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Public Backtests (4)

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Pensive Sky Blue Bison

248.238Net Profit

0.021PSR

0.407Sharpe Ratio

0.035Alpha

0.132Beta

5.477CAR

28.6Drawdown

-0.05Loss Rate

13Parameters

0Security Types

0.621Sortino Ratio

5885Tradeable Dates

167650Trades

0.329Treynor Ratio

0.08Win Rate

Hipster Yellow Wolf

17294.552Net Profit

4.609PSR

0.796Sharpe Ratio

0.166Alpha

0.57Beta

24.665CAR

63.2Drawdown

-3.58Loss Rate

6Parameters

0Security Types

1.167Sortino Ratio

0Tradeable Dates

384Trades

0.353Treynor Ratio

6.58Win Rate

Casual Asparagus Bull

462.412Net Profit

36.24PSR

0.966Sharpe Ratio

0.012Alpha

1.04Beta

18.837CAR

30.9Drawdown

-0.85Loss Rate

0Parameters

0Security Types

1.322Sortino Ratio

2517Tradeable Dates

1808Trades

0.133Treynor Ratio

0.85Win Rate

Hyper-Active Brown Antelope

529768.007Net Profit

26.292PSR

1.059Sharpe Ratio

0.305Alpha

0.837Beta

44.262CAR

49.2Drawdown

-1.53Loss Rate

9Parameters

0Security Types

1.969Sortino Ratio

5885Tradeable Dates

2018Trades

0.425Treynor Ratio

3.16Win Rate


Community

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Avasii started the discussion Filtering out Royalty Trusts during Fine Universe Selection

Hi all, is there a way to filter out royalty trusts during universe selection? I know there is the...

2 years ago

Pensive Sky Blue Bison

248.238Net Profit

0.021PSR

0.407Sharpe Ratio

0.035Alpha

0.132Beta

5.477CAR

28.6Drawdown

-0.05Loss Rate

13Parameters

0Security Types

0.621Sortino Ratio

5885Tradeable Dates

167650Trades

0.329Treynor Ratio

0.08Win Rate

Hipster Yellow Wolf

17294.552Net Profit

4.609PSR

0.796Sharpe Ratio

0.166Alpha

0.57Beta

24.665CAR

63.2Drawdown

-3.58Loss Rate

6Parameters

0Security Types

1.167Sortino Ratio

0Tradeable Dates

384Trades

0.353Treynor Ratio

6.58Win Rate

Casual Asparagus Bull

462.412Net Profit

36.24PSR

0.966Sharpe Ratio

0.012Alpha

1.04Beta

18.837CAR

30.9Drawdown

-0.85Loss Rate

0Parameters

0Security Types

1.322Sortino Ratio

2517Tradeable Dates

1808Trades

0.133Treynor Ratio

0.85Win Rate

Hyper-Active Brown Antelope

529768.007Net Profit

26.292PSR

1.059Sharpe Ratio

0.305Alpha

0.837Beta

44.262CAR

49.2Drawdown

-1.53Loss Rate

9Parameters

0Security Types

1.969Sortino Ratio

5885Tradeable Dates

2018Trades

0.425Treynor Ratio

3.16Win Rate

Avasii started the discussion Filtering out Royalty Trusts during Fine Universe Selection

Hi all, is there a way to filter out royalty trusts during universe selection? I know there is the...

2 years ago