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Public Backtests (45)

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Casual Sky Blue Lion

111.87Net Profit

97.926PSR

2.385Sharpe Ratio

0.662Alpha

0.311Beta

112.015CAR

8.8Drawdown

31Loss Rate

0Parameters

1Security Types

6.299Sortino Ratio

251Tradeable Dates

179Trades

2.225Treynor Ratio

69Win Rate

Upgraded Orange Crocodile

777.747Net Profit

99.246PSR

2.021Sharpe Ratio

0.419Alpha

0.579Beta

72.146CAR

18.8Drawdown

28Loss Rate

0Parameters

1Security Types

3.602Sortino Ratio

1006Tradeable Dates

683Trades

0.804Treynor Ratio

72Win Rate

Adaptable Fluorescent Pink Cow

45.063Net Profit

64.264PSR

1.23Sharpe Ratio

0.211Alpha

0.62Beta

45.112CAR

18.8Drawdown

26Loss Rate

0Parameters

1Security Types

0.811Sortino Ratio

251Tradeable Dates

38Trades

0.435Treynor Ratio

74Win Rate

Energetic Fluorescent Orange Cormorant

358.538Net Profit

99.778PSR

5.738Sharpe Ratio

1.875Alpha

0.479Beta

349.807CAR

16.1Drawdown

-0.9Loss Rate

0Parameters

0Security Types

255Tradeable Dates

655Trades

4.043Treynor Ratio

1.11Win Rate

Adaptable Asparagus Sheep

101.459Net Profit

96.175PSR

2.843Sharpe Ratio

0.433Alpha

1.24Beta

99.685CAR

18.5Drawdown

-1.62Loss Rate

0Parameters

0Security Types

255Tradeable Dates

169Trades

0.479Treynor Ratio

1.88Win Rate


Community

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Chien started the discussion Live trading with real-time updating indicators

Hi everyone,

1 years ago

Chien started the discussion Could not deploy my live strategy to IBKR

I am not able to deploy my live strategy to IBKR. This is on going for at least 12 hours. There are...

1 years ago

Chien left a comment in the discussion Live trading with real-time updating indicators

Thanks Louis!

1 years ago

Chien left a comment in the discussion "This content is blocked. Contact the site owner to fix the issue." problem

Same issue.

1 years ago

Casual Sky Blue Lion

111.87Net Profit

97.926PSR

2.385Sharpe Ratio

0.662Alpha

0.311Beta

112.015CAR

8.8Drawdown

31Loss Rate

0Parameters

1Security Types

6.299Sortino Ratio

251Tradeable Dates

179Trades

2.225Treynor Ratio

69Win Rate

Upgraded Orange Crocodile

777.747Net Profit

99.246PSR

2.021Sharpe Ratio

0.419Alpha

0.579Beta

72.146CAR

18.8Drawdown

28Loss Rate

0Parameters

1Security Types

3.602Sortino Ratio

1006Tradeable Dates

683Trades

0.804Treynor Ratio

72Win Rate

Adaptable Fluorescent Pink Cow

45.063Net Profit

64.264PSR

1.23Sharpe Ratio

0.211Alpha

0.62Beta

45.112CAR

18.8Drawdown

26Loss Rate

0Parameters

1Security Types

0.811Sortino Ratio

251Tradeable Dates

38Trades

0.435Treynor Ratio

74Win Rate

Energetic Fluorescent Orange Cormorant

358.538Net Profit

99.778PSR

5.738Sharpe Ratio

1.875Alpha

0.479Beta

349.807CAR

16.1Drawdown

-0.9Loss Rate

0Parameters

0Security Types

255Tradeable Dates

655Trades

4.043Treynor Ratio

1.11Win Rate

Adaptable Asparagus Sheep

101.459Net Profit

96.175PSR

2.843Sharpe Ratio

0.433Alpha

1.24Beta

99.685CAR

18.5Drawdown

-1.62Loss Rate

0Parameters

0Security Types

255Tradeable Dates

169Trades

0.479Treynor Ratio

1.88Win Rate

Focused Blue Hippopotamus

1314.306Net Profit

99.386PSR

3.994Sharpe Ratio

1.711Alpha

0.055Beta

273.591CAR

26Drawdown

-0.55Loss Rate

0Parameters

0Security Types

506Tradeable Dates

1710Trades

31.274Treynor Ratio

0.95Win Rate

Dancing Green Pig

525.326Net Profit

98.623PSR

5.781Sharpe Ratio

2.983Alpha

-1.055Beta

523.24CAR

25.6Drawdown

-0.92Loss Rate

0Parameters

0Security Types

253Tradeable Dates

799Trades

-2.887Treynor Ratio

1.41Win Rate

Geeky Yellow Giraffe

1385.638Net Profit

99.728PSR

2.263Sharpe Ratio

0.356Alpha

0.728Beta

66.91CAR

16.1Drawdown

-0.09Loss Rate

1115Parameters

0Security Types

1324Tradeable Dates

11180Trades

0.586Treynor Ratio

0.15Win Rate

Square Violet Buffalo

0Net Profit

0PSR

0Sharpe Ratio

0Alpha

0Beta

0CAR

0Drawdown

0Loss Rate

0Parameters

0Security Types

1Tradeable Dates

11Trades

0Treynor Ratio

0Win Rate

Hipster Fluorescent Pink Guanaco

113.614Net Profit

85.63PSR

3.462Sharpe Ratio

1.148Alpha

2.346Beta

241.39CAR

21Drawdown

-1.72Loss Rate

201Parameters

0Security Types

154Tradeable Dates

154Trades

0.651Treynor Ratio

2.16Win Rate

Casual Orange Beaver

87.048Net Profit

95.948PSR

1.832Sharpe Ratio

0.187Alpha

-0.014Beta

31.98CAR

11.9Drawdown

-0.36Loss Rate

989Parameters

0Security Types

570Tradeable Dates

1129Trades

-12.959Treynor Ratio

0.32Win Rate

Logical Magenta Dragonfly

14.052Net Profit

86.218PSR

6.541Sharpe Ratio

0.435Alpha

3.64Beta

377.229CAR

8.5Drawdown

0Loss Rate

256Parameters

0Security Types

21Tradeable Dates

1Trades

0.581Treynor Ratio

0Win Rate

Upgraded Blue Koala

0Net Profit

0PSR

0Sharpe Ratio

0Alpha

0Beta

0CAR

0Drawdown

0Loss Rate

240Parameters

0Security Types

1Tradeable Dates

2Trades

0Treynor Ratio

0Win Rate

Jumping Green Cat

161.22Net Profit

94.793PSR

4.202Sharpe Ratio

1.269Alpha

2.823Beta

263.377CAR

21Drawdown

-0.33Loss Rate

0Parameters

1Security Types

187Tradeable Dates

699Trades

0.577Treynor Ratio

0.74Win Rate

Logical Magenta Pelican

9.575Net Profit

78.263PSR

3.551Sharpe Ratio

0.627Alpha

1.427Beta

111.106CAR

6.5Drawdown

-0.51Loss Rate

199Parameters

0Security Types

30Tradeable Dates

61Trades

0.506Treynor Ratio

0.95Win Rate

Adaptable Tan Hamster

73.516Net Profit

93.913PSR

3.574Sharpe Ratio

0.571Alpha

1.618Beta

143.885CAR

13.8Drawdown

-0.48Loss Rate

347Parameters

1Security Types

154Tradeable Dates

516Trades

0.565Treynor Ratio

0.54Win Rate

Adaptable Yellow Jaguar

107.237Net Profit

89.012PSR

3.648Sharpe Ratio

0.921Alpha

2.459Beta

225.055CAR

24.9Drawdown

-1.15Loss Rate

199Parameters

1Security Types

154Tradeable Dates

274Trades

0.586Treynor Ratio

1.28Win Rate

Retrospective Red Monkey

53.902Net Profit

90.392PSR

3.491Sharpe Ratio

0.624Alpha

1.438Beta

147.53CAR

12.4Drawdown

-0.74Loss Rate

0Parameters

0Security Types

119Tradeable Dates

222Trades

0.655Treynor Ratio

0.95Win Rate

Virtual Red Elephant

2591.862Net Profit

97.753PSR

3.536Sharpe Ratio

1.811Alpha

0.931Beta

278.128CAR

34.2Drawdown

-1.01Loss Rate

0Parameters

0Security Types

622Tradeable Dates

1395Trades

2.011Treynor Ratio

1.62Win Rate

Creative Green Bat

30.91Net Profit

53.226PSR

1.417Sharpe Ratio

0.469Alpha

0.754Beta

76.159CAR

30.2Drawdown

-2.89Loss Rate

0Parameters

0Security Types

119Tradeable Dates

165Trades

0.844Treynor Ratio

3.5Win Rate

Smooth Red Cormorant

30.91Net Profit

53.226PSR

1.417Sharpe Ratio

0.469Alpha

0.754Beta

76.159CAR

30.2Drawdown

-2.89Loss Rate

0Parameters

0Security Types

119Tradeable Dates

165Trades

0.844Treynor Ratio

3.5Win Rate

Fat Fluorescent Yellow Wolf

43.852Net Profit

67.514PSR

2.083Sharpe Ratio

0.448Alpha

1.755Beta

114.77CAR

30.6Drawdown

-1.22Loss Rate

0Parameters

1Security Types

119Tradeable Dates

299Trades

0.477Treynor Ratio

1.27Win Rate

Dancing Tan Parrot

629.764Net Profit

95.752PSR

5.527Sharpe Ratio

3.523Alpha

1.115Beta

572.446CAR

27.4Drawdown

-3.12Loss Rate

0Parameters

1Security Types

263Tradeable Dates

142Trades

3.239Treynor Ratio

7.94Win Rate

Swimming Light Brown Lion

-10.58Net Profit

28.241PSR

-0.59Sharpe Ratio

1.109Alpha

2.693Beta

-77.128CAR

28.9Drawdown

-3.64Loss Rate

0Parameters

0Security Types

18Tradeable Dates

24Trades

-0.186Treynor Ratio

3.26Win Rate

Pensive Sky Blue Gorilla

89.475Net Profit

92.522PSR

5.292Sharpe Ratio

2.27Alpha

0.341Beta

396.211CAR

14.6Drawdown

44Loss Rate

0Parameters

1Security Types

0.5003Sortino Ratio

101Tradeable Dates

119Trades

6.853Treynor Ratio

56Win Rate

Virtual Fluorescent Yellow Buffalo

620.603Net Profit

99.67PSR

4.758Sharpe Ratio

1.859Alpha

0.073Beta

310.289CAR

24Drawdown

-1.22Loss Rate

263Parameters

1Security Types

352Tradeable Dates

690Trades

25.271Treynor Ratio

1.7Win Rate

Fat Fluorescent Orange Cow

89.475Net Profit

92.522PSR

5.292Sharpe Ratio

2.27Alpha

0.341Beta

396.211CAR

14.6Drawdown

44Loss Rate

0Parameters

1Security Types

0.5003Sortino Ratio

101Tradeable Dates

119Trades

6.853Treynor Ratio

56Win Rate

Ugly Blue Whale

57.695Net Profit

77.247PSR

3.233Sharpe Ratio

1.035Alpha

2.709Beta

220.812CAR

22.1Drawdown

-4.98Loss Rate

222Parameters

0Security Types

98Tradeable Dates

23Trades

0.551Treynor Ratio

4.44Win Rate

Upgraded Green Baboon

-2.818Net Profit

24.04PSR

-0.53Sharpe Ratio

-0.132Alpha

0.937Beta

-17.667CAR

9.5Drawdown

59Loss Rate

206Parameters

1Security Types

-0.1097Sortino Ratio

37Tradeable Dates

49Trades

-0.116Treynor Ratio

41Win Rate

Square Tan Gull

-2.232Net Profit

26.259PSR

-0.39Sharpe Ratio

-0.106Alpha

0.936Beta

-14.233CAR

9.7Drawdown

61Loss Rate

206Parameters

1Security Types

-0.0822Sortino Ratio

37Tradeable Dates

50Trades

-0.088Treynor Ratio

39Win Rate

Chien started the discussion Live trading with real-time updating indicators

Hi everyone,

1 years ago

Chien started the discussion Could not deploy my live strategy to IBKR

I am not able to deploy my live strategy to IBKR. This is on going for at least 12 hours. There are...

1 years ago

Chien left a comment in the discussion Live trading with real-time updating indicators

Thanks Louis!

1 years ago

Chien left a comment in the discussion "This content is blocked. Contact the site owner to fix the issue." problem

Same issue.

1 years ago