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-15.613Net Profit
0.381PSR
-0.959Sharpe Ratio
-0.087Alpha
0.051Beta
-8.119CAR
20.9Drawdown
-0.76Loss Rate
0Parameters
0Security Types
731Tradeable Dates
280Trades
-1.74Treynor Ratio
0.92Win Rate
-7.436Net Profit
1.79PSR
-0.588Sharpe Ratio
-0.045Alpha
0.034Beta
-3.781CAR
15.2Drawdown
-0.94Loss Rate
0Parameters
0Security Types
731Tradeable Dates
180Trades
-1.352Treynor Ratio
1.01Win Rate
43.458Net Profit
12.571PSR
0.331Sharpe Ratio
0.017Alpha
0.488Beta
10.139CAR
25Drawdown
46Loss Rate
0Parameters
1Security Types
0.286Sortino Ratio
938Tradeable Dates
957Trades
0.106Treynor Ratio
54Win Rate
0Net Profit
0PSR
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
0Parameters
1Security Types
0Sortino Ratio
217Tradeable Dates
0Trades
0Treynor Ratio
0Win Rate
-1.858Net Profit
2.08PSR
-1.395Sharpe Ratio
-0.033Alpha
-0.028Beta
-1.116CAR
4.7Drawdown
-0.21Loss Rate
0Parameters
0Security Types
506Tradeable Dates
208Trades
1.192Treynor Ratio
0.15Win Rate
Ashutosh left a comment in the discussion TMTC, Daily The issue starts from Nov 22nd, 2024 12:00 AM; and continues until Nov 25th, 2024 12:00 AM
The business combination of TMT Acquisition Corp (TMTC/R/U) & Elong Power Holding Limited...
Ashutosh left a comment in the discussion ZAPP, Daily The issue starts from Jul 8th, 2024 09:30 AM; and continues until Jul 8th, 2024 10:10 AM
On checking the tick data we can see that there is a dirty tick from NYSE:
Ashutosh left a comment in the discussion SWBI, Daily The issue starts from Nov 8th, 1998; and continues until Jun 1st, 2020
On June 1, 2020, the company changed its name from American Outdoor Brands Corporation to Smith...
Ashutosh left a comment in the discussion Download and Backtest Options data locally with Lean CLI and Interactive Brokers
Issue fixed in the latest lean image (reference)
-15.613Net Profit
0.381PSR
-0.959Sharpe Ratio
-0.087Alpha
0.051Beta
-8.119CAR
20.9Drawdown
-0.76Loss Rate
0Parameters
0Security Types
731Tradeable Dates
280Trades
-1.74Treynor Ratio
0.92Win Rate
-7.436Net Profit
1.79PSR
-0.588Sharpe Ratio
-0.045Alpha
0.034Beta
-3.781CAR
15.2Drawdown
-0.94Loss Rate
0Parameters
0Security Types
731Tradeable Dates
180Trades
-1.352Treynor Ratio
1.01Win Rate
43.458Net Profit
12.571PSR
0.331Sharpe Ratio
0.017Alpha
0.488Beta
10.139CAR
25Drawdown
46Loss Rate
0Parameters
1Security Types
0.286Sortino Ratio
938Tradeable Dates
957Trades
0.106Treynor Ratio
54Win Rate
0Net Profit
0PSR
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
0Parameters
1Security Types
0Sortino Ratio
217Tradeable Dates
0Trades
0Treynor Ratio
0Win Rate
-1.858Net Profit
2.08PSR
-1.395Sharpe Ratio
-0.033Alpha
-0.028Beta
-1.116CAR
4.7Drawdown
-0.21Loss Rate
0Parameters
0Security Types
506Tradeable Dates
208Trades
1.192Treynor Ratio
0.15Win Rate
-1.369Net Profit
0.02PSR
-6.536Sharpe Ratio
-0.032Alpha
0.003Beta
-0.821CAR
1.8Drawdown
-0.03Loss Rate
0Parameters
0Security Types
506Tradeable Dates
287Trades
-11.253Treynor Ratio
0.01Win Rate
177.953Net Profit
1.131PSR
0.345Sharpe Ratio
-0.008Alpha
1.343Beta
10.873CAR
61.3Drawdown
32Loss Rate
0Parameters
1Security Types
0.397Sortino Ratio
0Tradeable Dates
1844Trades
0.07Treynor Ratio
68Win Rate
38.223Net Profit
37.727PSR
0.724Sharpe Ratio
0Alpha
0Beta
19.353CAR
15.6Drawdown
-0.39Loss Rate
0Parameters
0Security Types
669Tradeable Dates
219Trades
0Treynor Ratio
0.54Win Rate
214.798Net Profit
26.366PSR
0.898Sharpe Ratio
0Alpha
0Beta
46.558CAR
29.6Drawdown
-0.08Loss Rate
0Parameters
0Security Types
0Tradeable Dates
5115Trades
0Treynor Ratio
0.12Win Rate
57.042Net Profit
27.105PSR
0.653Sharpe Ratio
0Alpha
0Beta
16.24CAR
16.7Drawdown
-0.4Loss Rate
0Parameters
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775Tradeable Dates
1113Trades
0Treynor Ratio
0.78Win Rate
6.875Net Profit
0.266PSR
-0.282Sharpe Ratio
-0.008Alpha
0.172Beta
0.843CAR
14.2Drawdown
-1.88Loss Rate
0Parameters
0Security Types
1992Tradeable Dates
170Trades
-0.06Treynor Ratio
1.92Win Rate
18.174Net Profit
7.161PSR
0.222Sharpe Ratio
0Alpha
0Beta
5.726CAR
37Drawdown
-0.41Loss Rate
0Parameters
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776Tradeable Dates
613Trades
0Treynor Ratio
0.88Win Rate
0.516Net Profit
9.569PSR
-0.658Sharpe Ratio
-0.031Alpha
-0.113Beta
0.364CAR
5.9Drawdown
-0.05Loss Rate
0Parameters
0Security Types
0Tradeable Dates
2905Trades
0.216Treynor Ratio
0.06Win Rate
-1.485Net Profit
0.023PSR
-5.993Sharpe Ratio
-0.033Alpha
0.003Beta
-0.892CAR
2Drawdown
-0.03Loss Rate
0Parameters
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506Tradeable Dates
295Trades
-10.237Treynor Ratio
0.01Win Rate
-1.391Net Profit
0.025PSR
-6.313Sharpe Ratio
-0.032Alpha
0.003Beta
-0.835CAR
1.9Drawdown
-0.03Loss Rate
0Parameters
0Security Types
506Tradeable Dates
293Trades
-11.886Treynor Ratio
0.01Win Rate
38.223Net Profit
37.727PSR
0.724Sharpe Ratio
0Alpha
0Beta
19.353CAR
15.6Drawdown
-0.39Loss Rate
0Parameters
0Security Types
669Tradeable Dates
219Trades
0Treynor Ratio
0.54Win Rate
221.897Net Profit
27.741PSR
0.92Sharpe Ratio
0Alpha
0Beta
47.652CAR
29.6Drawdown
-0.08Loss Rate
0Parameters
0Security Types
0Tradeable Dates
4988Trades
0Treynor Ratio
0.12Win Rate
57.042Net Profit
27.105PSR
0.653Sharpe Ratio
0Alpha
0Beta
16.24CAR
16.7Drawdown
-0.4Loss Rate
0Parameters
0Security Types
775Tradeable Dates
1113Trades
0Treynor Ratio
0.78Win Rate
18.174Net Profit
7.161PSR
0.222Sharpe Ratio
0Alpha
0Beta
5.726CAR
37Drawdown
-0.41Loss Rate
0Parameters
0Security Types
776Tradeable Dates
613Trades
0Treynor Ratio
0.88Win Rate
-1.858Net Profit
2.08PSR
-1.395Sharpe Ratio
-0.033Alpha
-0.028Beta
-1.116CAR
4.7Drawdown
-0.21Loss Rate
0Parameters
0Security Types
506Tradeable Dates
208Trades
1.192Treynor Ratio
0.15Win Rate
188.427Net Profit
1.246PSR
0.356Sharpe Ratio
-0.006Alpha
1.332Beta
11.291CAR
61.7Drawdown
32Loss Rate
0Parameters
1Security Types
0.411Sortino Ratio
0Tradeable Dates
1873Trades
0.073Treynor Ratio
68Win Rate
6.875Net Profit
0.266PSR
-0.282Sharpe Ratio
-0.008Alpha
0.172Beta
0.843CAR
14.2Drawdown
-1.88Loss Rate
0Parameters
0Security Types
1992Tradeable Dates
170Trades
-0.06Treynor Ratio
1.92Win Rate
6.875Net Profit
0.266PSR
-0.282Sharpe Ratio
-0.008Alpha
0.172Beta
0.843CAR
14.2Drawdown
-1.88Loss Rate
0Parameters
0Security Types
1992Tradeable Dates
170Trades
-0.06Treynor Ratio
1.92Win Rate
0Net Profit
0PSR
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
0Parameters
0Security Types
1197Tradeable Dates
0Trades
0Treynor Ratio
0Win Rate
0Parameters
2Security Types
1657Tradeable Dates
0Parameters
2Security Types
1657Tradeable Dates
3.798Net Profit
68.309PSR
1.34Sharpe Ratio
-0.151Alpha
0.819Beta
22.21CAR
2.4Drawdown
-0.63Loss Rate
0Parameters
0Security Types
67Tradeable Dates
13Trades
0.12Treynor Ratio
1.6Win Rate
177.424Net Profit
26.323PSR
0.745Sharpe Ratio
0.062Alpha
0.875Beta
19.095CAR
31.9Drawdown
-1.48Loss Rate
0Parameters
0Security Types
1469Tradeable Dates
353Trades
0.149Treynor Ratio
1.7Win Rate
0Net Profit
0PSR
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
0Parameters
0Security Types
932Tradeable Dates
0Trades
0Treynor Ratio
0Win Rate
74.181Net Profit
19.329PSR
0.606Sharpe Ratio
0.101Alpha
1.139Beta
20.319CAR
29.6Drawdown
0Loss Rate
7Parameters
0Security Types
756Tradeable Dates
1Trades
0.154Treynor Ratio
0Win Rate
Ashutosh left a comment in the discussion TMTC, Daily The issue starts from Nov 22nd, 2024 12:00 AM; and continues until Nov 25th, 2024 12:00 AM
On QC we are missing merger information
Ashutosh left a comment in the discussion TMTC, Daily The issue starts from Nov 22nd, 2024 12:00 AM; and continues until Nov 25th, 2024 12:00 AM
The business combination of TMT Acquisition Corp (TMTC/R/U) & Elong Power Holding Limited...
Ashutosh left a comment in the discussion ZAPP, Daily The issue starts from Jul 8th, 2024 09:30 AM; and continues until Jul 8th, 2024 10:10 AM
On checking the tick data we can see that there is a dirty tick from NYSE:
Ashutosh left a comment in the discussion SWBI, Daily The issue starts from Nov 8th, 1998; and continues until Jun 1st, 2020
On June 1, 2020, the company changed its name from American Outdoor Brands Corporation to Smith...
Ashutosh left a comment in the discussion Download and Backtest Options data locally with Lean CLI and Interactive Brokers
Issue fixed in the latest lean image (reference)
Ashutosh left a comment in the discussion BIL, Minute The issue starts from Nov 1st, 2018; and continues until Mar 1st, 2019
We are missing 3 delistings for ticker BIL (SPDR Bloomberg 1-3 Month T-Bill ETF) dated:Feb 1, 2019...
Ashutosh left a comment in the discussion TMTC, Daily The issue starts from Nov 22nd, 2024 12:00 AM; and continues until Nov 25th, 2024 12:00 AM
On QC we are missing merger information
20 days ago