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183.662Net Profit
65.857PSR
2.19Sharpe Ratio
0.421Alpha
5.696Beta
184.749CAR
33.9Drawdown
-1.66Loss Rate
0Parameters
0Security Types
3.394Sortino Ratio
252Tradeable Dates
1067Trades
0.287Treynor Ratio
0.95Win Rate
3.881Net Profit
90.296PSR
2.712Sharpe Ratio
0Alpha
0Beta
7.862CAR
1.1Drawdown
-0.6Loss Rate
16Parameters
0Security Types
2.681Sortino Ratio
125Tradeable Dates
6Trades
0Treynor Ratio
2.23Win Rate
Benjamin started the discussion Options Trading Work Example
This is an example of my work building algos. The attached backtest is a simple RSI strategy that...
Benjamin started the discussion Option Symbol gives ID instead of Value
I have come across this issue several times and I am stumped on how to avoid this. In the log you...
Benjamin left a comment in the discussion Option Symbol gives ID instead of Value
Shile Wen,
183.662Net Profit
65.857PSR
2.19Sharpe Ratio
0.421Alpha
5.696Beta
184.749CAR
33.9Drawdown
-1.66Loss Rate
0Parameters
0Security Types
3.394Sortino Ratio
252Tradeable Dates
1067Trades
0.287Treynor Ratio
0.95Win Rate
3.881Net Profit
90.296PSR
2.712Sharpe Ratio
0Alpha
0Beta
7.862CAR
1.1Drawdown
-0.6Loss Rate
16Parameters
0Security Types
2.681Sortino Ratio
125Tradeable Dates
6Trades
0Treynor Ratio
2.23Win Rate
Benjamin started the discussion Options Trading Work Example
This is an example of my work building algos. The attached backtest is a simple RSI strategy that...
Benjamin left a comment in the discussion Options Trading Work Example
Jack,
Benjamin started the discussion Option Symbol gives ID instead of Value
I have come across this issue several times and I am stumped on how to avoid this. In the log you...
Benjamin left a comment in the discussion Option Symbol gives ID instead of Value
Shile Wen,
Benjamin left a comment in the discussion Options Trading Work Example
Jack,
2 years ago