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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
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...
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