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1436.849Net Profit
41.913PSR
1.096Sharpe Ratio
0.161Alpha
0.265Beta
43.747CAR
35.2Drawdown
60Loss Rate
7Parameters
1Security Types
0.6958Sortino Ratio
2749Tradeable Dates
382Trades
1.323Treynor Ratio
40Win Rate
-0.81Net Profit
36.95PSR
0.126Sharpe Ratio
0.131Alpha
0.338Beta
-7.655CAR
17.5Drawdown
75Loss Rate
4Parameters
1Security Types
0.0701Sortino Ratio
38Tradeable Dates
8Trades
0.182Treynor Ratio
25Win Rate
-3.132Net Profit
27.055PSR
-0.353Sharpe Ratio
0.049Alpha
0.189Beta
-20.381CAR
11.5Drawdown
-3.73Loss Rate
3Parameters
0Security Types
-0.661Sortino Ratio
51Tradeable Dates
8Trades
-0.564Treynor Ratio
2.25Win Rate
Franky started the discussion Slice.Price vs Slice.Bar.Close
I'm trying to understand why the following values are different if OnData happens once per hour...
Franky started the discussion Simple Donchian Channel Strategy Assistance
I'm still learning Quant Connect, coming from a Metatrader background. One of the things that are...
Franky started the discussion GUI for Lean
Are there any updates regarding this discussion ?
Franky started the discussion Stop Orders on 1 Hour Backtest - Filling price
How are stop market orders executed when testing on one hour timeframe ? In my opinion it's...
Franky started the discussion Withdraw cash for Tax purposes (loss) - Backtesting
Is there a function like SetCash() to withdraw or sacrifice/ cash ? I need this in order to...
1436.849Net Profit
41.913PSR
1.096Sharpe Ratio
0.161Alpha
0.265Beta
43.747CAR
35.2Drawdown
60Loss Rate
7Parameters
1Security Types
0.6958Sortino Ratio
2749Tradeable Dates
382Trades
1.323Treynor Ratio
40Win Rate
-0.81Net Profit
36.95PSR
0.126Sharpe Ratio
0.131Alpha
0.338Beta
-7.655CAR
17.5Drawdown
75Loss Rate
4Parameters
1Security Types
0.0701Sortino Ratio
38Tradeable Dates
8Trades
0.182Treynor Ratio
25Win Rate
-3.132Net Profit
27.055PSR
-0.353Sharpe Ratio
0.049Alpha
0.189Beta
-20.381CAR
11.5Drawdown
-3.73Loss Rate
3Parameters
0Security Types
-0.661Sortino Ratio
51Tradeable Dates
8Trades
-0.564Treynor Ratio
2.25Win Rate
Franky started the discussion Slice.Price vs Slice.Bar.Close
I'm trying to understand why the following values are different if OnData happens once per hour...
Franky started the discussion Simple Donchian Channel Strategy Assistance
I'm still learning Quant Connect, coming from a Metatrader background. One of the things that are...
Franky started the discussion GUI for Lean
Are there any updates regarding this discussion ?
Franky started the discussion Stop Orders on 1 Hour Backtest - Filling price
How are stop market orders executed when testing on one hour timeframe ? In my opinion it's...
Franky started the discussion Withdraw cash for Tax purposes (loss) - Backtesting
Is there a function like SetCash() to withdraw or sacrifice/ cash ? I need this in order to...
Franky started the discussion Bitfinex Derivates Trading and Live Trading Questions
Hi everyone,
Franky started the discussion Understanding tick data for crypto
I'm trying to understand how data of the format:
Franky started the discussion LEAN Optimize Results
I'm using LEAN desktop as it's a lot easier to build strategies in Visual Studio. I'm trying to...
Franky started the discussion Deploying multiple algorithms on same account
I'm trading live on Bitfinex. However, would like to trade about 5 agorithms on the same account...
Franky left a comment in the discussion Is it just me or is it painfully slow and complicated to develop on QC ?
A quant framework that I used in a quant community about 10 years ago could do around 20 backtests...
Franky left a comment in the discussion LEAN Optimize Results
Ok thanks I guess it's not that difficult to parse the console lines. I will use that
Franky left a comment in the discussion Understanding tick data for crypto
Hi Louis,
Franky left a comment in the discussion Bitfinex Derivates Trading and Live Trading Questions
It seems like only Margin is supported, not Derivatives. Thus the initial post is irrelevant and...
Franky left a comment in the discussion Bitfinex Derivates Trading and Live Trading Questions
It seems like this is a bug. I sent an email to support.
Franky left a comment in the discussion Stop Orders on 1 Hour Backtest - Filling price
Hi Louis,
3 years ago