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Public Backtests (8)

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Creative Sky Blue Caribou

12.395Net Profit

68.518PSR

3.732Sharpe Ratio

1.829Alpha

0.708Beta

238.223CAR

7.2Drawdown

33Loss Rate

8Parameters

1Security Types

0.5681Sortino Ratio

24Tradeable Dates

11Trades

2.247Treynor Ratio

67Win Rate

Formal Black Cat

12.395Net Profit

68.518PSR

3.732Sharpe Ratio

1.829Alpha

0.708Beta

238.223CAR

7.2Drawdown

33Loss Rate

8Parameters

1Security Types

0.5681Sortino Ratio

24Tradeable Dates

11Trades

2.247Treynor Ratio

67Win Rate

Virtual Red-Orange Camel

4.279Net Profit

84.212PSR

4.089Sharpe Ratio

0.381Alpha

0.033Beta

54.802CAR

1.6Drawdown

17Loss Rate

8Parameters

1Security Types

0Sortino Ratio

24Tradeable Dates

12Trades

11.167Treynor Ratio

83Win Rate

Crying Apricot Chicken

0Net Profit

0PSR

0Sharpe Ratio

0Alpha

0Beta

0CAR

0Drawdown

0Loss Rate

7Parameters

0Security Types

7.9228162514264E+28Sortino Ratio

2192Tradeable Dates

0Trades

0Treynor Ratio

0Win Rate

Energetic Asparagus Cormorant

4133.831Net Profit

98.758PSR

5.579Sharpe Ratio

4.113Alpha

0.274Beta

629.491CAR

41Drawdown

-1.67Loss Rate

0Parameters

1Security Types

15.467Sortino Ratio

688Tradeable Dates

911Trades

15.174Treynor Ratio

4.42Win Rate


Community

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Christian started the discussion Risk Management trading ETHUSD Algo

Just wondering if I could get some help limiting downside risk on this algorithm .It buys on the...

2 years ago

Christian started the discussion Trouble Adding USDTUSD

hey all,

2 years ago

Christian started the discussion Request for USDT/USD support on Coinbase Pro

Quick request for USDT/USD top be supported on QC. Its available on Coinbase Pro but QC doesn't...

2 years ago

Christian started the discussion Limit Orders on DAIUSD not working

I have an arbitrage strategy buying the stablecoin DAI below $1 and selling it above $1. However...

2 years ago

Christian started the discussion Take Profit without buying again

Hi there,

2 years ago

Creative Sky Blue Caribou

12.395Net Profit

68.518PSR

3.732Sharpe Ratio

1.829Alpha

0.708Beta

238.223CAR

7.2Drawdown

33Loss Rate

8Parameters

1Security Types

0.5681Sortino Ratio

24Tradeable Dates

11Trades

2.247Treynor Ratio

67Win Rate

Formal Black Cat

12.395Net Profit

68.518PSR

3.732Sharpe Ratio

1.829Alpha

0.708Beta

238.223CAR

7.2Drawdown

33Loss Rate

8Parameters

1Security Types

0.5681Sortino Ratio

24Tradeable Dates

11Trades

2.247Treynor Ratio

67Win Rate

Virtual Red-Orange Camel

4.279Net Profit

84.212PSR

4.089Sharpe Ratio

0.381Alpha

0.033Beta

54.802CAR

1.6Drawdown

17Loss Rate

8Parameters

1Security Types

0Sortino Ratio

24Tradeable Dates

12Trades

11.167Treynor Ratio

83Win Rate

Crying Apricot Chicken

0Net Profit

0PSR

0Sharpe Ratio

0Alpha

0Beta

0CAR

0Drawdown

0Loss Rate

7Parameters

0Security Types

7.9228162514264E+28Sortino Ratio

2192Tradeable Dates

0Trades

0Treynor Ratio

0Win Rate

Energetic Asparagus Cormorant

4133.831Net Profit

98.758PSR

5.579Sharpe Ratio

4.113Alpha

0.274Beta

629.491CAR

41Drawdown

-1.67Loss Rate

0Parameters

1Security Types

15.467Sortino Ratio

688Tradeable Dates

911Trades

15.174Treynor Ratio

4.42Win Rate

Formal Black Chimpanzee

0Net Profit

0PSR

0Sharpe Ratio

0Alpha

0Beta

0CAR

0Drawdown

0Loss Rate

0Parameters

1Security Types

0Sortino Ratio

1Tradeable Dates

1Trades

0Treynor Ratio

0Win Rate

Focused Magenta Crocodile

2.77Net Profit

0PSR

14.954Sharpe Ratio

1.754Alpha

-1.202Beta

1110.055CAR

1.6Drawdown

0Loss Rate

6Parameters

1Security Types

0Sortino Ratio

3Tradeable Dates

5Trades

-1.152Treynor Ratio

100Win Rate

Hipster Tan Fox

5Parameters

1Security Types

0Tradeable Dates

Christian started the discussion Risk Management trading ETHUSD Algo

Just wondering if I could get some help limiting downside risk on this algorithm .It buys on the...

2 years ago

Christian started the discussion Trouble Adding USDTUSD

hey all,

2 years ago

Christian started the discussion Request for USDT/USD support on Coinbase Pro

Quick request for USDT/USD top be supported on QC. Its available on Coinbase Pro but QC doesn't...

2 years ago

Christian started the discussion Limit Orders on DAIUSD not working

I have an arbitrage strategy buying the stablecoin DAI below $1 and selling it above $1. However...

2 years ago

Christian started the discussion Take Profit without buying again

Hi there,

2 years ago

Christian started the discussion Exit Position after X hours

Hello,

2 years ago

Christian started the discussion Need help adding Fundemental Data and Technical indicators

Hi there:)

2 years ago

Christian started the discussion Adding Put Options Sales to Longterm Strategy

Hi there,

2 years ago

Christian started the discussion Selling Puts on a Long Term Strategy

Hi there,

2 years ago

Christian left a comment in the discussion Need help adding Fundemental Data and Technical indicators

yes!!! thank you vladimir!

2 years ago

Christian left a comment in the discussion Limit Orders on DAIUSD not working

Thank you so much!!!! Merry Christmas !

2 years ago

Christian left a comment in the discussion Limit Orders on DAIUSD not working

Limit orders are not being accepted by QC. When I use SetHoldings, then It works.

2 years ago

Christian started the discussion Lean Spamming Orders to ALPACA

Hello,

4 years ago

Christian started the discussion EMA CROSSOVER - ORDERS SENT AT RANDOM TIMES

Hello,

4 years ago

Christian started the discussion Acessing previous tick price

Hello, thanks to all who can help.I am trying to create a HFT-like algorithm in my spare time.I...

4 years ago

Christian started the discussion StopLoss & AlpacaBrokerageModel not supporting submitting sell orders with open buy orders

hi there,

4 years ago

Christian started the discussion AlpacaBrokerageModel not accepting StopLimit Order due to open buy orders

hi there,

4 years ago

Christian left a comment in the discussion StopLoss & AlpacaBrokerageModel not supporting submitting sell orders with open buy orders

HI Jared,

4 years ago

Christian left a comment in the discussion Acessing previous tick price

Thanks so much rahul! Means so much... God bless!!

4 years ago

Christian left a comment in the discussion EMA CROSSOVER - ORDERS SENT AT RANDOM TIMES

Thanks so much Andres!!!!!!!!!!!!

4 years ago

Christian started the discussion Trailing Stop Loss

Hello,

5 years ago

Christian started the discussion Stop loss not triggering

Hello,

5 years ago

Christian started the discussion (C#) MarketOnCloseOrder and trailing Stop

Thanks for your help in advance.

5 years ago