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506.179Net Profit
99.984PSR
5.384Sharpe Ratio
6.998Alpha
-1.916Beta
386651.944CAR
26.3Drawdown
57Loss Rate
8Parameters
1Security Types
1.8306Sortino Ratio
0Tradeable Dates
45Trades
-5.064Treynor Ratio
43Win Rate
380.358Net Profit
14.865PSR
0.729Sharpe Ratio
0.101Alpha
0.222Beta
13.824CAR
28.1Drawdown
34Loss Rate
28Parameters
1Security Types
0.1373Sortino Ratio
3048Tradeable Dates
3372Trades
0.542Treynor Ratio
66Win Rate
1256.789Net Profit
52.411PSR
1.014Sharpe Ratio
0.157Alpha
-0.042Beta
18.821CAR
35.3Drawdown
43Loss Rate
0Parameters
1Security Types
0.2223Sortino Ratio
3802Tradeable Dates
3067Trades
-3.616Treynor Ratio
57Win Rate
2Parameters
0Security Types
3021Tradeable Dates
1256.789Net Profit
52.448PSR
1.014Sharpe Ratio
0.157Alpha
-0.042Beta
18.832CAR
35.3Drawdown
43Loss Rate
0Parameters
1Security Types
0.2223Sortino Ratio
3801Tradeable Dates
3067Trades
-3.617Treynor Ratio
57Win Rate
Ivan started the discussion Alpaca and Quantconnect delay
Hi community,
Ivan started the discussion Differences between C# and Python or in Data
Hi,
Ivan left a comment in the discussion Momentum Strategy with Market Cap and EV/EBITDA
Hi Jing Wu and community,
506.179Net Profit
99.984PSR
5.384Sharpe Ratio
6.998Alpha
-1.916Beta
386651.944CAR
26.3Drawdown
57Loss Rate
8Parameters
1Security Types
1.8306Sortino Ratio
0Tradeable Dates
45Trades
-5.064Treynor Ratio
43Win Rate
380.358Net Profit
14.865PSR
0.729Sharpe Ratio
0.101Alpha
0.222Beta
13.824CAR
28.1Drawdown
34Loss Rate
28Parameters
1Security Types
0.1373Sortino Ratio
3048Tradeable Dates
3372Trades
0.542Treynor Ratio
66Win Rate
1256.789Net Profit
52.411PSR
1.014Sharpe Ratio
0.157Alpha
-0.042Beta
18.821CAR
35.3Drawdown
43Loss Rate
0Parameters
1Security Types
0.2223Sortino Ratio
3802Tradeable Dates
3067Trades
-3.616Treynor Ratio
57Win Rate
2Parameters
0Security Types
3021Tradeable Dates
1256.789Net Profit
52.448PSR
1.014Sharpe Ratio
0.157Alpha
-0.042Beta
18.832CAR
35.3Drawdown
43Loss Rate
0Parameters
1Security Types
0.2223Sortino Ratio
3801Tradeable Dates
3067Trades
-3.617Treynor Ratio
57Win Rate
0Net Profit
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
2Parameters
1Security Types
0Sortino Ratio
13Tradeable Dates
0Trades
0Treynor Ratio
0Win Rate
0Net Profit
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
3Parameters
1Security Types
0Sortino Ratio
13Tradeable Dates
0Trades
0Treynor Ratio
0Win Rate
27Parameters
1Security Types
2769Tradeable Dates
Ivan started the discussion Alpaca and Quantconnect delay
Hi community,
Ivan started the discussion Differences between C# and Python or in Data
Hi,
Ivan left a comment in the discussion Differences between C# and Python or in Data
...And the Python varsion...
Ivan left a comment in the discussion Momentum Strategy with Market Cap and EV/EBITDA
Hi Jing Wu and community,
Ivan left a comment in the discussion Differences between C# and Python or in Data
...And the Python varsion...
5 years ago