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Public Backtests (30)

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Formal Red Orange Gaur

1668.137Net Profit

18.327PSR

1.185Sharpe Ratio

0.918Alpha

0.198Beta

104.858CAR

29.9Drawdown

-2.45Loss Rate

0Parameters

0Security Types

1462Tradeable Dates

29865Trades

4.711Treynor Ratio

11.95Win Rate

Jumping Asparagus Alpaca

441.006Net Profit

70.334PSR

1.538Sharpe Ratio

0.467Alpha

0.914Beta

75.49CAR

33.3Drawdown

-0.8Loss Rate

0Parameters

0Security Types

756Tradeable Dates

14894Trades

0.607Treynor Ratio

0.77Win Rate

Jumping Yellow Green Cormorant

596.34Net Profit

47.555PSR

1.175Sharpe Ratio

0.501Alpha

0.312Beta

62.294CAR

59.7Drawdown

-10.12Loss Rate

0Parameters

0Security Types

1462Tradeable Dates

1021Trades

1.688Treynor Ratio

81.43Win Rate

Focused Orange Horse

1668.137Net Profit

18.327PSR

1.185Sharpe Ratio

0.918Alpha

0.198Beta

104.858CAR

29.9Drawdown

-2.45Loss Rate

0Parameters

0Security Types

1462Tradeable Dates

29865Trades

4.711Treynor Ratio

11.95Win Rate

Logical Green Kangaroo

910.799Net Profit

70.991PSR

1.514Sharpe Ratio

0.568Alpha

0.175Beta

78.165CAR

39.5Drawdown

-2.48Loss Rate

0Parameters

0Security Types

1462Tradeable Dates

364Trades

3.371Treynor Ratio

8.76Win Rate


Community

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Formal Red Orange Gaur

1668.137Net Profit

18.327PSR

1.185Sharpe Ratio

0.918Alpha

0.198Beta

104.858CAR

29.9Drawdown

-2.45Loss Rate

0Parameters

0Security Types

1462Tradeable Dates

29865Trades

4.711Treynor Ratio

11.95Win Rate

Jumping Asparagus Alpaca

441.006Net Profit

70.334PSR

1.538Sharpe Ratio

0.467Alpha

0.914Beta

75.49CAR

33.3Drawdown

-0.8Loss Rate

0Parameters

0Security Types

756Tradeable Dates

14894Trades

0.607Treynor Ratio

0.77Win Rate

Jumping Yellow Green Cormorant

596.34Net Profit

47.555PSR

1.175Sharpe Ratio

0.501Alpha

0.312Beta

62.294CAR

59.7Drawdown

-10.12Loss Rate

0Parameters

0Security Types

1462Tradeable Dates

1021Trades

1.688Treynor Ratio

81.43Win Rate

Focused Orange Horse

1668.137Net Profit

18.327PSR

1.185Sharpe Ratio

0.918Alpha

0.198Beta

104.858CAR

29.9Drawdown

-2.45Loss Rate

0Parameters

0Security Types

1462Tradeable Dates

29865Trades

4.711Treynor Ratio

11.95Win Rate

Logical Green Kangaroo

910.799Net Profit

70.991PSR

1.514Sharpe Ratio

0.568Alpha

0.175Beta

78.165CAR

39.5Drawdown

-2.48Loss Rate

0Parameters

0Security Types

1462Tradeable Dates

364Trades

3.371Treynor Ratio

8.76Win Rate

Logical Sky Blue Fish

441.055Net Profit

70.336PSR

1.538Sharpe Ratio

0.467Alpha

0.914Beta

75.465CAR

33.3Drawdown

-0.84Loss Rate

0Parameters

0Security Types

756Tradeable Dates

11534Trades

0.607Treynor Ratio

0.76Win Rate

Virtual Asparagus Sardine

480.17Net Profit

53.617PSR

1.209Sharpe Ratio

0.304Alpha

1.02Beta

55.152CAR

33.3Drawdown

-0.89Loss Rate

0Parameters

0Security Types

1008Tradeable Dates

16647Trades

0.418Treynor Ratio

0.62Win Rate

Hyper Active Asparagus Galago

0Parameters

1Security Types

66Tradeable Dates

Creative Fluorescent Yellow Jaguar

0Parameters

1Security Types

756Tradeable Dates

Swimming Red Orange Seahorse

0Parameters

1Security Types

332Tradeable Dates

Alert Apricot Monkey

0Parameters

2Security Types

1097Tradeable Dates

Focused Tan Pony

0Parameters

1Security Types

1259Tradeable Dates

Upgraded Apricot Hornet

1087.694Net Profit

53.368PSR

1.372Sharpe Ratio

0.727Alpha

0.352Beta

85.423CAR

47.5Drawdown

-3.74Loss Rate

0Parameters

0Security Types

1462Tradeable Dates

1262Trades

2.184Treynor Ratio

124.45Win Rate

Crawling Blue Galago

768.274Net Profit

43.454PSR

1.202Sharpe Ratio

0.636Alpha

0.374Beta

71.481CAR

53.8Drawdown

-7.5Loss Rate

0Parameters

0Security Types

1462Tradeable Dates

1254Trades

1.819Treynor Ratio

124.05Win Rate

Retrospective Orange Rabbit

672.937Net Profit

63.663PSR

1.367Sharpe Ratio

0.49Alpha

0.123Beta

66.622CAR

36.7Drawdown

-0.99Loss Rate

0Parameters

0Security Types

1462Tradeable Dates

774Trades

4.114Treynor Ratio

8.41Win Rate

Hipster Green Dolphin

833.53Net Profit

68.013PSR

1.46Sharpe Ratio

0.545Alpha

0.176Beta

74.663CAR

41.6Drawdown

-2.45Loss Rate

0Parameters

0Security Types

1462Tradeable Dates

374Trades

3.22Treynor Ratio

8.76Win Rate

Well Dressed Black Bat

910.799Net Profit

70.991PSR

1.514Sharpe Ratio

0.568Alpha

0.175Beta

78.165CAR

39.5Drawdown

-2.48Loss Rate

0Parameters

0Security Types

1462Tradeable Dates

364Trades

3.371Treynor Ratio

8.76Win Rate

Hipster Green Termite

1325.144Net Profit

67.664PSR

1.403Sharpe Ratio

0.509Alpha

0.151Beta

69.988CAR

39.6Drawdown

-6.95Loss Rate

0Parameters

0Security Types

1827Tradeable Dates

25Trades

3.471Treynor Ratio

106.27Win Rate

Focused Orange Cow

590.471Net Profit

55.584PSR

1.264Sharpe Ratio

0.465Alpha

0.174Beta

61.952CAR

39.5Drawdown

-6.16Loss Rate

0Parameters

0Security Types

1462Tradeable Dates

20Trades

2.79Treynor Ratio

114.76Win Rate

Emotional Yellow Green Cormorant

910.799Net Profit

70.991PSR

1.514Sharpe Ratio

0.568Alpha

0.175Beta

78.165CAR

39.5Drawdown

-2.48Loss Rate

0Parameters

0Security Types

1462Tradeable Dates

364Trades

3.371Treynor Ratio

8.76Win Rate

Calculating Apricot Hornet

865.826Net Profit

70.603PSR

1.497Sharpe Ratio

0.553Alpha

0.156Beta

76.152CAR

39.1Drawdown

-2.12Loss Rate

0Parameters

0Security Types

1462Tradeable Dates

418Trades

3.67Treynor Ratio

8.57Win Rate

Sleepy Black Seahorse

833.53Net Profit

68.013PSR

1.46Sharpe Ratio

0.545Alpha

0.176Beta

74.663CAR

41.6Drawdown

-2.45Loss Rate

0Parameters

0Security Types

1462Tradeable Dates

374Trades

3.22Treynor Ratio

8.76Win Rate

Casual Green Butterfly

590.471Net Profit

55.584PSR

1.264Sharpe Ratio

0.465Alpha

0.174Beta

61.952CAR

39.5Drawdown

-6.16Loss Rate

0Parameters

0Security Types

1462Tradeable Dates

20Trades

2.79Treynor Ratio

114.76Win Rate

Hyper Active Fluorescent Orange Bat

910.799Net Profit

70.991PSR

1.514Sharpe Ratio

0.568Alpha

0.175Beta

78.165CAR

39.5Drawdown

-2.48Loss Rate

0Parameters

0Security Types

1462Tradeable Dates

364Trades

3.371Treynor Ratio

8.76Win Rate

Logical Violet Baboon

786.6Net Profit

69.61PSR

1.464Sharpe Ratio

0.522Alpha

0.164Beta

72.428CAR

42.7Drawdown

-2Loss Rate

0Parameters

0Security Types

1462Tradeable Dates

466Trades

3.309Treynor Ratio

7.88Win Rate

Muscular Red Monkey

198.448Net Profit

56.104PSR

1.204Sharpe Ratio

0.294Alpha

0.925Beta

49.592CAR

26.3Drawdown

-0.32Loss Rate

0Parameters

0Security Types

1509Tradeable Dates

10001Trades

0.39Treynor Ratio

0.16Win Rate

Measured Brown Bat

582.449Net Profit

88.223PSR

2.088Sharpe Ratio

0.649Alpha

0.799Beta

105.086CAR

29Drawdown

-0.98Loss Rate

0Parameters

0Security Types

756Tradeable Dates

10001Trades

0.904Treynor Ratio

0.65Win Rate

Hipster Blue Manatee

571.658Net Profit

87.707PSR

2.062Sharpe Ratio

0.646Alpha

0.811Beta

104.016CAR

29Drawdown

-1.23Loss Rate

0Parameters

0Security Types

756Tradeable Dates

10001Trades

0.883Treynor Ratio

0.59Win Rate

Hipster Yellow Penguin

390.214Net Profit

15.542PSR

0.732Sharpe Ratio

0.084Alpha

0.78Beta

21.44CAR

37.7Drawdown

-1.2Loss Rate

0Parameters

0Security Types

3273Tradeable Dates

10001Trades

0.212Treynor Ratio

0.53Win Rate

Geeky Orange Dog

390.214Net Profit

15.542PSR

0.732Sharpe Ratio

0.084Alpha

0.78Beta

21.44CAR

37.7Drawdown

-1.2Loss Rate

0Parameters

0Security Types

3273Tradeable Dates

10001Trades

0.212Treynor Ratio

0.53Win Rate