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1222.741Net Profit
2.119Sharpe Ratio
0.001Alpha
108.996Beta
515.119CAR
58.3Drawdown
0Loss Rate
1Security Types
0Sortino Ratio
518Tradeable Dates
1Trades
0.014Treynor Ratio
0Win Rate
295.85Net Profit
1.889Sharpe Ratio
0.589Alpha
0.794Beta
640.45CAR
54.4Drawdown
0Loss Rate
1Security Types
0Sortino Ratio
250Tradeable Dates
3Trades
2.321Treynor Ratio
0Win Rate
295.85Net Profit
1.889Sharpe Ratio
0.001Alpha
134.056Beta
640.45CAR
54.4Drawdown
0Loss Rate
1Security Types
0Sortino Ratio
250Tradeable Dates
3Trades
0.014Treynor Ratio
0Win Rate
725.327Net Profit
1.987Sharpe Ratio
0.032Alpha
108.113Beta
495.44CAR
58.3Drawdown
0Loss Rate
1Security Types
0Sortino Ratio
431Tradeable Dates
1Trades
0.014Treynor Ratio
0Win Rate
239.579Net Profit
1.722Sharpe Ratio
-0.029Alpha
106.277Beta
389.853CAR
58.2Drawdown
0Loss Rate
1Security Types
0Sortino Ratio
280Tradeable Dates
1Trades
0.013Treynor Ratio
0Win Rate
Benjamin started the discussion Multiple algorithmic systems live trading
Dear all,
Benjamin started the discussion Crypto Asset BTCEUR Long-Only MA Crossover with Trailing Stop
Dear all,Please find attach the backtest with the code on the following strategy: long-only moving...
Benjamin started the discussion OnOrderEvent(self, event) not working
Dear all,
Benjamin started the discussion GDAX stop limit order: "BrokerageModel declared unable to submit order"
Dear all,
1222.741Net Profit
2.119Sharpe Ratio
0.001Alpha
108.996Beta
515.119CAR
58.3Drawdown
0Loss Rate
1Security Types
0Sortino Ratio
518Tradeable Dates
1Trades
0.014Treynor Ratio
0Win Rate
295.85Net Profit
1.889Sharpe Ratio
0.589Alpha
0.794Beta
640.45CAR
54.4Drawdown
0Loss Rate
1Security Types
0Sortino Ratio
250Tradeable Dates
3Trades
2.321Treynor Ratio
0Win Rate
295.85Net Profit
1.889Sharpe Ratio
0.001Alpha
134.056Beta
640.45CAR
54.4Drawdown
0Loss Rate
1Security Types
0Sortino Ratio
250Tradeable Dates
3Trades
0.014Treynor Ratio
0Win Rate
725.327Net Profit
1.987Sharpe Ratio
0.032Alpha
108.113Beta
495.44CAR
58.3Drawdown
0Loss Rate
1Security Types
0Sortino Ratio
431Tradeable Dates
1Trades
0.014Treynor Ratio
0Win Rate
239.579Net Profit
1.722Sharpe Ratio
-0.029Alpha
106.277Beta
389.853CAR
58.2Drawdown
0Loss Rate
1Security Types
0Sortino Ratio
280Tradeable Dates
1Trades
0.013Treynor Ratio
0Win Rate
1995.534Net Profit
2.181Sharpe Ratio
0.567Alpha
0.44Beta
304.381CAR
37.8Drawdown
57Loss Rate
1Security Types
1.2737071784795Sortino Ratio
794Tradeable Dates
43Trades
2.465Treynor Ratio
43Win Rate
1995.534Net Profit
2.181Sharpe Ratio
0.567Alpha
0.44Beta
304.381CAR
37.8Drawdown
57Loss Rate
1Security Types
1.2737071784795Sortino Ratio
794Tradeable Dates
43Trades
2.465Treynor Ratio
43Win Rate
1657.579Net Profit
2.052Sharpe Ratio
0.505Alpha
0.448Beta
273.624CAR
39.5Drawdown
55Loss Rate
1Security Types
0.89877740447024Sortino Ratio
793Tradeable Dates
41Trades
2.303Treynor Ratio
45Win Rate
1242.308Net Profit
2.013Sharpe Ratio
0.437Alpha
0.473Beta
244.802CAR
39.5Drawdown
55Loss Rate
1Security Types
0.89877740447024Sortino Ratio
765Tradeable Dates
40Trades
2.046Treynor Ratio
45Win Rate
1657.579Net Profit
2.057Sharpe Ratio
0.507Alpha
0.448Beta
276.127CAR
39.5Drawdown
55Loss Rate
1Security Types
0.89877740447024Sortino Ratio
789Tradeable Dates
41Trades
2.315Treynor Ratio
45Win Rate
1657.579Net Profit
2.059Sharpe Ratio
0.508Alpha
0.448Beta
276.759CAR
39.5Drawdown
55Loss Rate
1Security Types
0.89877740447024Sortino Ratio
788Tradeable Dates
41Trades
2.318Treynor Ratio
45Win Rate
Benjamin started the discussion Multiple algorithmic systems live trading
Dear all,
Benjamin started the discussion Crypto Asset BTCEUR Long-Only MA Crossover with Trailing Stop
Dear all,Please find attach the backtest with the code on the following strategy: long-only moving...
Benjamin started the discussion OnOrderEvent(self, event) not working
Dear all,
Benjamin started the discussion GDAX stop limit order: "BrokerageModel declared unable to submit order"
Dear all,
Benjamin left a comment in the discussion [Update] Crypto-Currency & Decimalized Orders
When using the algorithmic lab, click on the API tab. Then, search for "marketorder". You...
Benjamin left a comment in the discussion [Update] Crypto-Currency & Decimalized Orders
What is your error? I guess you must have this error: "Runtime Error: Trying to perform a...
Benjamin left a comment in the discussion Algo: Coins, RSI
Hi Warren! Thank you for presenting your algorithm. When I have time, I will try to reproduce it in...
Benjamin left a comment in the discussion GDAX stop limit order: "BrokerageModel declared unable to submit order"
Thank you Jared for confirming that stop limit orders are not available on GDAX yet due to their...
Benjamin left a comment in the discussion OnOrderEvent(self, event) not working
Thank you QuantTrader, you were right, I indeed had an indentation problem.
Benjamin left a comment in the discussion BTCEUR backtesting possible?
See the follwing link for a start of a MA crossover strategy:
Benjamin left a comment in the discussion [Update] Crypto-Currency & Decimalized Orders
When using the algorithmic lab, click on the API tab. Then, search for "marketorder". You...
6 years ago