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Public Backtests (1)

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Measured Violet Guanaco

78.181Net Profit

2.323Sharpe Ratio

-0.015Alpha

37.999Beta

101.936CAR

51.3Drawdown

25Loss Rate

1Security Types

0Sortino Ratio

300Tradeable Dates

18Trades

0.013Treynor Ratio

75Win Rate


Community

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Ali left a comment in the discussion Trading with alpaca

Is there a way to do backtesting and have LEAN get historical data directly from Alpaca (or polygon...

5 years ago

Measured Violet Guanaco

78.181Net Profit

2.323Sharpe Ratio

-0.015Alpha

37.999Beta

101.936CAR

51.3Drawdown

25Loss Rate

1Security Types

0Sortino Ratio

300Tradeable Dates

18Trades

0.013Treynor Ratio

75Win Rate

Ali left a comment in the discussion Trading with alpaca

Is there a way to do backtesting and have LEAN get historical data directly from Alpaca (or polygon...

5 years ago