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129421.119Net Profit
35.93PSR
1.168Sharpe Ratio
0.446Alpha
1.826Beta
62.223CAR
62Drawdown
-1Loss Rate
0Parameters
1Security Types
1.407Sortino Ratio
3728Tradeable Dates
3877Trades
0.317Treynor Ratio
0.78Win Rate
129421.119Net Profit
35.93PSR
1.168Sharpe Ratio
0.446Alpha
1.826Beta
62.223CAR
62Drawdown
-1Loss Rate
0Parameters
1Security Types
1.407Sortino Ratio
3728Tradeable Dates
3877Trades
0.317Treynor Ratio
0.78Win Rate
Glenn left a comment in the discussion Amazing returns = superior stock selection strategy + superior in & out strategy
Hello Mark, I just joined quantconnect a couple of weeks ago and found this thread and the in/out...
Glenn left a comment in the discussion Amazing returns = superior stock selection strategy + superior in & out strategy
Hello Mark, I just joined quantconnect a couple of weeks ago and found this thread and the in/out...
2 years ago