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19.828Net Profit
57.835PSR
0.591Sharpe Ratio
-0.025Alpha
0.731Beta
15.233CAR
9.8Drawdown
0Loss Rate
0Parameters
0Security Types
319Tradeable Dates
3Trades
0.072Treynor Ratio
0Win Rate
0Net Profit
0PSR
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
0Parameters
1Security Types
0Sortino Ratio
0Tradeable Dates
0Trades
0Treynor Ratio
0Win Rate
1.653Net Profit
66.805PSR
8.454Sharpe Ratio
-0.095Alpha
1.007Beta
260.532CAR
2.2Drawdown
-1.01Loss Rate
0Parameters
0Security Types
0Tradeable Dates
3Trades
1.881Treynor Ratio
0Win Rate
95.977Net Profit
56.862PSR
1.265Sharpe Ratio
0.388Alpha
0.768Beta
67.512CAR
27Drawdown
0Loss Rate
1Parameters
0Security Types
476Tradeable Dates
1Trades
0.62Treynor Ratio
0Win Rate
213.95Net Profit
77.317PSR
1.897Sharpe Ratio
0.667Alpha
0.772Beta
110.23CAR
26.9Drawdown
0Loss Rate
0Parameters
0Security Types
562Tradeable Dates
1Trades
0.969Treynor Ratio
0Win Rate
Gustavo left a comment in the discussion Please explain difference between long position in equity and long position in Cfd for the same asset
Thanks Mislav, Fred
Gustavo left a comment in the discussion Issues with version 3.0
Hi Alejandro, I'm sorry for this inconvenience. We worked on a solution for this and we think that...
Gustavo started the discussion Asdf, Tick From 2017-05-09 01:00:00 to 2018-01-01 01:00:00
dqwdqwd
Gustavo left a comment in the discussion C# in Jupyter notebook?
#sneakPeek
19.828Net Profit
57.835PSR
0.591Sharpe Ratio
-0.025Alpha
0.731Beta
15.233CAR
9.8Drawdown
0Loss Rate
0Parameters
0Security Types
319Tradeable Dates
3Trades
0.072Treynor Ratio
0Win Rate
0Net Profit
0PSR
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
0Parameters
1Security Types
0Sortino Ratio
0Tradeable Dates
0Trades
0Treynor Ratio
0Win Rate
1.653Net Profit
66.805PSR
8.454Sharpe Ratio
-0.095Alpha
1.007Beta
260.532CAR
2.2Drawdown
-1.01Loss Rate
0Parameters
0Security Types
0Tradeable Dates
3Trades
1.881Treynor Ratio
0Win Rate
95.977Net Profit
56.862PSR
1.265Sharpe Ratio
0.388Alpha
0.768Beta
67.512CAR
27Drawdown
0Loss Rate
1Parameters
0Security Types
476Tradeable Dates
1Trades
0.62Treynor Ratio
0Win Rate
213.95Net Profit
77.317PSR
1.897Sharpe Ratio
0.667Alpha
0.772Beta
110.23CAR
26.9Drawdown
0Loss Rate
0Parameters
0Security Types
562Tradeable Dates
1Trades
0.969Treynor Ratio
0Win Rate
0Net Profit
0PSR
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
0Parameters
0Security Types
0Tradeable Dates
0Trades
0Treynor Ratio
0Win Rate
0Net Profit
0PSR
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
0Parameters
0Security Types
0Tradeable Dates
0Trades
0Treynor Ratio
0Win Rate
10.8Net Profit
18.683PSR
0.169Sharpe Ratio
-0.007Alpha
0.947Beta
6.321CAR
18.9Drawdown
0Loss Rate
2Parameters
0Security Types
420Tradeable Dates
3Trades
0.027Treynor Ratio
0Win Rate
10.8Net Profit
18.683PSR
0.169Sharpe Ratio
-0.007Alpha
0.947Beta
6.321CAR
18.9Drawdown
0Loss Rate
2Parameters
0Security Types
420Tradeable Dates
3Trades
0.027Treynor Ratio
0Win Rate
4.718Net Profit
73.18PSR
0.049Sharpe Ratio
-0.003Alpha
0.05Beta
8.101CAR
2.7Drawdown
0Loss Rate
0Parameters
4Security Types
216Tradeable Dates
3Trades
0.032Treynor Ratio
0Win Rate
4.731Net Profit
73.4PSR
0.061Sharpe Ratio
-0.002Alpha
0.05Beta
8.162CAR
2.6Drawdown
0Loss Rate
0Parameters
4Security Types
215Tradeable Dates
3Trades
0.041Treynor Ratio
0Win Rate
-0.287Net Profit
8.923PSR
-1.225Sharpe Ratio
-0.04Alpha
0.079Beta
-0.184CAR
6.5Drawdown
0Loss Rate
0Parameters
4Security Types
571Tradeable Dates
3Trades
-0.479Treynor Ratio
0Win Rate
0Net Profit
0PSR
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
0Parameters
2Security Types
0Sortino Ratio
547Tradeable Dates
0Trades
0Treynor Ratio
0Win Rate
-2.575Net Profit
7.554PSR
0.029Sharpe Ratio
0.002Alpha
0.778Beta
-1.708CAR
22.2Drawdown
0Loss Rate
0Parameters
1Security Types
0Sortino Ratio
0Tradeable Dates
3Trades
0.006Treynor Ratio
0Win Rate
-2.471Net Profit
6.669PSR
-0.022Sharpe Ratio
0.016Alpha
0.78Beta
-1.66CAR
22.2Drawdown
0Loss Rate
0Parameters
1Security Types
0Sortino Ratio
375Tradeable Dates
3Trades
-0.004Treynor Ratio
0Win Rate
-113.789Net Profit
0PSR
-0.548Sharpe Ratio
0Alpha
0Beta
0CAR
113.7Drawdown
-0.39Loss Rate
0Parameters
1Security Types
0Tradeable Dates
6394Trades
0Treynor Ratio
0.31Win Rate
373.587Net Profit
16.659PSR
0.791Sharpe Ratio
0.031Alpha
0.941Beta
16.621CAR
27.9Drawdown
0Loss Rate
3Parameters
1Security Types
0Sortino Ratio
2543Tradeable Dates
3Trades
0.134Treynor Ratio
0Win Rate
1.26Net Profit
9.587PSR
0.11Sharpe Ratio
-0.014Alpha
0.785Beta
0.843CAR
21.4Drawdown
0Loss Rate
3Parameters
1Security Types
0Sortino Ratio
377Tradeable Dates
3Trades
0.018Treynor Ratio
0Win Rate
-0.656Net Profit
14.716PSR
-0.083Sharpe Ratio
0.008Alpha
0.5Beta
-1.006CAR
13.5Drawdown
0Loss Rate
3Parameters
1Security Types
0Sortino Ratio
164Tradeable Dates
3Trades
-0.017Treynor Ratio
0Win Rate
-3.727Net Profit
15.795PSR
-0.171Sharpe Ratio
0.009Alpha
0.731Beta
-7.157CAR
12Drawdown
0Loss Rate
0Parameters
1Security Types
0Sortino Ratio
129Tradeable Dates
3Trades
-0.027Treynor Ratio
0Win Rate
337.012Net Profit
51.713PSR
1.187Sharpe Ratio
0.234Alpha
0.996Beta
45.255CAR
38.8Drawdown
0Loss Rate
1Parameters
2Security Types
1.674Sortino Ratio
1442Tradeable Dates
2Trades
0.352Treynor Ratio
0Win Rate
287.061Net Profit
51.371PSR
1.05Sharpe Ratio
0.052Alpha
0.287Beta
11.896CAR
11.7Drawdown
-0.52Loss Rate
20Parameters
1Security Types
1.659Sortino Ratio
3029Tradeable Dates
1148Trades
0.294Treynor Ratio
0.74Win Rate
9.606Net Profit
32.711PSR
0.592Sharpe Ratio
0.033Alpha
1.881Beta
17.669CAR
54.2Drawdown
0Loss Rate
1Parameters
1Security Types
0Sortino Ratio
206Tradeable Dates
1Trades
0.205Treynor Ratio
0Win Rate
15.687Net Profit
84.227PSR
2.866Sharpe Ratio
0Alpha
0.995Beta
34.022CAR
5.4Drawdown
0Loss Rate
2Parameters
1Security Types
0Sortino Ratio
126Tradeable Dates
1Trades
0.357Treynor Ratio
0Win Rate
22.836Net Profit
31.412PSR
0.583Sharpe Ratio
0.247Alpha
0.021Beta
26.276CAR
42.7Drawdown
50Loss Rate
2Parameters
1Security Types
0.0384Sortino Ratio
321Tradeable Dates
322Trades
11.742Treynor Ratio
50Win Rate
-88.093Net Profit
-31.957Sharpe Ratio
-33.13Alpha
504.831Beta
-100CAR
88.1Drawdown
98Loss Rate
4Parameters
1Security Types
-1.184Sortino Ratio
20Tradeable Dates
21547Trades
-0.05Treynor Ratio
2Win Rate
4Parameters
1Security Types
23Tradeable Dates
90.547Net Profit
0.635Sharpe Ratio
0.103Alpha
-1.173Beta
7.422CAR
19.9Drawdown
33Loss Rate
1Security Types
0.20891718676577Sortino Ratio
2264Tradeable Dates
150Trades
-0.068Treynor Ratio
67Win Rate
20.317Net Profit
2.539Sharpe Ratio
0.015Alpha
8.517Beta
20.036CAR
3.6Drawdown
0Loss Rate
1Security Types
0Sortino Ratio
255Tradeable Dates
1Trades
0.022Treynor Ratio
0Win Rate
0Net Profit
2.251Sharpe Ratio
0.17Alpha
-0.159Beta
19.941CAR
2.8Drawdown
0Loss Rate
1Security Types
0Sortino Ratio
210Tradeable Dates
1Trades
-0.936Treynor Ratio
0Win Rate
Gustavo left a comment in the discussion Failed to connect to the remote Jupyter Server 'https://remote/'.
Hi Chun-Yi Su , I'm sorry for the issue; we found the error in one of our research servers, It is...
Gustavo left a comment in the discussion Please explain difference between long position in equity and long position in Cfd for the same asset
Thanks Mislav, Fred
Gustavo left a comment in the discussion Issues with version 3.0
Hi Alejandro, I'm sorry for this inconvenience. We worked on a solution for this and we think that...
Gustavo started the discussion Asdf, Tick From 2017-05-09 01:00:00 to 2018-01-01 01:00:00
dqwdqwd
Gustavo left a comment in the discussion C# in Jupyter notebook?
#sneakPeek
Gustavo left a comment in the discussion Local LEAN backtesting
Hi Roger! Please post to the Google Groups for support with...
Gustavo left a comment in the discussion Log data in the live environment- Can we tail it or clear it?
Hello,
Gustavo started the discussion [New Feature] Data Manager
Hello! We're happy to release this new tab - the Data Manager.
Gustavo started the discussion QCU-SPY Dollar Cost Average
A savings plan algorithm tided up for the QuantConnect University - buying $1000 of S&P500...
Gustavo started the discussion New Server Build
We just pushed a new server build to all the cloud with intelligent caching. After your first...
Gustavo started the discussion GIT API Down Temporarily
There was a surge in demand last night and its knocked the GIT API offline temporarily. Some of...
Gustavo started the discussion API Update - OnEndOfDay(string symbol)
The OnEndOfDay() function now includes a string parameter - OnEndOfDay(string symbol) - so if you...
Gustavo started the discussion [New Feature] Backtest Menu Options
Hello, Now you can Rename the backtest, Edit a Note or Clone the source code of the backtest...
Gustavo left a comment in the discussion Failed to connect to the remote Jupyter Server 'https://remote/'.
Hi Chun-Yi Su , I'm sorry for the issue; we found the error in one of our research servers, It is...
1 years ago