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Public Backtests (3)
View More363.331Net Profit
2.64Sharpe Ratio
0.344Alpha
0.427Beta
409.296CAR
21Drawdown
37Loss Rate
1Security Types
0.30012265068947Sortino Ratio
344Tradeable Dates
339Trades
2.873Treynor Ratio
63Win Rate
891.896Net Profit
2.755Sharpe Ratio
0.101Alpha
0.881Beta
1042.714CAR
36.1Drawdown
0Loss Rate
1Security Types
0Sortino Ratio
344Tradeable Dates
2Trades
2.183Treynor Ratio
100Win Rate
2563.743Net Profit
2.311Sharpe Ratio
0.091Alpha
0.928Beta
442.092CAR
36.1Drawdown
0Loss Rate
1Security Types
0Sortino Ratio
709Tradeable Dates
1Trades
1.437Treynor Ratio
0Win Rate
Community
View MoreHaumed left a comment in the discussion Crypto Trading on QuantConnect
.Plot() seems to be broken now in my example above? Throws fatal error that doesn't make sense...
Haumed started the discussion Q: Py Expression for Leverage?
I'm trying to graph leverage and it doesn't seem to work as intended. (I tried...
Haumed left a comment in the discussion Crypto Trading on QuantConnect
Yes I'd absolutely love depth simulation, I'm working on a low-liquidity strategy but...
Haumed left a comment in the discussion Fees on Limit Orders on GDAX
Yeah sorry stupid typo ha. But yes so @Stefano, that means that fee-wise there's no point in...
363.331Net Profit
2.64Sharpe Ratio
0.344Alpha
0.427Beta
409.296CAR
21Drawdown
37Loss Rate
1Security Types
0.30012265068947Sortino Ratio
344Tradeable Dates
339Trades
2.873Treynor Ratio
63Win Rate
891.896Net Profit
2.755Sharpe Ratio
0.101Alpha
0.881Beta
1042.714CAR
36.1Drawdown
0Loss Rate
1Security Types
0Sortino Ratio
344Tradeable Dates
2Trades
2.183Treynor Ratio
100Win Rate
2563.743Net Profit
2.311Sharpe Ratio
0.091Alpha
0.928Beta
442.092CAR
36.1Drawdown
0Loss Rate
1Security Types
0Sortino Ratio
709Tradeable Dates
1Trades
1.437Treynor Ratio
0Win Rate
Haumed left a comment in the discussion Fees on Limit Orders on GDAX
Guys I've figured it out, none of the above code will work during live trading. Must be
Haumed left a comment in the discussion Crypto Trading on QuantConnect
.Plot() seems to be broken now in my example above? Throws fatal error that doesn't make sense...
Haumed started the discussion Q: Py Expression for Leverage?
I'm trying to graph leverage and it doesn't seem to work as intended. (I tried...
Haumed left a comment in the discussion Crypto Trading on QuantConnect
Yes I'd absolutely love depth simulation, I'm working on a low-liquidity strategy but...
Haumed left a comment in the discussion Fees on Limit Orders on GDAX
Yeah sorry stupid typo ha. But yes so @Stefano, that means that fee-wise there's no point in...
Haumed left a comment in the discussion Crypto Trading on QuantConnect
Sorry there was a typo in the last line, but I can't edit so here's it all again:
Haumed left a comment in the discussion Crypto Trading on QuantConnect
Also because I thought it'd be handy for others, here's my override of SetHoldings that...
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Haumed left a comment in the discussion Fees on Limit Orders on GDAX
Guys I've figured it out, none of the above code will work during live trading. Must be
6 years ago