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Public Backtests (312)

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Calculating Yellow Green Salmon

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

Alert Fluorescent Orange Buffalo

-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

Formal Red Orange Ant

-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

Well Dressed Black Leopard

-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

Adaptable Red Orange Scorpion

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


Community

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Alejandro started the discussion Issues with version 3.0

I have been unable to retrieve the individual backtesting results from Optimizations

2 years ago

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?

3 years ago

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...

3 years ago

Alejandro left a comment in the discussion UNABLE TO COMPLETE BOOTCAMP : TIINGO SUSCRIPTION MISSING

Thanks!

3 years ago

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...

3 years ago

Calculating Yellow Green Salmon

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

Alert Fluorescent Orange Buffalo

-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

Formal Red Orange Ant

-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

Well Dressed Black Leopard

-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

Adaptable Red Orange Scorpion

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

Swimming Black Kangaroo

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

Creative Red Orange Elephant

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

Creative Tan Cormorant

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

Well Dressed Violet Pelican

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

Logical Sky Blue Bear

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

Emotional Light Brown Dragonfly

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

Creative Yellow Caterpillar

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

Hyper Active Fluorescent Pink Koala

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

Focused Black Galago

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

Alert Apricot Goat

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

Sleepy Yellow Green Ant

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

Well Dressed Yellow Gorilla

-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

Hipster Green Bear

-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

Smooth Yellow Duck

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

Upgraded Orange Fox

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

Calm Violet Rabbit

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

Energetic Blue Bull

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

Sleepy Red Orange Lemur

36Parameters

0Security Types

1082Tradeable Dates

11326Trades

Emotional Fluorescent Yellow Cow

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

Emotional Tan Monkey

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

Energetic Green Fly

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

Emotional Fluorescent Yellow Koala

-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

Creative Black Bull

-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

Energetic Light Brown Anguilline

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

Ugly Apricot Snake

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

2 years ago

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?

3 years ago

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...

3 years ago

Alejandro left a comment in the discussion UNABLE TO COMPLETE BOOTCAMP : TIINGO SUSCRIPTION MISSING

Thanks!

3 years ago

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...

3 years ago

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...

4 years ago

QuantConnect Boot Camp

QuantConnect Boot Camp is a comprehensive educational program designed to help individuals learn algorithmic trading and quantitative finance using the QuantConnect platform.

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