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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
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...
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