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Public Backtests (1)

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corr -0.9 window 6 hist 9

9415.429Net Profit

96.069PSR

1.691Sharpe Ratio

0Alpha

0Beta

41.272CAR

36.1Drawdown

-1.06Loss Rate

64Parameters

1Security Types

2.53Sortino Ratio

3316Tradeable Dates

544Trades

0Treynor Ratio

2.68Win Rate


Community

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Dresdner left a comment in the discussion Parameter Optimization Example in a Long/Hold Strategy

Can we optimize more than 2 parameters? I cannot add more than 2 parameters - it is not useful at...

3 years ago

corr -0.9 window 6 hist 9

9415.429Net Profit

96.069PSR

1.691Sharpe Ratio

0Alpha

0Beta

41.272CAR

36.1Drawdown

-1.06Loss Rate

64Parameters

1Security Types

2.53Sortino Ratio

3316Tradeable Dates

544Trades

0Treynor Ratio

2.68Win Rate

Dresdner left a comment in the discussion Parameter Optimization Example in a Long/Hold Strategy

Can we optimize more than 2 parameters? I cannot add more than 2 parameters - it is not useful at...

3 years ago