Tradeable Dates
3246Trades
-1.288Treynor Ratio
0.54Win Rate
-4.042Net Profit
0.071PSR
-0.752Sharpe Ratio
-0.031Alpha
-0.01Beta
-0.694CAR
21.6Drawdown
57Loss Rate
10Parameters
1Security Types
-0.974Sortino Ratio
1488Tradeable Dates
8003Trades
3.08Treynor Ratio
43Win Rate
-16.018Net Profit
3.047PSR
-0.459Sharpe Ratio
-0.059Alpha
-0.715Beta
-9.937CAR
38.5Drawdown
51Loss Rate
22Parameters
2Security Types
-0.593Sortino Ratio
609Tradeable Dates
319Trades
0.141Treynor Ratio
49Win Rate
-1.86Net Profit
0PSR
-5.804Sharpe Ratio
-0.059Alpha
-0.002Beta
-0.802CAR
2.2Drawdown
84Loss Rate
27Parameters
1Security Types
-2.592Sortino Ratio
584Tradeable Dates
1100Trades
24.271Treynor Ratio
16Win Rate
38.18Net Profit
15.862PSR
0.32Sharpe Ratio
0.033Alpha
0.697Beta
14.867CAR
36Drawdown
50Loss Rate
36Parameters
1Security Types
0.335Sortino Ratio
584Tradeable Dates
979Trades
0.133Treynor Ratio
50Win Rate
Alejandro started the discussion Issues with version 3.0
I have been unable to retrieve the individual backtesting results from Optimizations
Alejandro started the discussion How does the Alpha Assets chart must be interpreted?
How does the Alpha Assets chart is built and how is it intepreted?
Alejandro started the discussion UNABLE TO COMPLETE BOOTCAMP : TIINGO SUSCRIPTION MISSING
I am unable to complete the Tiingo part of the Bootcamp tutorial.I get a missing subscription to...
Alejandro left a comment in the discussion QuantConnect Algorithm Environment 3.0 Beta
I agree with you !Furthermore, the new environment, in its BETA release version does not seem to...
77.601Net Profit
30.967PSR
0.584Sharpe Ratio
0.105Alpha
-0.081Beta
19.324CAR
15Drawdown
-0.49Loss Rate
31Parameters
0Security Types
814Tradeable Dates
3246Trades
-1.288Treynor Ratio
0.54Win Rate
-4.042Net Profit
0.071PSR
-0.752Sharpe Ratio
-0.031Alpha
-0.01Beta
-0.694CAR
21.6Drawdown
57Loss Rate
10Parameters
1Security Types
-0.974Sortino Ratio
1488Tradeable Dates
8003Trades
3.08Treynor Ratio
43Win Rate
-16.018Net Profit
3.047PSR
-0.459Sharpe Ratio
-0.059Alpha
-0.715Beta
-9.937CAR
38.5Drawdown
51Loss Rate
22Parameters
2Security Types
-0.593Sortino Ratio
609Tradeable Dates
319Trades
0.141Treynor Ratio
49Win Rate
-1.86Net Profit
0PSR
-5.804Sharpe Ratio
-0.059Alpha
-0.002Beta
-0.802CAR
2.2Drawdown
84Loss Rate
27Parameters
1Security Types
-2.592Sortino Ratio
584Tradeable Dates
1100Trades
24.271Treynor Ratio
16Win Rate
38.18Net Profit
15.862PSR
0.32Sharpe Ratio
0.033Alpha
0.697Beta
14.867CAR
36Drawdown
50Loss Rate
36Parameters
1Security Types
0.335Sortino Ratio
584Tradeable Dates
979Trades
0.133Treynor Ratio
50Win Rate
43.642Net Profit
11.312PSR
0.282Sharpe Ratio
0.055Alpha
1.245Beta
11.639CAR
30.7Drawdown
-0.76Loss Rate
16Parameters
0Security Types
824Tradeable Dates
486Trades
0.05Treynor Ratio
1.07Win Rate
91.73Net Profit
45.568PSR
0.788Sharpe Ratio
0.088Alpha
1.306Beta
28.157CAR
18.3Drawdown
-0.57Loss Rate
18Parameters
0Security Types
657Tradeable Dates
426Trades
0.122Treynor Ratio
0.99Win Rate
29.816Net Profit
12.572PSR
0.17Sharpe Ratio
0.021Alpha
0.424Beta
8.256CAR
25.1Drawdown
-0.22Loss Rate
14Parameters
0Security Types
824Tradeable Dates
331Trades
0.055Treynor Ratio
0.75Win Rate
36.916Net Profit
26.279PSR
0.413Sharpe Ratio
-0.001Alpha
1.554Beta
18.234CAR
31.4Drawdown
-0.02Loss Rate
6Parameters
0Security Types
470Tradeable Dates
27106Trades
0.059Treynor Ratio
0.01Win Rate
65.967Net Profit
21.759PSR
0.464Sharpe Ratio
0.095Alpha
0.293Beta
17.583CAR
25.6Drawdown
-0.22Loss Rate
3Parameters
0Security Types
785Tradeable Dates
580Trades
0.339Treynor Ratio
0.37Win Rate
200.424Net Profit
61.464PSR
1.119Sharpe Ratio
0.264Alpha
0.07Beta
42.148CAR
22.9Drawdown
-0.05Loss Rate
3Parameters
0Security Types
785Tradeable Dates
593Trades
3.8Treynor Ratio
0.56Win Rate
40.901Net Profit
71.1PSR
0.583Sharpe Ratio
0.037Alpha
-0.168Beta
11.122CAR
7.1Drawdown
0Loss Rate
11Parameters
0Security Types
1186Tradeable Dates
15Trades
-0.207Treynor Ratio
0Win Rate
39.971Net Profit
19.971PSR
-0.001Sharpe Ratio
0.006Alpha
-0.078Beta
3.124CAR
5.7Drawdown
0Loss Rate
20Parameters
0Security Types
3989Tradeable Dates
8Trades
0Treynor Ratio
0Win Rate
3.635Net Profit
0PSR
-0.375Sharpe Ratio
-0.022Alpha
0.03Beta
0.147CAR
25.4Drawdown
0Loss Rate
27Parameters
0Security Types
8857Tradeable Dates
6Trades
-0.666Treynor Ratio
0Win Rate
12.459Net Profit
8.905PSR
-0.39Sharpe Ratio
0Alpha
0Beta
2.375CAR
6Drawdown
47Loss Rate
10Parameters
2Security Types
-0.479Sortino Ratio
1826Tradeable Dates
260Trades
0Treynor Ratio
53Win Rate
4.388Net Profit
2.12PSR
-2.143Sharpe Ratio
-0.023Alpha
-0.003Beta
0.591CAR
2Drawdown
-0.36Loss Rate
43Parameters
0Security Types
1832Tradeable Dates
486Trades
6.972Treynor Ratio
0.34Win Rate
-0.488Net Profit
6.713PSR
-2.422Sharpe Ratio
-0.058Alpha
0.012Beta
-0.378CAR
2.7Drawdown
-0.6Loss Rate
43Parameters
0Security Types
323Tradeable Dates
78Trades
-4.762Treynor Ratio
0.52Win Rate
-4.248Net Profit
3.431PSR
-1.226Sharpe Ratio
-0.074Alpha
-0.048Beta
-3.311CAR
9.2Drawdown
-1.26Loss Rate
43Parameters
0Security Types
323Tradeable Dates
72Trades
1.583Treynor Ratio
0.71Win Rate
1.669Net Profit
62.076PSR
-6.341Sharpe Ratio
-0.046Alpha
0.012Beta
1.292CAR
0.5Drawdown
-0.25Loss Rate
43Parameters
0Security Types
323Tradeable Dates
96Trades
-3.762Treynor Ratio
0.3Win Rate
140.43Net Profit
9.763PSR
0.463Sharpe Ratio
0.001Alpha
1.151Beta
15.059CAR
44.6Drawdown
-1.23Loss Rate
27Parameters
0Security Types
1572Tradeable Dates
1265Trades
0.083Treynor Ratio
1.08Win Rate
128.675Net Profit
11.831PSR
0.511Sharpe Ratio
0.154Alpha
0.687Beta
21.479CAR
53.1Drawdown
-3.02Loss Rate
0Parameters
0Security Types
1067Tradeable Dates
542Trades
0.315Treynor Ratio
5.64Win Rate
11.444Net Profit
15.384PSR
0.242Sharpe Ratio
0.068Alpha
0.765Beta
7.074CAR
53Drawdown
-3.42Loss Rate
0Parameters
0Security Types
397Tradeable Dates
191Trades
0.148Treynor Ratio
5.53Win Rate
36Parameters
0Security Types
1082Tradeable Dates
11326Trades
14.903Net Profit
6.181PSR
-0.049Sharpe Ratio
-0.013Alpha
0.735Beta
4.281CAR
22.5Drawdown
-0.08Loss Rate
34Parameters
0Security Types
830Tradeable Dates
979Trades
-0.008Treynor Ratio
0.09Win Rate
41.317Net Profit
13.513PSR
0.278Sharpe Ratio
0.02Alpha
1.025Beta
11.595CAR
31Drawdown
-0.46Loss Rate
8Parameters
0Security Types
0Tradeable Dates
5227Trades
0.053Treynor Ratio
0.65Win Rate
8.702Net Profit
4.619PSR
-0.205Sharpe Ratio
-0.023Alpha
0.479Beta
2.569CAR
14.9Drawdown
-0.11Loss Rate
36Parameters
0Security Types
824Tradeable Dates
3823Trades
-0.042Treynor Ratio
0.14Win Rate
-3.184Net Profit
0.075PSR
-1.018Sharpe Ratio
-0.036Alpha
0.092Beta
-0.609CAR
8.7Drawdown
-0.04Loss Rate
38Parameters
0Security Types
1330Tradeable Dates
11218Trades
-0.295Treynor Ratio
0.03Win Rate
-7.669Net Profit
0.323PSR
-0.454Sharpe Ratio
-0.032Alpha
-0.2Beta
-1.843CAR
20Drawdown
-0.05Loss Rate
20Parameters
0Security Types
1076Tradeable Dates
11943Trades
0.21Treynor Ratio
0.05Win Rate
61.573Net Profit
18.714PSR
0.423Sharpe Ratio
-0.013Alpha
0.677Beta
10.155CAR
19.1Drawdown
-0.02Loss Rate
38Parameters
0Security Types
1246Tradeable Dates
489Trades
0.068Treynor Ratio
0.09Win Rate
96.224Net Profit
1.961PSR
0.266Sharpe Ratio
-0.018Alpha
0.704Beta
6.767CAR
31.1Drawdown
-0.17Loss Rate
5Parameters
0Security Types
2587Tradeable Dates
1046Trades
0.043Treynor Ratio
0.1Win Rate
Alejandro started the discussion Issues with version 3.0
I have been unable to retrieve the individual backtesting results from Optimizations
Alejandro started the discussion How does the Alpha Assets chart must be interpreted?
How does the Alpha Assets chart is built and how is it intepreted?
Alejandro started the discussion UNABLE TO COMPLETE BOOTCAMP : TIINGO SUSCRIPTION MISSING
I am unable to complete the Tiingo part of the Bootcamp tutorial.I get a missing subscription to...
Alejandro left a comment in the discussion UNABLE TO COMPLETE BOOTCAMP : TIINGO SUSCRIPTION MISSING
Thanks!
Alejandro left a comment in the discussion QuantConnect Algorithm Environment 3.0 Beta
I agree with you !Furthermore, the new environment, in its BETA release version does not seem to...
Alejandro left a comment in the discussion Forex carry rollover interests
With regards to the FX carry trade tutorial, I see that the pairs are USD___, so when the orders...
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Alejandro left a comment in the discussion UNABLE TO COMPLETE BOOTCAMP : TIINGO SUSCRIPTION MISSING
Thanks!
3 years ago