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170.679Net Profit
6.101Sharpe Ratio
0Alpha
208.535Beta
5510.265CAR
23Drawdown
40Loss Rate
1Security Types
1.1378257571303Sortino Ratio
82Tradeable Dates
308Trades
0.014Treynor Ratio
60Win Rate
6069.043Net Profit
6.246Sharpe Ratio
0Alpha
215.167Beta
6069.043CAR
13.7Drawdown
54Loss Rate
1Security Types
0.31001644010684Sortino Ratio
365Tradeable Dates
1578Trades
0.014Treynor Ratio
46Win Rate
103.779Net Profit
7.35Sharpe Ratio
0.319Alpha
204.372Beta
8077.096CAR
10.6Drawdown
36Loss Rate
1Security Types
1.8369561156832Sortino Ratio
59Tradeable Dates
209Trades
0.015Treynor Ratio
64Win Rate
Caleb left a comment in the discussion [Update] Crypto-Currency & Decimalized Orders
Is there a way to place a market order using a decimal quantity? Looking at the documentation...
Caleb left a comment in the discussion "BTCUSD" - What are Virtual Positions?
So am I understanding correctly from this that self.SetHoldings("BTC", 1) and...
170.679Net Profit
6.101Sharpe Ratio
0Alpha
208.535Beta
5510.265CAR
23Drawdown
40Loss Rate
1Security Types
1.1378257571303Sortino Ratio
82Tradeable Dates
308Trades
0.014Treynor Ratio
60Win Rate
6069.043Net Profit
6.246Sharpe Ratio
0Alpha
215.167Beta
6069.043CAR
13.7Drawdown
54Loss Rate
1Security Types
0.31001644010684Sortino Ratio
365Tradeable Dates
1578Trades
0.014Treynor Ratio
46Win Rate
103.779Net Profit
7.35Sharpe Ratio
0.319Alpha
204.372Beta
8077.096CAR
10.6Drawdown
36Loss Rate
1Security Types
1.8369561156832Sortino Ratio
59Tradeable Dates
209Trades
0.015Treynor Ratio
64Win Rate
Caleb left a comment in the discussion [Update] Crypto-Currency & Decimalized Orders
Yes that was the error I was getting. I tried casting -.5 with d.Decimal(). The problem...
Caleb left a comment in the discussion [Update] Crypto-Currency & Decimalized Orders
Is there a way to place a market order using a decimal quantity? Looking at the documentation...
Caleb left a comment in the discussion "BTCUSD" - What are Virtual Positions?
So am I understanding correctly from this that self.SetHoldings("BTC", 1) and...
Caleb left a comment in the discussion [Update] Crypto-Currency & Decimalized Orders
Yes that was the error I was getting. I tried casting -.5 with d.Decimal(). The problem...
6 years ago