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-0.62Net Profit
22.46PSR
-1.755Sharpe Ratio
0Alpha
0Beta
-3.614CAR
2.5Drawdown
-14.11Loss Rate
0Parameters
0Security Types
42Tradeable Dates
38Trades
0Treynor Ratio
18.19Win Rate
Chris started the discussion SPXW Custom Fill
Custom fill for SPX options are not being applied in this backtest using ComboMarket or ComboLimit...
Chris left a comment in the discussion Automatic Early assignment not realistis
Alun,
-0.62Net Profit
22.46PSR
-1.755Sharpe Ratio
0Alpha
0Beta
-3.614CAR
2.5Drawdown
-14.11Loss Rate
0Parameters
0Security Types
42Tradeable Dates
38Trades
0Treynor Ratio
18.19Win Rate
Chris started the discussion SPXW Custom Fill
Custom fill for SPX options are not being applied in this backtest using ComboMarket or ComboLimit...
Chris left a comment in the discussion SPXW Custom Fill
https://www.quantconnect.com/docs/v2/writing-algorithms/reality-modeling/trade-fills/key-concepts
Chris left a comment in the discussion Automatic Early assignment not realistis
Alun,
Chris left a comment in the discussion SPXW Custom Fill
https://www.quantconnect.com/docs/v2/writing-algorithms/reality-modeling/trade-fills/key-concepts
2 months ago