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0.457Net Profit
99.981PSR
8.033Sharpe Ratio
0.086Alpha
0.086Beta
8.242CAR
0Drawdown
0Loss Rate
11Parameters
0Security Types
67.096Sortino Ratio
14Tradeable Dates
96Trades
-2.296Treynor Ratio
0.02Win Rate
Frogloks left a comment in the discussion Transition from Quantopian to QuantConnect.
Many thanks to Vladimir for this thread.
0.457Net Profit
99.981PSR
8.033Sharpe Ratio
0.086Alpha
0.086Beta
8.242CAR
0Drawdown
0Loss Rate
11Parameters
0Security Types
67.096Sortino Ratio
14Tradeable Dates
96Trades
-2.296Treynor Ratio
0.02Win Rate
Frogloks left a comment in the discussion Transition from Quantopian to QuantConnect.
Thank you for your prompt reply and warm welcome to Quantopian emigrants. I will invest more time...
Frogloks left a comment in the discussion Transition from Quantopian to QuantConnect.
Many thanks to Vladimir for this thread.
Frogloks left a comment in the discussion Transition from Quantopian to QuantConnect.
Thank you for your prompt reply and warm welcome to Quantopian emigrants. I will invest more time...
3 years ago