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Public Backtests (4)

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Formal Black Donkey

60.643Net Profit

84.065PSR

1.032Sharpe Ratio

0.059Alpha

0.065Beta

13.411CAR

5.8Drawdown

-0.98Loss Rate

0Parameters

0Security Types

1169Tradeable Dates

77Trades

0.989Treynor Ratio

2.04Win Rate

Swimming Violet Bear

715.026Net Profit

22.323PSR

0.762Sharpe Ratio

0.024Alpha

1.1Beta

18.734CAR

33.6Drawdown

-0.38Loss Rate

0Parameters

0Security Types

3071Tradeable Dates

875Trades

0.112Treynor Ratio

2.86Win Rate

Crawling Magenta Barracuda

505.575Net Profit

20.773PSR

0.721Sharpe Ratio

0.011Alpha

0.997Beta

15.882CAR

33.6Drawdown

-1.03Loss Rate

0Parameters

0Security Types

3071Tradeable Dates

478Trades

0.1Treynor Ratio

1.58Win Rate

Muscular Fluorescent Yellow Galago

427.251Net Profit

16.537PSR

0.675Sharpe Ratio

0.009Alpha

0.997Beta

15.094CAR

33.6Drawdown

-1.78Loss Rate

0Parameters

0Security Types

2972Tradeable Dates

80Trades

0.095Treynor Ratio

7.36Win Rate


Community

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anastasia started the discussion Increasing Sharpe Ratio in Forex Trading

1 months ago

anastasia left a comment in the discussion Upcoming Holiday Momentum for Amazon

Derek,

1 months ago

anastasia left a comment in the discussion Upcoming Holiday Momentum for Amazon

Derek,

1 months ago

anastasia left a comment in the discussion Upcoming Holiday Momentum for Amazon

Derek,

1 months ago

Formal Black Donkey

60.643Net Profit

84.065PSR

1.032Sharpe Ratio

0.059Alpha

0.065Beta

13.411CAR

5.8Drawdown

-0.98Loss Rate

0Parameters

0Security Types

1169Tradeable Dates

77Trades

0.989Treynor Ratio

2.04Win Rate

Swimming Violet Bear

715.026Net Profit

22.323PSR

0.762Sharpe Ratio

0.024Alpha

1.1Beta

18.734CAR

33.6Drawdown

-0.38Loss Rate

0Parameters

0Security Types

3071Tradeable Dates

875Trades

0.112Treynor Ratio

2.86Win Rate

Crawling Magenta Barracuda

505.575Net Profit

20.773PSR

0.721Sharpe Ratio

0.011Alpha

0.997Beta

15.882CAR

33.6Drawdown

-1.03Loss Rate

0Parameters

0Security Types

3071Tradeable Dates

478Trades

0.1Treynor Ratio

1.58Win Rate

Muscular Fluorescent Yellow Galago

427.251Net Profit

16.537PSR

0.675Sharpe Ratio

0.009Alpha

0.997Beta

15.094CAR

33.6Drawdown

-1.78Loss Rate

0Parameters

0Security Types

2972Tradeable Dates

80Trades

0.095Treynor Ratio

7.36Win Rate

anastasia started the discussion Increasing Sharpe Ratio in Forex Trading

1 months ago

anastasia left a comment in the discussion Upcoming Holiday Momentum for Amazon

Derek,

1 months ago

anastasia left a comment in the discussion Upcoming Holiday Momentum for Amazon

Derek,

1 months ago

anastasia left a comment in the discussion Upcoming Holiday Momentum for Amazon

Derek,

1 months ago