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Activity on QuantConnect

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Public Backtests (3)

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Calm Green Hyena

3051.026Net Profit

91.359PSR

1.601Sharpe Ratio

0.35Alpha

-0.104Beta

38.45CAR

36.5Drawdown

-0.05Loss Rate

26Parameters

1Security Types

2.249Sortino Ratio

0Tradeable Dates

27184Trades

-3.238Treynor Ratio

0.09Win Rate

Upgraded Tan Koala

90.994Net Profit

66.566PSR

1.466Sharpe Ratio

0.358Alpha

-0.178Beta

36.17CAR

25.7Drawdown

-0.03Loss Rate

29Parameters

1Security Types

1.907Sortino Ratio

0Tradeable Dates

11509Trades

-1.803Treynor Ratio

0.07Win Rate

Swimming Fluorescent Yellow Rhinoceros

50.868Net Profit

45.043PSR

0.934Sharpe Ratio

0.125Alpha

-0.036Beta

14.649CAR

22Drawdown

47Loss Rate

9Parameters

1Security Types

0.1489Sortino Ratio

0Tradeable Dates

1587Trades

-3.331Treynor Ratio

53Win Rate


Community

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Bernino left a comment in the discussion What is the most robust way to access # of days a security has been held?

Thank you SO MUCH Varad kabade, that was exactly what I was looking for and couldn't find somehow…

3 years ago

Bernino left a comment in the discussion Fundamental Investing Example Algorithm

Extremely useful post Louis - thanks for that.

3 years ago

Bernino left a comment in the discussion What is the most robust way to access # of days a security has been held?

Tangentially relevant: I seem to remember there's an initialisation setting to enforce to hold...

3 years ago

Bernino started the discussion Value Investing with TA market timing

I'm new to Quantconnect and trying to implement a value investing old school strategy assisted by...

4 years ago

Calm Green Hyena

3051.026Net Profit

91.359PSR

1.601Sharpe Ratio

0.35Alpha

-0.104Beta

38.45CAR

36.5Drawdown

-0.05Loss Rate

26Parameters

1Security Types

2.249Sortino Ratio

0Tradeable Dates

27184Trades

-3.238Treynor Ratio

0.09Win Rate

Upgraded Tan Koala

90.994Net Profit

66.566PSR

1.466Sharpe Ratio

0.358Alpha

-0.178Beta

36.17CAR

25.7Drawdown

-0.03Loss Rate

29Parameters

1Security Types

1.907Sortino Ratio

0Tradeable Dates

11509Trades

-1.803Treynor Ratio

0.07Win Rate

Swimming Fluorescent Yellow Rhinoceros

50.868Net Profit

45.043PSR

0.934Sharpe Ratio

0.125Alpha

-0.036Beta

14.649CAR

22Drawdown

47Loss Rate

9Parameters

1Security Types

0.1489Sortino Ratio

0Tradeable Dates

1587Trades

-3.331Treynor Ratio

53Win Rate

Bernino left a comment in the discussion What is the most robust way to access # of days a security has been held?

Thank you SO MUCH Varad kabade, that was exactly what I was looking for and couldn't find somehow…

3 years ago

Bernino left a comment in the discussion Fundamental Investing Example Algorithm

Extremely useful post Louis - thanks for that.

3 years ago

Bernino left a comment in the discussion What is the most robust way to access # of days a security has been held?

Tangentially relevant: I seem to remember there's an initialisation setting to enforce to hold...

3 years ago

Bernino started the discussion Value Investing with TA market timing

I'm new to Quantconnect and trying to implement a value investing old school strategy assisted by...

4 years ago