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Public Backtests (8)

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Adaptable Fluorescent Pink Cow

1936.624Net Profit

44.327PSR

1.12Sharpe Ratio

0.398Alpha

-0.268Beta

36.35CAR

55.5Drawdown

0Loss Rate

8Parameters

1Security Types

0Sortino Ratio

2444Tradeable Dates

146Trades

-1.344Treynor Ratio

100Win Rate

Creative Violet Goshawk

1553.028Net Profit

6.611PSR

0.754Sharpe Ratio

0.121Alpha

-0.064Beta

9.56CAR

38.2Drawdown

10Loss Rate

8Parameters

1Security Types

6.1327Sortino Ratio

7790Tradeable Dates

807Trades

-1.807Treynor Ratio

90Win Rate

Upgraded Magenta Dogfish

2312.852Net Profit

4.857PSR

0.73Sharpe Ratio

0.144Alpha

-0.083Beta

10.917CAR

46.1Drawdown

5Loss Rate

8Parameters

1Security Types

35.8809Sortino Ratio

7790Tradeable Dates

412Trades

-1.659Treynor Ratio

95Win Rate

TQQQ+SPY(0.5 each)

3691.663Net Profit

3.103PSR

0.698Sharpe Ratio

0.178Alpha

-0.11Beta

12.561CAR

55.5Drawdown

7Loss Rate

8Parameters

1Security Types

70.929Sortino Ratio

7790Tradeable Dates

270Trades

-1.526Treynor Ratio

93Win Rate

2002-2020 1,124%

1124.863Net Profit

3.956PSR

0.67Sharpe Ratio

0.141Alpha

-0.082Beta

13.599CAR

44.7Drawdown

11Loss Rate

8Parameters

1Security Types

0.8869Sortino Ratio

4944Tradeable Dates

307Trades

-1.614Treynor Ratio

89Win Rate


Community

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Adaptable Fluorescent Pink Cow

1936.624Net Profit

44.327PSR

1.12Sharpe Ratio

0.398Alpha

-0.268Beta

36.35CAR

55.5Drawdown

0Loss Rate

8Parameters

1Security Types

0Sortino Ratio

2444Tradeable Dates

146Trades

-1.344Treynor Ratio

100Win Rate

Creative Violet Goshawk

1553.028Net Profit

6.611PSR

0.754Sharpe Ratio

0.121Alpha

-0.064Beta

9.56CAR

38.2Drawdown

10Loss Rate

8Parameters

1Security Types

6.1327Sortino Ratio

7790Tradeable Dates

807Trades

-1.807Treynor Ratio

90Win Rate

Upgraded Magenta Dogfish

2312.852Net Profit

4.857PSR

0.73Sharpe Ratio

0.144Alpha

-0.083Beta

10.917CAR

46.1Drawdown

5Loss Rate

8Parameters

1Security Types

35.8809Sortino Ratio

7790Tradeable Dates

412Trades

-1.659Treynor Ratio

95Win Rate

TQQQ+SPY(0.5 each)

3691.663Net Profit

3.103PSR

0.698Sharpe Ratio

0.178Alpha

-0.11Beta

12.561CAR

55.5Drawdown

7Loss Rate

8Parameters

1Security Types

70.929Sortino Ratio

7790Tradeable Dates

270Trades

-1.526Treynor Ratio

93Win Rate

2002-2020 1,124%

1124.863Net Profit

3.956PSR

0.67Sharpe Ratio

0.141Alpha

-0.082Beta

13.599CAR

44.7Drawdown

11Loss Rate

8Parameters

1Security Types

0.8869Sortino Ratio

4944Tradeable Dates

307Trades

-1.614Treynor Ratio

89Win Rate

2020 2021 72.71 %

72.713Net Profit

82.01PSR

2.42Sharpe Ratio

0.633Alpha

-0.073Beta

72.455CAR

11.5Drawdown

0Loss Rate

8Parameters

0Security Types

2.59Sortino Ratio

253Tradeable Dates

21Trades

-8.418Treynor Ratio

2.23Win Rate

Allocation Only

21.762Net Profit

33.815PSR

0.691Sharpe Ratio

0.333Alpha

-0.299Beta

21.697CAR

42.9Drawdown

0Loss Rate

7Parameters

0Security Types

0.535Sortino Ratio

253Tradeable Dates

3Trades

-0.913Treynor Ratio

0Win Rate

Energetic Yellow Albatross

-27.557Net Profit

1.188PSR

-1.231Sharpe Ratio

-0.587Alpha

1.042Beta

-40.146CAR

31.8Drawdown

100Loss Rate

13Parameters

1Security Types

-4.2766Sortino Ratio

195Tradeable Dates

47Trades

-0.303Treynor Ratio

0Win Rate