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0Net Profit
0PSR
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
92Parameters
0Security Types
2Tradeable Dates
0Trades
0Treynor Ratio
0Win Rate
0Net Profit
0PSR
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
4Parameters
2Security Types
378Tradeable Dates
0Trades
0Treynor Ratio
0Win Rate
0Net Profit
0PSR
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
0Parameters
1Security Types
0Sortino Ratio
0Tradeable Dates
0Trades
0Treynor Ratio
0Win Rate
0Net Profit
0PSR
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
0Parameters
1Security Types
0Sortino Ratio
0Tradeable Dates
0Trades
0Treynor Ratio
0Win Rate
40.61Net Profit
22.423PSR
0.649Sharpe Ratio
0.057Alpha
0.728Beta
13.521CAR
20.5Drawdown
-6.39Loss Rate
0Parameters
2Security Types
675Tradeable Dates
285Trades
0.146Treynor Ratio
0.74Win Rate
Conor started the discussion Compiler Message Suggestion
Hi all,
Conor started the discussion US Dollar Index Support
Hi all,
Conor left a comment in the discussion How to calculate sharpe ratio in python?
Hi Yd124,
Conor left a comment in the discussion Universe Selection
Although I'm not too familiar with how to do this in Python, I'm assuming the method is relatively...
0Net Profit
0PSR
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
92Parameters
0Security Types
2Tradeable Dates
0Trades
0Treynor Ratio
0Win Rate
0Net Profit
0PSR
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
4Parameters
2Security Types
378Tradeable Dates
0Trades
0Treynor Ratio
0Win Rate
0Net Profit
0PSR
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
0Parameters
1Security Types
0Sortino Ratio
0Tradeable Dates
0Trades
0Treynor Ratio
0Win Rate
0Net Profit
0PSR
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
0Parameters
1Security Types
0Sortino Ratio
0Tradeable Dates
0Trades
0Treynor Ratio
0Win Rate
40.61Net Profit
22.423PSR
0.649Sharpe Ratio
0.057Alpha
0.728Beta
13.521CAR
20.5Drawdown
-6.39Loss Rate
0Parameters
2Security Types
675Tradeable Dates
285Trades
0.146Treynor Ratio
0.74Win Rate
40.61Net Profit
22.423PSR
0.649Sharpe Ratio
0.057Alpha
0.728Beta
13.521CAR
20.5Drawdown
24Loss Rate
0Parameters
2Security Types
0.0473Sortino Ratio
675Tradeable Dates
285Trades
0.146Treynor Ratio
76Win Rate
4.033Net Profit
16.717PSR
0.512Sharpe Ratio
0.004Alpha
0.092Beta
1.482CAR
3Drawdown
-0.9Loss Rate
0Parameters
2Security Types
675Tradeable Dates
286Trades
0.113Treynor Ratio
0.1Win Rate
45.915Net Profit
70.241PSR
1.395Sharpe Ratio
0.144Alpha
-0.002Beta
20.518CAR
7.6Drawdown
-0.07Loss Rate
0Parameters
1Security Types
2.67Sortino Ratio
0Tradeable Dates
7005Trades
-60.336Treynor Ratio
0.12Win Rate
0.418Net Profit
0PSR
14.757Sharpe Ratio
0.242Alpha
-1.634Beta
77.018CAR
1.4Drawdown
52Loss Rate
50Parameters
1Security Types
0.1561Sortino Ratio
1Tradeable Dates
30Trades
-0.424Treynor Ratio
48Win Rate
0Net Profit
0PSR
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
67Parameters
0Security Types
0Sortino Ratio
1Tradeable Dates
0Trades
0Treynor Ratio
0Win Rate
0Net Profit
0PSR
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
37Parameters
0Security Types
0Sortino Ratio
1Tradeable Dates
39Trades
0Treynor Ratio
0Win Rate
0Net Profit
0PSR
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
8Parameters
1Security Types
0Sortino Ratio
0Tradeable Dates
0Trades
0Treynor Ratio
0Win Rate
0Net Profit
0PSR
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
8Parameters
1Security Types
0Sortino Ratio
4050Tradeable Dates
0Trades
0Treynor Ratio
0Win Rate
-11.349Net Profit
0PSR
-0.175Sharpe Ratio
-0.006Alpha
0.014Beta
-0.747CAR
19.4Drawdown
83Loss Rate
29Parameters
1Security Types
-0.4228Sortino Ratio
4042Tradeable Dates
97Trades
-0.343Treynor Ratio
17Win Rate
40.209Net Profit
6.623PSR
0.53Sharpe Ratio
0.006Alpha
0.281Beta
4.907CAR
9Drawdown
57Loss Rate
29Parameters
1Security Types
0.2086Sortino Ratio
1774Tradeable Dates
8679Trades
0.128Treynor Ratio
43Win Rate
114.519Net Profit
42.824PSR
0.98Sharpe Ratio
0.047Alpha
0.324Beta
11.425CAR
10.4Drawdown
46Loss Rate
29Parameters
1Security Types
0.4756Sortino Ratio
1774Tradeable Dates
452Trades
0.251Treynor Ratio
54Win Rate
73.804Net Profit
75.52PSR
1.975Sharpe Ratio
0.425Alpha
0.537Beta
73.542CAR
26.1Drawdown
-2.2Loss Rate
18Parameters
0Security Types
3.225Sortino Ratio
0Tradeable Dates
10Trades
0.96Treynor Ratio
1.55Win Rate
30.731Net Profit
62.713PSR
1.423Sharpe Ratio
0.06Alpha
0.87Beta
32.888CAR
15.2Drawdown
-1.74Loss Rate
19Parameters
1Security Types
2.569Sortino Ratio
0Tradeable Dates
21Trades
0.269Treynor Ratio
2.76Win Rate
28.438Net Profit
65.09PSR
1.471Sharpe Ratio
0.046Alpha
0.856Beta
30.619CAR
12.1Drawdown
-2.15Loss Rate
20Parameters
1Security Types
2.809Sortino Ratio
0Tradeable Dates
12Trades
0.252Treynor Ratio
0.4Win Rate
9.374Net Profit
74.562PSR
1.829Sharpe Ratio
0.063Alpha
0.427Beta
16.263CAR
4.5Drawdown
0Loss Rate
27Parameters
1Security Types
0Sortino Ratio
0Tradeable Dates
7Trades
0.263Treynor Ratio
0Win Rate
0.888Net Profit
39.361PSR
0.344Sharpe Ratio
0.558Alpha
1.13Beta
5.652CAR
13.4Drawdown
-0.28Loss Rate
39Parameters
0Security Types
-0.087Sortino Ratio
40Tradeable Dates
42Trades
0.098Treynor Ratio
0.79Win Rate
11.353Net Profit
64.404PSR
2.959Sharpe Ratio
0.415Alpha
2.312Beta
93.055CAR
11.5Drawdown
0Loss Rate
39Parameters
0Security Types
3.371Sortino Ratio
39Tradeable Dates
20Trades
0.501Treynor Ratio
2.03Win Rate
11.353Net Profit
64.404PSR
2.959Sharpe Ratio
0.415Alpha
2.312Beta
93.055CAR
11.5Drawdown
0Loss Rate
39Parameters
0Security Types
3.371Sortino Ratio
39Tradeable Dates
20Trades
0.501Treynor Ratio
2.03Win Rate
-2.44Net Profit
11.048PSR
-2.648Sharpe Ratio
-0.211Alpha
0.424Beta
-25.239CAR
3.9Drawdown
-0.38Loss Rate
18Parameters
0Security Types
-3.181Sortino Ratio
21Tradeable Dates
17Trades
-0.496Treynor Ratio
0.18Win Rate
7.189Net Profit
81.322PSR
2.404Sharpe Ratio
-0.008Alpha
0.419Beta
13.905CAR
2.3Drawdown
-0.05Loss Rate
37Parameters
1Security Types
3.59Sortino Ratio
133Tradeable Dates
5024Trades
0.34Treynor Ratio
0.06Win Rate
0Net Profit
0PSR
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
24Parameters
1Security Types
7.9228162514264E+28Sortino Ratio
133Tradeable Dates
0Trades
0Treynor Ratio
0Win Rate
-1.013Net Profit
0PSR
-15.494Sharpe Ratio
-0.145Alpha
-0.655Beta
-71.035CAR
1.5Drawdown
-0.61Loss Rate
20Parameters
0Security Types
-19.574Sortino Ratio
3Tradeable Dates
5Trades
0.448Treynor Ratio
0Win Rate
3892.278Net Profit
100PSR
6.232Sharpe Ratio
1.718Alpha
1.044Beta
240.629CAR
18Drawdown
-1.23Loss Rate
23Parameters
0Security Types
11.846Sortino Ratio
756Tradeable Dates
1511Trades
1.773Treynor Ratio
1.6Win Rate
26.183Net Profit
23.498PSR
0.585Sharpe Ratio
-0.058Alpha
0.667Beta
10.769CAR
27.8Drawdown
-0.18Loss Rate
12Parameters
1Security Types
0.637Sortino Ratio
0Tradeable Dates
2814Trades
0.159Treynor Ratio
0.11Win Rate
50.942Net Profit
27.967PSR
0.814Sharpe Ratio
0.055Alpha
-0.019Beta
6.196CAR
9Drawdown
40Loss Rate
17Parameters
1Security Types
20.4848Sortino Ratio
1725Tradeable Dates
11Trades
-2.817Treynor Ratio
60Win Rate
Conor started the discussion Compiler Message Suggestion
Hi all,
Conor started the discussion US Dollar Index Support
Hi all,
Conor left a comment in the discussion Discrepancy between QuantConnect and Tradingview
Hi Marcel,
Conor left a comment in the discussion How to calculate sharpe ratio in python?
Hi Yd124,
Conor left a comment in the discussion Universe Selection
Although I'm not too familiar with how to do this in Python, I'm assuming the method is relatively...
Conor left a comment in the discussion How do i "look-back" at previous bars?
Hi Samwel,
Conor left a comment in the discussion Trying to figure out Consolidators and Rolling Window- Help!
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Conor left a comment in the discussion I'm looking for a developer
Hi Lorenzo,
Conor left a comment in the discussion Discrepancy between QuantConnect and Tradingview
Hi Marcel,
3 years ago