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Public Backtests (1)

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Determined Yellow Parrot

416.897Net Profit

6.423PSR

0.724Sharpe Ratio

0.07Alpha

0.01Beta

8.031CAR

19.1Drawdown

48Loss Rate

8Parameters

1Security Types

1.5075Sortino Ratio

5346Tradeable Dates

461Trades

6.77Treynor Ratio

52Win Rate


Community

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Carlos left a comment in the discussion Sharing: Selecting options contracts using Delta

I tried to backtest this algorithm but it spended too much time (more than one hour and I stopped...

3 years ago

Determined Yellow Parrot

416.897Net Profit

6.423PSR

0.724Sharpe Ratio

0.07Alpha

0.01Beta

8.031CAR

19.1Drawdown

48Loss Rate

8Parameters

1Security Types

1.5075Sortino Ratio

5346Tradeable Dates

461Trades

6.77Treynor Ratio

52Win Rate

Carlos left a comment in the discussion Sharing: Selecting options contracts using Delta

I tried to backtest this algorithm but it spended too much time (more than one hour and I stopped...

3 years ago