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Public Backtests (13)

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Sleepy Apricot Lemur

1.086Net Profit

90.879PSR

1.693Sharpe Ratio

0.089Alpha

0.077Beta

14.318CAR

5.8Drawdown

50Loss Rate

0Parameters

2Security Types

0Sortino Ratio

390Tradeable Dates

8Trades

0.715Treynor Ratio

50Win Rate

Smooth Fluorescent Orange Goshawk

0Net Profit

0PSR

0Sharpe Ratio

0Alpha

0Beta

0CAR

0Drawdown

0Loss Rate

1079Parameters

0Security Types

297Tradeable Dates

0Trades

0Treynor Ratio

0Win Rate

Square Black Butterfly

22.786Net Profit

99.984PSR

4.453Sharpe Ratio

0.139Alpha

-0.033Beta

20.905CAR

1.6Drawdown

-0.05Loss Rate

1040Parameters

2Security Types

2.492Sortino Ratio

281Tradeable Dates

952Trades

-4.246Treynor Ratio

0.18Win Rate

Adaptable Apricot Bat

21.884Net Profit

100PSR

4.873Sharpe Ratio

0.134Alpha

-0.029Beta

20.252CAR

1.1Drawdown

-0.06Loss Rate

1040Parameters

2Security Types

5.674Sortino Ratio

280Tradeable Dates

752Trades

-4.634Treynor Ratio

0.2Win Rate

Dancing Brown Chinchilla

22.476Net Profit

100PSR

5.165Sharpe Ratio

0.143Alpha

0Beta

21.212CAR

1.6Drawdown

-0.03Loss Rate

1017Parameters

0Security Types

7.9228162514264E+28Sortino Ratio

275Tradeable Dates

504Trades

470.747Treynor Ratio

0.19Win Rate


Community

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Sleepy Apricot Lemur

1.086Net Profit

90.879PSR

1.693Sharpe Ratio

0.089Alpha

0.077Beta

14.318CAR

5.8Drawdown

50Loss Rate

0Parameters

2Security Types

0Sortino Ratio

390Tradeable Dates

8Trades

0.715Treynor Ratio

50Win Rate

Smooth Fluorescent Orange Goshawk

0Net Profit

0PSR

0Sharpe Ratio

0Alpha

0Beta

0CAR

0Drawdown

0Loss Rate

1079Parameters

0Security Types

297Tradeable Dates

0Trades

0Treynor Ratio

0Win Rate

Square Black Butterfly

22.786Net Profit

99.984PSR

4.453Sharpe Ratio

0.139Alpha

-0.033Beta

20.905CAR

1.6Drawdown

-0.05Loss Rate

1040Parameters

2Security Types

2.492Sortino Ratio

281Tradeable Dates

952Trades

-4.246Treynor Ratio

0.18Win Rate

Adaptable Apricot Bat

21.884Net Profit

100PSR

4.873Sharpe Ratio

0.134Alpha

-0.029Beta

20.252CAR

1.1Drawdown

-0.06Loss Rate

1040Parameters

2Security Types

5.674Sortino Ratio

280Tradeable Dates

752Trades

-4.634Treynor Ratio

0.2Win Rate

Dancing Brown Chinchilla

22.476Net Profit

100PSR

5.165Sharpe Ratio

0.143Alpha

0Beta

21.212CAR

1.6Drawdown

-0.03Loss Rate

1017Parameters

0Security Types

7.9228162514264E+28Sortino Ratio

275Tradeable Dates

504Trades

470.747Treynor Ratio

0.19Win Rate

Crying Yellow Green Goat

59.352Net Profit

96.885PSR

3.699Sharpe Ratio

0.373Alpha

0.066Beta

55.958CAR

7.9Drawdown

-0.22Loss Rate

905Parameters

0Security Types

1.643Sortino Ratio

273Tradeable Dates

800Trades

5.584Treynor Ratio

0.48Win Rate

Formal Violet Sheep

55.74Net Profit

98.745PSR

3.101Sharpe Ratio

0.343Alpha

-0.073Beta

52.754CAR

5.3Drawdown

-3.74Loss Rate

905Parameters

0Security Types

1.478Sortino Ratio

272Tradeable Dates

272Trades

-4.784Treynor Ratio

5.24Win Rate

Determined Green Salamander

0Net Profit

0PSR

0Sharpe Ratio

0Alpha

0Beta

0CAR

0Drawdown

0Loss Rate

763Parameters

0Security Types

7.9228162514264E+28Sortino Ratio

260Tradeable Dates

0Trades

0Treynor Ratio

0Win Rate

Geeky Magenta Monkey

0.517Net Profit

100PSR

4.061Sharpe Ratio

0.004Alpha

0Beta

0.519CAR

0.1Drawdown

0Loss Rate

763Parameters

0Security Types

7.9228162514264E+28Sortino Ratio

260Tradeable Dates

208Trades

-18.491Treynor Ratio

0.02Win Rate

Calm Blue Bison

0.964Net Profit

99.989PSR

3.453Sharpe Ratio

0.007Alpha

0Beta

0.968CAR

0.3Drawdown

-0.01Loss Rate

752Parameters

0Security Types

1.51Sortino Ratio

260Tradeable Dates

376Trades

-138.908Treynor Ratio

0.03Win Rate

Creative Yellow Green Pig

0.679Net Profit

100PSR

3.389Sharpe Ratio

0.002Alpha

0Beta

0.34CAR

0.1Drawdown

0Loss Rate

739Parameters

0Security Types

3.045Sortino Ratio

521Tradeable Dates

304Trades

-7.118Treynor Ratio

0.02Win Rate

Dancing Red Shark

0.134Net Profit

100PSR

3.851Sharpe Ratio

0.001Alpha

-0.001Beta

0.134CAR

0.1Drawdown

0Loss Rate

764Parameters

0Security Types

7.9228162514264E+28Sortino Ratio

261Tradeable Dates

184Trades

-1.789Treynor Ratio

0.01Win Rate

Retrospective Light Brown Jaguar

0.21Net Profit

61.233PSR

1.45Sharpe Ratio

0.002Alpha

0.001Beta

0.266CAR

0.1Drawdown

0Loss Rate

225Parameters

2Security Types

0.78Sortino Ratio

201Tradeable Dates

432Trades

2.347Treynor Ratio

0.01Win Rate