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10.389Net Profit
36.481PSR
0.644Sharpe Ratio
0.173Alpha
0.306Beta
20.795CAR
34.9Drawdown
22Loss Rate
2Parameters
1Security Types
0.0207Sortino Ratio
0Tradeable Dates
794Trades
0.628Treynor Ratio
78Win Rate
Amandeep started the discussion Can commission for Crypto be handled in QC Algorithm Framework? Right now it shows zero fees charged for my strategies.
Here is the backtest I used.
10.389Net Profit
36.481PSR
0.644Sharpe Ratio
0.173Alpha
0.306Beta
20.795CAR
34.9Drawdown
22Loss Rate
2Parameters
1Security Types
0.0207Sortino Ratio
0Tradeable Dates
794Trades
0.628Treynor Ratio
78Win Rate
Amandeep started the discussion Can commission for Crypto be handled in QC Algorithm Framework? Right now it shows zero fees charged for my strategies.
Here is the backtest I used.
Amandeep left a comment in the discussion Can commission for Crypto be handled in QC Algorithm Framework? Right now it shows zero fees charged for my strategies.
I think I am going to Bitfinex for now. The brokerage thing works with that. I just added this line...
Amandeep left a comment in the discussion Can commission for Crypto be handled in QC Algorithm Framework? Right now it shows zero fees charged for my strategies.
I think I am going to Bitfinex for now. The brokerage thing works with that. I just added this line...
4 years ago