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Public Backtests (111)

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Hipster Orange Chinchilla

14.837Net Profit

35.189PSR

0.717Sharpe Ratio

0.152Alpha

0.33Beta

14.881CAR

19Drawdown

-0.79Loss Rate

23Parameters

0Security Types

366Tradeable Dates

63Trades

0.348Treynor Ratio

1.36Win Rate

Calm Yellow Coyote

0Net Profit

0PSR

0Sharpe Ratio

0Alpha

0Beta

0CAR

0Drawdown

0Loss Rate

0Parameters

1Security Types

62Tradeable Dates

0Trades

0Treynor Ratio

0Win Rate

Smooth Fluorescent Orange Dogfish

-21.414Net Profit

0.255PSR

-0.541Sharpe Ratio

-0.062Alpha

-0.045Beta

-10.218CAR

29.5Drawdown

-5.61Loss Rate

0Parameters

0Security Types

564Tradeable Dates

12Trades

1.453Treynor Ratio

6.26Win Rate

Virtual Fluorescent Pink Monkey

0Net Profit

0PSR

0Sharpe Ratio

0Alpha

0Beta

0CAR

0Drawdown

0Loss Rate

19Parameters

2Security Types

0Sortino Ratio

85Tradeable Dates

0Trades

0Treynor Ratio

0Win Rate

Jumping Fluorescent Yellow Pig

0Net Profit

0PSR

0Sharpe Ratio

0Alpha

0Beta

0CAR

0Drawdown

0Loss Rate

19Parameters

2Security Types

0Sortino Ratio

85Tradeable Dates

0Trades

0Treynor Ratio

0Win Rate


Community

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Axist left a comment in the discussion Amazing returns = superior stock selection strategy + superior in & out strategy

Apologies! Realized I uploaded the wrong version.  BuySignals is its own function, and it has a...

1 years ago

Axist left a comment in the discussion Amazing returns = superior stock selection strategy + superior in & out strategy

Tried building on this but focusing on an algorithim that will pick a list of stocks based off of...

1 years ago

Axist left a comment in the discussion Getting Historical Stock Price on a list of stocks

And solved it: 

1 years ago

Axist left a comment in the discussion Getting Historical Stock Price on a list of stocks

First attempt at this is throwing an error:

1 years ago

Axist left a comment in the discussion Algorithim Sells holdings but no liquidate specified?

Answering my own question here since I cant delete this…OnData is adjusting the SetHoldings to...

1 years ago

Hipster Orange Chinchilla

14.837Net Profit

35.189PSR

0.717Sharpe Ratio

0.152Alpha

0.33Beta

14.881CAR

19Drawdown

-0.79Loss Rate

23Parameters

0Security Types

366Tradeable Dates

63Trades

0.348Treynor Ratio

1.36Win Rate

Calm Yellow Coyote

0Net Profit

0PSR

0Sharpe Ratio

0Alpha

0Beta

0CAR

0Drawdown

0Loss Rate

0Parameters

1Security Types

62Tradeable Dates

0Trades

0Treynor Ratio

0Win Rate

Smooth Fluorescent Orange Dogfish

-21.414Net Profit

0.255PSR

-0.541Sharpe Ratio

-0.062Alpha

-0.045Beta

-10.218CAR

29.5Drawdown

-5.61Loss Rate

0Parameters

0Security Types

564Tradeable Dates

12Trades

1.453Treynor Ratio

6.26Win Rate

Virtual Fluorescent Pink Monkey

0Net Profit

0PSR

0Sharpe Ratio

0Alpha

0Beta

0CAR

0Drawdown

0Loss Rate

19Parameters

2Security Types

0Sortino Ratio

85Tradeable Dates

0Trades

0Treynor Ratio

0Win Rate

Jumping Fluorescent Yellow Pig

0Net Profit

0PSR

0Sharpe Ratio

0Alpha

0Beta

0CAR

0Drawdown

0Loss Rate

19Parameters

2Security Types

0Sortino Ratio

85Tradeable Dates

0Trades

0Treynor Ratio

0Win Rate

Hipster Black Dolphin

9.548Net Profit

62.539PSR

1.816Sharpe Ratio

-1.562Alpha

0.309Beta

49.367CAR

9.2Drawdown

22Loss Rate

19Parameters

2Security Types

0.8576Sortino Ratio

85Tradeable Dates

106Trades

1.124Treynor Ratio

78Win Rate

Measured Yellow Falcon

0Net Profit

0PSR

0Sharpe Ratio

0Alpha

0Beta

0CAR

0Drawdown

0Loss Rate

68Parameters

1Security Types

1315Tradeable Dates

0Trades

0Treynor Ratio

0Win Rate

Dancing Magenta Scorpion

0Net Profit

0PSR

0Sharpe Ratio

0Alpha

0Beta

0CAR

0Drawdown

0Loss Rate

32Parameters

0Security Types

4280Tradeable Dates

0Trades

0Treynor Ratio

0Win Rate

Determined Yellow Butterfly

12.728Net Profit

36.503PSR

0.815Sharpe Ratio

0.031Alpha

0.142Beta

6.173CAR

5.2Drawdown

-0.22Loss Rate

8Parameters

0Security Types

731Tradeable Dates

20Trades

0.309Treynor Ratio

0.7Win Rate

Casual Magenta Snake

3.088Net Profit

22.263PSR

0.367Sharpe Ratio

0.028Alpha

0.19Beta

3.088CAR

4.7Drawdown

-0.22Loss Rate

8Parameters

0Security Types

366Tradeable Dates

14Trades

0.123Treynor Ratio

0.7Win Rate

Hipster Yellow Green Chicken

15.56Net Profit

73.168PSR

2.695Sharpe Ratio

0.506Alpha

1.513Beta

95.694CAR

13.5Drawdown

8Loss Rate

56Parameters

1Security Types

0Sortino Ratio

53Tradeable Dates

36Trades

0.423Treynor Ratio

92Win Rate

Hyper Active Black Duck

1.479Net Profit

77.591PSR

2.177Sharpe Ratio

0.046Alpha

0.048Beta

7.308CAR

1.1Drawdown

50Loss Rate

83Parameters

1Security Types

0.5368Sortino Ratio

52Tradeable Dates

60Trades

1.059Treynor Ratio

50Win Rate

Calm Fluorescent Pink Alligator

1.763Net Profit

77.778PSR

2.313Sharpe Ratio

0.056Alpha

0.053Beta

8.762CAR

1.4Drawdown

40Loss Rate

83Parameters

1Security Types

0.4716Sortino Ratio

52Tradeable Dates

60Trades

1.153Treynor Ratio

60Win Rate

Alert Violet Gaur

0.622Net Profit

13.932PSR

0.202Sharpe Ratio

-0.01Alpha

0.121Beta

0.486CAR

2.4Drawdown

-0.01Loss Rate

8Parameters

0Security Types

322Tradeable Dates

133Trades

0.029Treynor Ratio

0.03Win Rate

Muscular Red Buffalo

0Net Profit

0PSR

0Sharpe Ratio

0Alpha

0Beta

0CAR

0Drawdown

0Loss Rate

7Parameters

0Security Types

322Tradeable Dates

0Trades

0Treynor Ratio

0Win Rate

Swimming Light Brown Ant

-0.138Net Profit

11.668PSR

0.005Sharpe Ratio

0.008Alpha

0.073Beta

-0.139CAR

5.2Drawdown

-0.3Loss Rate

38Parameters

0Security Types

-0.016Sortino Ratio

251Tradeable Dates

298Trades

0.004Treynor Ratio

0.28Win Rate

Square Blue Gorilla

70.936Net Profit

77.54PSR

2.025Sharpe Ratio

0.084Alpha

2.067Beta

70.936CAR

12.2Drawdown

-0.02Loss Rate

22Parameters

0Security Types

2.106Sortino Ratio

366Tradeable Dates

115Trades

0.238Treynor Ratio

1.34Win Rate

Determined Red Orange Cormorant

0Net Profit

0PSR

0Sharpe Ratio

0Alpha

0Beta

0CAR

0Drawdown

0Loss Rate

22Parameters

0Security Types

7.9228162514264E+28Sortino Ratio

462Tradeable Dates

0Trades

0Treynor Ratio

0Win Rate

Upgraded Light Brown Chinchilla

0Net Profit

0PSR

0Sharpe Ratio

0Alpha

0Beta

0CAR

0Drawdown

0Loss Rate

22Parameters

0Security Types

0Sortino Ratio

462Tradeable Dates

0Trades

0Treynor Ratio

0Win Rate

Alert Fluorescent Pink Chinchilla

53.617Net Profit

73.909PSR

1.819Sharpe Ratio

0.017Alpha

1.808Beta

53.617CAR

12.2Drawdown

-0.08Loss Rate

9Parameters

0Security Types

1.862Sortino Ratio

366Tradeable Dates

274Trades

0.207Treynor Ratio

1.05Win Rate

Crawling Fluorescent Orange Badger

47.791Net Profit

62.614PSR

1.485Sharpe Ratio

0.281Alpha

0.376Beta

47.529CAR

21.1Drawdown

-1.45Loss Rate

9Parameters

0Security Types

1.261Sortino Ratio

367Tradeable Dates

40Trades

0.915Treynor Ratio

3.08Win Rate

Dancing Red Orange Bear

41.941Net Profit

59.979PSR

1.394Sharpe Ratio

0.252Alpha

0.313Beta

41.805CAR

21.1Drawdown

-1.72Loss Rate

9Parameters

0Security Types

1.199Sortino Ratio

367Tradeable Dates

34Trades

0.973Treynor Ratio

2.99Win Rate

Upgraded Brown Cow

34.827Net Profit

77.564PSR

1.827Sharpe Ratio

0.014Alpha

1.144Beta

34.827CAR

5.9Drawdown

0Loss Rate

9Parameters

0Security Types

1.995Sortino Ratio

366Tradeable Dates

61Trades

0.21Treynor Ratio

3.34Win Rate

Sleepy Light Brown Barracuda

47.578Net Profit

60.255PSR

1.427Sharpe Ratio

0.27Alpha

0.464Beta

47.422CAR

27Drawdown

-3.27Loss Rate

9Parameters

0Security Types

1.128Sortino Ratio

367Tradeable Dates

34Trades

0.75Treynor Ratio

3.16Win Rate

Smooth Violet Alligator

7.928Net Profit

31.018PSR

0.569Sharpe Ratio

0.09Alpha

0.172Beta

9.243CAR

15.4Drawdown

-0.78Loss Rate

9Parameters

2Security Types

0.541Sortino Ratio

316Tradeable Dates

76Trades

0.416Treynor Ratio

1.41Win Rate

Upgraded Fluorescent Yellow Baboon

7.928Net Profit

31.018PSR

0.569Sharpe Ratio

0.09Alpha

0.172Beta

9.243CAR

15.4Drawdown

-0.78Loss Rate

9Parameters

2Security Types

0.541Sortino Ratio

316Tradeable Dates

76Trades

0.416Treynor Ratio

1.41Win Rate

Measured Fluorescent Orange Dolphin

3.968Net Profit

21.57PSR

0.296Sharpe Ratio

0.076Alpha

0.322Beta

4.612CAR

19Drawdown

-0.95Loss Rate

9Parameters

2Security Types

0.245Sortino Ratio

316Tradeable Dates

91Trades

0.131Treynor Ratio

1.31Win Rate

Square Yellow Buffalo

35.987Net Profit

84.296PSR

2.081Sharpe Ratio

-0.018Alpha

1.789Beta

35.987CAR

4.8Drawdown

-0.94Loss Rate

9Parameters

0Security Types

2.204Sortino Ratio

366Tradeable Dates

31Trades

0.137Treynor Ratio

2.66Win Rate

Focused Yellow Anguilline

59.715Net Profit

69.277PSR

1.718Sharpe Ratio

0.333Alpha

0.548Beta

59.51CAR

26.9Drawdown

-3.27Loss Rate

9Parameters

0Security Types

1.467Sortino Ratio

367Tradeable Dates

38Trades

0.774Treynor Ratio

4.23Win Rate

Determined Fluorescent Pink Albatross

-17.77Net Profit

4.421PSR

-0.49Sharpe Ratio

-0.015Alpha

0.938Beta

-20.342CAR

30.6Drawdown

-1.66Loss Rate

9Parameters

2Security Types

-0.678Sortino Ratio

314Tradeable Dates

120Trades

-0.128Treynor Ratio

1.59Win Rate

Axist left a comment in the discussion Amazing returns = superior stock selection strategy + superior in & out strategy

Apologies! Realized I uploaded the wrong version.  BuySignals is its own function, and it has a...

1 years ago

Axist left a comment in the discussion Amazing returns = superior stock selection strategy + superior in & out strategy

Tried building on this but focusing on an algorithim that will pick a list of stocks based off of...

1 years ago

Axist left a comment in the discussion Getting Historical Stock Price on a list of stocks

And solved it: 

1 years ago

Axist left a comment in the discussion Getting Historical Stock Price on a list of stocks

First attempt at this is throwing an error:

1 years ago

Axist left a comment in the discussion Algorithim Sells holdings but no liquidate specified?

Answering my own question here since I cant delete this…OnData is adjusting the SetHoldings to...

1 years ago

Axist left a comment in the discussion Why Meta-Labeling Is Not a Silver Bullet

I might be missing understanding of how you described meta labeling, essentially ML to test the...

1 years ago

Axist started the discussion TypeError : trade() takes 1 positional argument but 2 were given

The error I am gettingRuntime Error: TypeError : trade() takes 1 positional argument but 2 were...

2 years ago

Axist started the discussion Porting Quandl over to NasdaqDataLink in an algo

How would I start going about this?  If I wanted the same data I was pulling from this previously...

2 years ago

Axist started the discussion Scaling Trailing Stop Loss based on Profit

Does anyone have examples of scaling Trailing Stop losses based on x% amount of profit in python?...

2 years ago

Axist started the discussion SuperTrend buy/sell signal troubleshooting

Trying to understand why I cant get the buy and sell conditions to fire on a "upNow" and "downNow"...

3 years ago

Axist started the discussion Setting a Profit point and Stop Loss after every Buy Signal

I am trying to automatically attach essentially a limit stop loss order after every buy signal...

3 years ago

Axist started the discussion Troubleshooting error, multiple indicators / different times

This is what I am getting. Can anyone please point me in the right direction? 

3 years ago

Axist started the discussion Nested Buy / Sell conditions

I am trying to make a buy condition that initially check if the 4 major markets are in an uptrend,...

3 years ago

Axist started the discussion ATR Trailing Stop Loss on OrderFill

Running into an unknown why the algo only takes a single trade.  Nothing is showing up in the...

3 years ago

Axist started the discussion Last 5 bars above a moving average line

Hello all,

3 years ago

Axist started the discussion Cancelling limit orders that are made manually while bot is running

Is this possible?  I can liquidate individual positions manually with a market order or limit...

3 years ago

Axist started the discussion Understanding Universe Selection Algorithm

I am trying to figure out why I am getting the following error: 

3 years ago

Axist started the discussion Feature Idea - Alpha Marketplace

It would be cool if some sort of statistics were viewable around whether the owner of the Alpha was...

3 years ago

Axist started the discussion No specified error, backtest just hangs

I am trying to figure out why this just runs endlessly.  No error is specified and nothing appears...

3 years ago

Axist started the discussion Populating an array of tickers with coarse and fine universe

 

3 years ago

Axist started the discussion First attempt at Random Forest ML

A few things.  Currently I have the Coarse and Fine Selector turned off.  I can turn them on and...

3 years ago

Axist started the discussion Coarse function takes top 10 holdings from an ETF

Say I want to trade only the top 10 holdings of QQQ.  Can this be done via a Coarse/Fine universal...

3 years ago

Axist started the discussion Appending current Universe to self.ActiveSecurities or another variable

My goal is to get self.tickers to be populated so that I can iterate through them and perform...

3 years ago

Axist started the discussion Multiple Fine filters based on sector assigning to independent variables

Is it possible to pick the top 2 stocks of each sector and store each of the two stocks into its...

3 years ago

Axist started the discussion Multiple universe coarse/fine combonations

I'm looking to do something like this where I have multiple Coarse selectors assigning tickers to...

3 years ago

Axist started the discussion Runtime error - KeyError exception

Can anyone explain to me why I am getting the following error? When looking at the Order history,...

3 years ago