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-1.616Net Profit
-7.86Sharpe Ratio
-1.019Alpha
12.31Beta
-62.872CAR
2.1Drawdown
80Loss Rate
0Parameters
1Security Types
-1.5354Sortino Ratio
3Tradeable Dates
22Trades
-0.066Treynor Ratio
20Win Rate
-3.038Net Profit
-12.623Sharpe Ratio
-1.994Alpha
27.174Beta
-84.696CAR
4Drawdown
75Loss Rate
0Parameters
1Security Types
-1.6275Sortino Ratio
3Tradeable Dates
151Trades
-0.057Treynor Ratio
25Win Rate
-58.501Net Profit
-10.493Sharpe Ratio
-11.725Alpha
240.562Beta
-99.996CAR
59.3Drawdown
71Loss Rate
0Parameters
1Security Types
-0.4364Sortino Ratio
25Tradeable Dates
2344Trades
-0.032Treynor Ratio
29Win Rate
christian started the discussion Indicators for multiple instruments
So this is a program that trades a basket of FX-pairs, However i am having truble uppdating my...
christian left a comment in the discussion Using machine learning in backtesting
Have there been any uppdates to this issue ?
christian left a comment in the discussion Indicators for multiple instruments
Wow, Thanks !!
christian left a comment in the discussion Indicators for multiple instruments
Thanks a lot for all your pointers, and it have given me a direction to keep on working with it. I...
-1.616Net Profit
-7.86Sharpe Ratio
-1.019Alpha
12.31Beta
-62.872CAR
2.1Drawdown
80Loss Rate
0Parameters
1Security Types
-1.5354Sortino Ratio
3Tradeable Dates
22Trades
-0.066Treynor Ratio
20Win Rate
-3.038Net Profit
-12.623Sharpe Ratio
-1.994Alpha
27.174Beta
-84.696CAR
4Drawdown
75Loss Rate
0Parameters
1Security Types
-1.6275Sortino Ratio
3Tradeable Dates
151Trades
-0.057Treynor Ratio
25Win Rate
-58.501Net Profit
-10.493Sharpe Ratio
-11.725Alpha
240.562Beta
-99.996CAR
59.3Drawdown
71Loss Rate
0Parameters
1Security Types
-0.4364Sortino Ratio
25Tradeable Dates
2344Trades
-0.032Treynor Ratio
29Win Rate
christian started the discussion Indicators for multiple instruments
So this is a program that trades a basket of FX-pairs, However i am having truble uppdating my...
christian left a comment in the discussion Using machine learning in backtesting
Stephen unless i am missunderstanding this tread, that is the case that we are discussing, that you...
christian left a comment in the discussion Using machine learning in backtesting
Have there been any uppdates to this issue ?
christian left a comment in the discussion Indicators for multiple instruments
Wow, Thanks !!
christian left a comment in the discussion Indicators for multiple instruments
Thanks a lot for all your pointers, and it have given me a direction to keep on working with it. I...
christian left a comment in the discussion Indicators for multiple instruments
Thanks for pointing it out, I have bean reworking it, and it seam to be more logical...
christian left a comment in the discussion Indicators for multiple instruments
hey, posting the full code here,
christian left a comment in the discussion Using machine learning in backtesting
Stephen unless i am missunderstanding this tread, that is the case that we are discussing, that you...
5 years ago