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Public Backtests (22)

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best version of SPY equal weighting

-99.96Net Profit

27.154PSR

0.665Sharpe Ratio

-2.35Alpha

33.139Beta

-100CAR

100Drawdown

-77.15Loss Rate

0Parameters

0Security Types

124Tradeable Dates

23Trades

0.1Treynor Ratio

37715.81Win Rate

Casual Blue Sheep

296.329Net Profit

81.917PSR

12.042Sharpe Ratio

17.609Alpha

6.895Beta

1537.302CAR

49.1Drawdown

-2.25Loss Rate

0Parameters

0Security Types

123Tradeable Dates

855Trades

2.737Treynor Ratio

8.21Win Rate

Sleepy Magenta Alpaca

311.794Net Profit

79.823PSR

2.099Sharpe Ratio

1.041Alpha

0.028Beta

149.53CAR

28.6Drawdown

-0.4Loss Rate

0Parameters

0Security Types

0Tradeable Dates

3818Trades

37.379Treynor Ratio

0.72Win Rate

Pensive Fluorescent Orange Termite

8.561Net Profit

32.003PSR

0.332Sharpe Ratio

0.184Alpha

-0.503Beta

15.346CAR

21.3Drawdown

-0.23Loss Rate

112Parameters

0Security Types

144Tradeable Dates

1235Trades

-0.192Treynor Ratio

0.48Win Rate

Emotional Violet Ant

0Net Profit

0PSR

0Sharpe Ratio

0Alpha

0Beta

0CAR

0Drawdown

0Loss Rate

9Parameters

0Security Types

6618Tradeable Dates

0Trades

0Treynor Ratio

0Win Rate


Community

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best version of SPY equal weighting

-99.96Net Profit

27.154PSR

0.665Sharpe Ratio

-2.35Alpha

33.139Beta

-100CAR

100Drawdown

-77.15Loss Rate

0Parameters

0Security Types

124Tradeable Dates

23Trades

0.1Treynor Ratio

37715.81Win Rate

Casual Blue Sheep

296.329Net Profit

81.917PSR

12.042Sharpe Ratio

17.609Alpha

6.895Beta

1537.302CAR

49.1Drawdown

-2.25Loss Rate

0Parameters

0Security Types

123Tradeable Dates

855Trades

2.737Treynor Ratio

8.21Win Rate

Sleepy Magenta Alpaca

311.794Net Profit

79.823PSR

2.099Sharpe Ratio

1.041Alpha

0.028Beta

149.53CAR

28.6Drawdown

-0.4Loss Rate

0Parameters

0Security Types

0Tradeable Dates

3818Trades

37.379Treynor Ratio

0.72Win Rate

Pensive Fluorescent Orange Termite

8.561Net Profit

32.003PSR

0.332Sharpe Ratio

0.184Alpha

-0.503Beta

15.346CAR

21.3Drawdown

-0.23Loss Rate

112Parameters

0Security Types

144Tradeable Dates

1235Trades

-0.192Treynor Ratio

0.48Win Rate

Emotional Violet Ant

0Net Profit

0PSR

0Sharpe Ratio

0Alpha

0Beta

0CAR

0Drawdown

0Loss Rate

9Parameters

0Security Types

6618Tradeable Dates

0Trades

0Treynor Ratio

0Win Rate

Crying Sky Blue Coyote

0Net Profit

0PSR

0Sharpe Ratio

0Alpha

0Beta

0CAR

0Drawdown

0Loss Rate

12Parameters

1Security Types

0Sortino Ratio

989Tradeable Dates

0Trades

0Treynor Ratio

0Win Rate

Dancing Orange Tapir

0Net Profit

0PSR

0Sharpe Ratio

0Alpha

0Beta

0CAR

0Drawdown

0Loss Rate

6Parameters

1Security Types

0Sortino Ratio

989Tradeable Dates

0Trades

0Treynor Ratio

0Win Rate

long only-check research

86.781Net Profit

3.08PSR

0.415Sharpe Ratio

0.044Alpha

0.536Beta

9.882CAR

38.8Drawdown

-1.11Loss Rate

86Parameters

1Security Types

1667Tradeable Dates

28860Trades

0.18Treynor Ratio

0.58Win Rate

Crying Green Owlet

546.652Net Profit

62.375PSR

1.231Sharpe Ratio

0.256Alpha

-0.119Beta

33.274CAR

24.4Drawdown

-0.38Loss Rate

31Parameters

1Security Types

0Tradeable Dates

7612Trades

-2.043Treynor Ratio

0.4Win Rate

Emotional Red Alpaca

270.72Net Profit

67.595PSR

1.397Sharpe Ratio

0.352Alpha

-0.143Beta

46.211CAR

24.4Drawdown

-0.53Loss Rate

31Parameters

1Security Types

0Tradeable Dates

3356Trades

-2.363Treynor Ratio

0.6Win Rate

Formal Magenta Viper

6.972Net Profit

28.045PSR

0.538Sharpe Ratio

0.019Alpha

0.228Beta

7.011CAR

10.6Drawdown

-0.19Loss Rate

31Parameters

0Security Types

0Tradeable Dates

1393Trades

0.233Treynor Ratio

0.18Win Rate

long equity

45.66Net Profit

3.992PSR

0.419Sharpe Ratio

-0.002Alpha

0.527Beta

6.081CAR

28.6Drawdown

-0.64Loss Rate

29Parameters

0Security Types

1602Tradeable Dates

1412Trades

0.093Treynor Ratio

0.98Win Rate

from 2021

130.47Net Profit

74.37PSR

1.532Sharpe Ratio

0.27Alpha

0.582Beta

42.258CAR

13.8Drawdown

-3.16Loss Rate

35Parameters

0Security Types

595Tradeable Dates

253Trades

0.516Treynor Ratio

3.03Win Rate

Stochastic MOH - this one!

130.47Net Profit

74.37PSR

1.532Sharpe Ratio

0.27Alpha

0.582Beta

42.258CAR

13.8Drawdown

-3.16Loss Rate

35Parameters

0Security Types

595Tradeable Dates

253Trades

0.516Treynor Ratio

3.03Win Rate

Swimming Orange Rat

-14.105Net Profit

5.082PSR

-0.159Sharpe Ratio

-0.014Alpha

0.639Beta

-10.513CAR

34.9Drawdown

-3.84Loss Rate

35Parameters

0Security Types

343Tradeable Dates

182Trades

-0.065Treynor Ratio

2.9Win Rate

Retrospective Yellow Sheep

75.519Net Profit

72.593PSR

1.658Sharpe Ratio

0.384Alpha

0.569Beta

50.831CAR

13.5Drawdown

-2.95Loss Rate

35Parameters

0Security Types

343Tradeable Dates

182Trades

0.632Treynor Ratio

2.81Win Rate

Casual Fluorescent Orange Mosquito

76.881Net Profit

69.463PSR

1.588Sharpe Ratio

0.396Alpha

0.606Beta

51.685CAR

13.8Drawdown

-3.13Loss Rate

35Parameters

0Security Types

343Tradeable Dates

181Trades

0.611Treynor Ratio

2.99Win Rate

Adaptable Asparagus Penguin

54.788Net Profit

16.212PSR

0.562Sharpe Ratio

0Alpha

0Beta

15.419CAR

32.7Drawdown

-0.53Loss Rate

29Parameters

0Security Types

0Tradeable Dates

3128Trades

0Treynor Ratio

0.56Win Rate

Virtual Black Butterfly

354.896Net Profit

40.107PSR

1.009Sharpe Ratio

0.22Alpha

-0.128Beta

27.432CAR

27.5Drawdown

-0.37Loss Rate

33Parameters

0Security Types

0Tradeable Dates

7472Trades

-1.624Treynor Ratio

0.4Win Rate

Energetic Apricot Cow

-19.348Net Profit

7.807PSR

-0.864Sharpe Ratio

-0.236Alpha

-0.37Beta

-44.872CAR

22.1Drawdown

-1.92Loss Rate

100Parameters

1Security Types

91Tradeable Dates

275Trades

0.808Treynor Ratio

3.7Win Rate

Measured Yellow Green Kangaroo

354.891Net Profit

40.106PSR

1.009Sharpe Ratio

0.22Alpha

-0.128Beta

27.432CAR

27.5Drawdown

-0.37Loss Rate

32Parameters

0Security Types

0Tradeable Dates

7474Trades

-1.624Treynor Ratio

0.4Win Rate

Pensive Black Rat

46.647Net Profit

72.535PSR

2.381Sharpe Ratio

0Alpha

0Beta

138.261CAR

18.8Drawdown

-0.42Loss Rate

94Parameters

1Security Types

110Tradeable Dates

617Trades

0Treynor Ratio

1.8Win Rate