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Public Backtests (60)

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Crying Yellow Green Kangaroo

9.923Net Profit

6.89PSR

0.26Sharpe Ratio

0.036Alpha

-0.047Beta

3.526CAR

23.6Drawdown

62Loss Rate

14Parameters

1Security Types

0.0477Sortino Ratio

688Tradeable Dates

39Trades

-0.686Treynor Ratio

38Win Rate

Upgraded Fluorescent Pink Fly

9.923Net Profit

6.89PSR

0.26Sharpe Ratio

0.036Alpha

-0.047Beta

3.526CAR

23.6Drawdown

62Loss Rate

14Parameters

1Security Types

0.0477Sortino Ratio

688Tradeable Dates

39Trades

-0.686Treynor Ratio

38Win Rate

Crying Yellow Green Manatee

3.656Net Profit

4.43PSR

0.148Sharpe Ratio

0.037Alpha

-0.081Beta

1.324CAR

37.5Drawdown

61Loss Rate

12Parameters

1Security Types

-0.1029Sortino Ratio

688Tradeable Dates

19Trades

-0.372Treynor Ratio

39Win Rate

Geeky Violet Rat

8.885Net Profit

6.56PSR

0.25Sharpe Ratio

0.029Alpha

-0.006Beta

3.167CAR

12.6Drawdown

63Loss Rate

14Parameters

1Security Types

0.2759Sortino Ratio

688Tradeable Dates

20Trades

-4.51Treynor Ratio

37Win Rate

500 percent

3.068Net Profit

17.017PSR

0.209Sharpe Ratio

0.037Alpha

0.032Beta

3.06CAR

19.2Drawdown

-0.32Loss Rate

11Parameters

0Security Types

253Tradeable Dates

58Trades

1.307Treynor Ratio

0.03Win Rate


Community

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andres started the discussion Wrong Saved Keras model

Hello community,

2 years ago

andres started the discussion TypeError: zip argument #1 must support iteration with pandas datatime Index

Hello,

2 years ago

andres started the discussion Hourly Candle plot with Customized TradeBar Indicator

Hello!!

2 years ago

andres started the discussion Erro while training a Keras model in Notebook

I want to train the following model.

2 years ago

andres started the discussion Paper Trading with Bitfinex corrupted data

Hello, I have an algorithm ready for paper trading before going real, I have tested it with BTCUSD...

2 years ago

Crying Yellow Green Kangaroo

9.923Net Profit

6.89PSR

0.26Sharpe Ratio

0.036Alpha

-0.047Beta

3.526CAR

23.6Drawdown

62Loss Rate

14Parameters

1Security Types

0.0477Sortino Ratio

688Tradeable Dates

39Trades

-0.686Treynor Ratio

38Win Rate

Upgraded Fluorescent Pink Fly

9.923Net Profit

6.89PSR

0.26Sharpe Ratio

0.036Alpha

-0.047Beta

3.526CAR

23.6Drawdown

62Loss Rate

14Parameters

1Security Types

0.0477Sortino Ratio

688Tradeable Dates

39Trades

-0.686Treynor Ratio

38Win Rate

Crying Yellow Green Manatee

3.656Net Profit

4.43PSR

0.148Sharpe Ratio

0.037Alpha

-0.081Beta

1.324CAR

37.5Drawdown

61Loss Rate

12Parameters

1Security Types

-0.1029Sortino Ratio

688Tradeable Dates

19Trades

-0.372Treynor Ratio

39Win Rate

Geeky Violet Rat

8.885Net Profit

6.56PSR

0.25Sharpe Ratio

0.029Alpha

-0.006Beta

3.167CAR

12.6Drawdown

63Loss Rate

14Parameters

1Security Types

0.2759Sortino Ratio

688Tradeable Dates

20Trades

-4.51Treynor Ratio

37Win Rate

500 percent

3.068Net Profit

17.017PSR

0.209Sharpe Ratio

0.037Alpha

0.032Beta

3.06CAR

19.2Drawdown

-0.32Loss Rate

11Parameters

0Security Types

253Tradeable Dates

58Trades

1.307Treynor Ratio

0.03Win Rate

100 percent

-11Net Profit

1.736PSR

-0.633Sharpe Ratio

-0.063Alpha

-0.051Beta

-10.972CAR

19.4Drawdown

-0.48Loss Rate

14Parameters

0Security Types

253Tradeable Dates

60Trades

1.386Treynor Ratio

0.01Win Rate

Point B

-11.69Net Profit

1.441PSR

-0.748Sharpe Ratio

-0.055Alpha

-0.136Beta

-11.66CAR

19.9Drawdown

-11.83Loss Rate

5Parameters

0Security Types

253Tradeable Dates

4Trades

0.568Treynor Ratio

0.16Win Rate

Point A

-9.911Net Profit

1.157PSR

-0.707Sharpe Ratio

-0.051Alpha

-0.087Beta

-9.886CAR

14.1Drawdown

-5.08Loss Rate

3Parameters

0Security Types

253Tradeable Dates

4Trades

0.753Treynor Ratio

0Win Rate

Emotional Blue Leopard

-46.282Net Profit

0.635PSR

-0.343Sharpe Ratio

-0.27Alpha

1.743Beta

-23.597CAR

59.8Drawdown

-3.66Loss Rate

0Parameters

0Security Types

843Tradeable Dates

6Trades

-0.068Treynor Ratio

0Win Rate

Logical Violet Jackal

0Net Profit

0PSR

0Sharpe Ratio

0Alpha

0Beta

0CAR

0Drawdown

0Loss Rate

0Parameters

0Security Types

141Tradeable Dates

0Trades

0Treynor Ratio

0Win Rate

Assignment2

31.494Net Profit

15.14PSR

0.464Sharpe Ratio

0.241Alpha

-1.327Beta

12.59CAR

35.4Drawdown

-2.7Loss Rate

0Parameters

0Security Types

843Tradeable Dates

280Trades

-0.095Treynor Ratio

2.4Win Rate

Fat Red Orange Dinosaur

0Net Profit

0PSR

0Sharpe Ratio

0Alpha

0Beta

0CAR

0Drawdown

0Loss Rate

63Parameters

0Security Types

141Tradeable Dates

0Trades

0Treynor Ratio

0Win Rate

Casual Fluorescent Pink Flamingo

-55.565Net Profit

0PSR

-2.395Sharpe Ratio

-1.072Alpha

0.313Beta

-99.802CAR

56.2Drawdown

-0.07Loss Rate

48Parameters

1Security Types

0Tradeable Dates

10001Trades

-3.151Treynor Ratio

0.09Win Rate

Logical Brown Guanaco

-17.824Net Profit

0PSR

-3.173Sharpe Ratio

-1.038Alpha

0.528Beta

-99.891CAR

17.8Drawdown

85Loss Rate

40Parameters

1Security Types

-0.0695Sortino Ratio

0Tradeable Dates

10001Trades

-1.879Treynor Ratio

15Win Rate

Energetic Light Brown Pelican

3.739Net Profit

42.935PSR

1.059Sharpe Ratio

0.352Alpha

7.31Beta

18.096CAR

41.9Drawdown

-1.55Loss Rate

20Parameters

0Security Types

79Tradeable Dates

10001Trades

0.174Treynor Ratio

8.66Win Rate

Fat Yellow Green Seahorse

-20.728Net Profit

22.494PSR

-0.359Sharpe Ratio

-0.754Alpha

3.202Beta

-67.901CAR

38.4Drawdown

-4.52Loss Rate

20Parameters

0Security Types

79Tradeable Dates

10001Trades

-0.102Treynor Ratio

5.4Win Rate

Dancing Apricot Rat

-4.823Net Profit

0PSR

-1.687Sharpe Ratio

-0.017Alpha

0.002Beta

-2.442CAR

5.2Drawdown

-0.14Loss Rate

0Parameters

0Security Types

0Tradeable Dates

152Trades

-9.115Treynor Ratio

0.08Win Rate

Formal Violet Cormorant

0Net Profit

0PSR

0Sharpe Ratio

0Alpha

0Beta

0CAR

0Drawdown

0Loss Rate

43Parameters

1Security Types

0Tradeable Dates

0Trades

0Treynor Ratio

0Win Rate

Focused Violet Frog

-87.212Net Profit

0PSR

-1.395Sharpe Ratio

-0.433Alpha

0.001Beta

-59.419CAR

87.2Drawdown

-0.18Loss Rate

84Parameters

1Security Types

0Tradeable Dates

1706Trades

-474.469Treynor Ratio

0.09Win Rate

Determined Fluorescent Orange Gorilla

-0.845Net Profit

0.482PSR

-0.707Sharpe Ratio

-0.003Alpha

0.021Beta

-0.565CAR

1.2Drawdown

-0.02Loss Rate

5Parameters

1Security Types

465Tradeable Dates

473Trades

-0.185Treynor Ratio

0.02Win Rate

Well Dressed Sky Blue Fox

0Net Profit

0PSR

0Sharpe Ratio

0Alpha

0Beta

0CAR

0Drawdown

0Loss Rate

0Parameters

0Security Types

0Tradeable Dates

0Trades

0Treynor Ratio

0Win Rate

Final

0Net Profit

0PSR

0Sharpe Ratio

0Alpha

0Beta

0CAR

0Drawdown

0Loss Rate

0Parameters

0Security Types

0Tradeable Dates

0Trades

0Treynor Ratio

0Win Rate

Assignment5_2_5

1.521Net Profit

9.724PSR

0.241Sharpe Ratio

0.004Alpha

0.013Beta

0.758CAR

2.1Drawdown

-0.4Loss Rate

0Parameters

0Security Types

0Tradeable Dates

77Trades

0.416Treynor Ratio

0.53Win Rate

Assignment5_2_4

1.521Net Profit

9.724PSR

0.241Sharpe Ratio

0.004Alpha

0.013Beta

0.758CAR

2.1Drawdown

-0.4Loss Rate

0Parameters

0Security Types

0Tradeable Dates

77Trades

0.416Treynor Ratio

0.53Win Rate

Assignment5_2_3

0.846Net Profit

7.24PSR

0.117Sharpe Ratio

0.003Alpha

0.006Beta

0.422CAR

6Drawdown

-0.54Loss Rate

0Parameters

0Security Types

0Tradeable Dates

55Trades

0.603Treynor Ratio

0.56Win Rate

assignment 5_2_1

0Net Profit

0PSR

0Sharpe Ratio

0Alpha

0Beta

0CAR

0Drawdown

0Loss Rate

1Parameters

0Security Types

0Tradeable Dates

0Trades

0Treynor Ratio

0Win Rate

Geeky Asparagus Barracuda

9.562Net Profit

32.729PSR

0.648Sharpe Ratio

-0.116Alpha

1.266Beta

9.617CAR

7.8Drawdown

0Loss Rate

5Parameters

0Security Types

1.123Sortino Ratio

251Tradeable Dates

2Trades

0.057Treynor Ratio

0Win Rate

MS_50/XOM_50

9.562Net Profit

32.729PSR

0.648Sharpe Ratio

-0.116Alpha

1.266Beta

9.617CAR

7.8Drawdown

0Loss Rate

5Parameters

0Security Types

1.123Sortino Ratio

251Tradeable Dates

2Trades

0.057Treynor Ratio

0Win Rate

MS100

23.597Net Profit

47.014PSR

1.017Sharpe Ratio

-0.105Alpha

1.893Beta

23.741CAR

13.2Drawdown

0Loss Rate

5Parameters

0Security Types

1.734Sortino Ratio

251Tradeable Dates

1Trades

0.093Treynor Ratio

0Win Rate

XOM100

-4.473Net Profit

6.024PSR

-0.293Sharpe Ratio

-0.109Alpha

0.554Beta

-4.497CAR

14Drawdown

0Loss Rate

5Parameters

0Security Types

-0.608Sortino Ratio

251Tradeable Dates

1Trades

-0.049Treynor Ratio

0Win Rate

andres started the discussion Wrong Saved Keras model

Hello community,

2 years ago

andres started the discussion TypeError: zip argument #1 must support iteration with pandas datatime Index

Hello,

2 years ago

andres started the discussion Hourly Candle plot with Customized TradeBar Indicator

Hello!!

2 years ago

andres started the discussion Erro while training a Keras model in Notebook

I want to train the following model.

2 years ago

andres started the discussion Paper Trading with Bitfinex corrupted data

Hello, I have an algorithm ready for paper trading before going real, I have tested it with BTCUSD...

2 years ago

andres started the discussion Chart information with lean

Hello,

2 years ago

andres left a comment in the discussion Custom Indicator in Research?

Hello, for this to be possible you would have to do a manual update:

2 years ago

andres left a comment in the discussion Hourly Candle plot with Customized TradeBar Indicator

I understand, thanks for the reply Louis.

2 years ago

andres left a comment in the discussion Wrong Saved Keras model

Hero!!! Thank you Adam, that did the job.

2 years ago