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Public Backtests (12)

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Crying Yellow Gaur

0Net Profit

0PSR

0Sharpe Ratio

0Alpha

0Beta

0CAR

0Drawdown

0Loss Rate

0Parameters

0Security Types

350Tradeable Dates

0Trades

0Treynor Ratio

0Win Rate

Emotional Yellow Cobra

43.166Net Profit

36.904PSR

0.651Sharpe Ratio

0.038Alpha

1.568Beta

29.24CAR

27.5Drawdown

0Loss Rate

0Parameters

0Security Types

350Tradeable Dates

1Trades

0.114Treynor Ratio

0Win Rate

Square Fluorescent Yellow Monkey

34.021Net Profit

80.603PSR

2.711Sharpe Ratio

0.297Alpha

2.512Beta

115.795CAR

7.6Drawdown

0Loss Rate

0Parameters

0Security Types

95Tradeable Dates

2Trades

0.283Treynor Ratio

34.02Win Rate

Focused Green Butterfly

-2.209Net Profit

11.428PSR

-1.691Sharpe Ratio

-0.12Alpha

0.168Beta

-5.792CAR

4.4Drawdown

-0.09Loss Rate

0Parameters

0Security Types

93Tradeable Dates

1024Trades

-0.56Treynor Ratio

0.15Win Rate

Virtual Blue Butterfly

0Parameters

1Security Types

88Tradeable Dates


Community

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Crying Yellow Gaur

0Net Profit

0PSR

0Sharpe Ratio

0Alpha

0Beta

0CAR

0Drawdown

0Loss Rate

0Parameters

0Security Types

350Tradeable Dates

0Trades

0Treynor Ratio

0Win Rate

Emotional Yellow Cobra

43.166Net Profit

36.904PSR

0.651Sharpe Ratio

0.038Alpha

1.568Beta

29.24CAR

27.5Drawdown

0Loss Rate

0Parameters

0Security Types

350Tradeable Dates

1Trades

0.114Treynor Ratio

0Win Rate

Square Fluorescent Yellow Monkey

34.021Net Profit

80.603PSR

2.711Sharpe Ratio

0.297Alpha

2.512Beta

115.795CAR

7.6Drawdown

0Loss Rate

0Parameters

0Security Types

95Tradeable Dates

2Trades

0.283Treynor Ratio

34.02Win Rate

Focused Green Butterfly

-2.209Net Profit

11.428PSR

-1.691Sharpe Ratio

-0.12Alpha

0.168Beta

-5.792CAR

4.4Drawdown

-0.09Loss Rate

0Parameters

0Security Types

93Tradeable Dates

1024Trades

-0.56Treynor Ratio

0.15Win Rate

Virtual Blue Butterfly

0Parameters

1Security Types

88Tradeable Dates

Focused Sky Blue Rabbit

0Parameters

1Security Types

86Tradeable Dates

Hipster Fluorescent Pink Badger

0Parameters

1Security Types

84Tradeable Dates

Measured Red Caterpillar

0Parameters

1Security Types

82Tradeable Dates

quarter3recent

0Parameters

1Security Types

82Tradeable Dates

Quarter3

0Parameters

1Security Types

331Tradeable Dates

last 5 year backtest

4898.859Net Profit

99.493PSR

2.544Sharpe Ratio

0.703Alpha

0.704Beta

118.401CAR

32.9Drawdown

-1.73Loss Rate

17Parameters

0Security Types

1827Tradeable Dates

405Trades

1.099Treynor Ratio

7.51Win Rate

Q1 backtest

48.464Net Profit

96.912PSR

6.663Sharpe Ratio

1.305Alpha

2.402Beta

373.243CAR

5.7Drawdown

-0.99Loss Rate

17Parameters

0Security Types

92Tradeable Dates

33Trades

0.846Treynor Ratio

0Win Rate