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Activity on QuantConnect

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Public Backtests (5)

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Creative Violet Cormorant

41.69Net Profit

9.876PSR

0.32Sharpe Ratio

-0.013Alpha

1.342Beta

10.741CAR

52.2Drawdown

-0.21Loss Rate

0Parameters

0Security Types

858Tradeable Dates

2399Trades

0.055Treynor Ratio

0.18Win Rate

Smooth Blue Pig

27.138Net Profit

0.4PSR

0.006Sharpe Ratio

-0.025Alpha

0.335Beta

2.581CAR

28.5Drawdown

-0.05Loss Rate

0Parameters

0Security Types

2369Tradeable Dates

6955Trades

0.001Treynor Ratio

0.08Win Rate

Ugly Tan Rhinoceros

84.631Net Profit

49.514PSR

0.948Sharpe Ratio

0.087Alpha

0.614Beta

22.663CAR

19.3Drawdown

-0.01Loss Rate

0Parameters

0Security Types

756Tradeable Dates

1498Trades

0.238Treynor Ratio

0.06Win Rate

Jumping Yellow Eagle

84.631Net Profit

49.514PSR

0.948Sharpe Ratio

0.087Alpha

0.614Beta

22.663CAR

19.3Drawdown

-0.01Loss Rate

0Parameters

0Security Types

756Tradeable Dates

1498Trades

0.238Treynor Ratio

0.06Win Rate

Jumping Red Orange Wolf

5.047Net Profit

18.481PSR

-0.013Sharpe Ratio

0Alpha

0Beta

5.022CAR

16.4Drawdown

-0.48Loss Rate

63Parameters

0Security Types

315Tradeable Dates

210Trades

0Treynor Ratio

0.61Win Rate


Community

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Creative Violet Cormorant

41.69Net Profit

9.876PSR

0.32Sharpe Ratio

-0.013Alpha

1.342Beta

10.741CAR

52.2Drawdown

-0.21Loss Rate

0Parameters

0Security Types

858Tradeable Dates

2399Trades

0.055Treynor Ratio

0.18Win Rate

Smooth Blue Pig

27.138Net Profit

0.4PSR

0.006Sharpe Ratio

-0.025Alpha

0.335Beta

2.581CAR

28.5Drawdown

-0.05Loss Rate

0Parameters

0Security Types

2369Tradeable Dates

6955Trades

0.001Treynor Ratio

0.08Win Rate

Ugly Tan Rhinoceros

84.631Net Profit

49.514PSR

0.948Sharpe Ratio

0.087Alpha

0.614Beta

22.663CAR

19.3Drawdown

-0.01Loss Rate

0Parameters

0Security Types

756Tradeable Dates

1498Trades

0.238Treynor Ratio

0.06Win Rate

Jumping Yellow Eagle

84.631Net Profit

49.514PSR

0.948Sharpe Ratio

0.087Alpha

0.614Beta

22.663CAR

19.3Drawdown

-0.01Loss Rate

0Parameters

0Security Types

756Tradeable Dates

1498Trades

0.238Treynor Ratio

0.06Win Rate

Jumping Red Orange Wolf

5.047Net Profit

18.481PSR

-0.013Sharpe Ratio

0Alpha

0Beta

5.022CAR

16.4Drawdown

-0.48Loss Rate

63Parameters

0Security Types

315Tradeable Dates

210Trades

0Treynor Ratio

0.61Win Rate