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Public Backtests (9)

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Sleepy Red Dogfish

54.531Net Profit

44.349PSR

1.118Sharpe Ratio

0.371Alpha

0.967Beta

60.672CAR

26.4Drawdown

-0.54Loss Rate

0Parameters

0Security Types

1.787Sortino Ratio

285Tradeable Dates

2577Trades

0.598Treynor Ratio

1.03Win Rate

Retrospective Sky Blue Bear

-45.225Net Profit

1.99PSR

-0.917Sharpe Ratio

-1.551Alpha

1.932Beta

-99.916CAR

54.1Drawdown

-1.94Loss Rate

0Parameters

0Security Types

-0.961Sortino Ratio

27Tradeable Dates

189Trades

-0.512Treynor Ratio

3.35Win Rate

Creative Fluorescent Yellow Chimpanzee

46.848Net Profit

76.459PSR

1.845Sharpe Ratio

0.353Alpha

0.187Beta

56.304CAR

15.6Drawdown

47Loss Rate

0Parameters

1Security Types

0.5697Sortino Ratio

268Tradeable Dates

972Trades

2.098Treynor Ratio

53Win Rate

Formal Red-Orange Chicken

-0.633Net Profit

39.577PSR

0.23Sharpe Ratio

-0.739Alpha

3.311Beta

-6.432CAR

20.7Drawdown

-0.36Loss Rate

0Parameters

0Security Types

1.504Sortino Ratio

30Tradeable Dates

323Trades

0.042Treynor Ratio

0.34Win Rate

Swimming Black Panda

-0.89Net Profit

1.817PSR

-3.545Sharpe Ratio

-0.06Alpha

-0.04Beta

-8.672CAR

1.2Drawdown

-0.1Loss Rate

0Parameters

0Security Types

-3.886Sortino Ratio

31Tradeable Dates

55Trades

1.754Treynor Ratio

0.14Win Rate


Community

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Jacob started the discussion MACD Values Effected by Longer Periods

Hello,

2 years ago

Jacob started the discussion Execution of Strategy

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3 years ago

Jacob started the discussion Trading Bot Job (Fiverr)

Hello,

3 years ago

Jacob started the discussion Backtesting

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3 years ago

Jacob started the discussion Indicator (SchaffTrendCycle)

Hello,

3 years ago

Sleepy Red Dogfish

54.531Net Profit

44.349PSR

1.118Sharpe Ratio

0.371Alpha

0.967Beta

60.672CAR

26.4Drawdown

-0.54Loss Rate

0Parameters

0Security Types

1.787Sortino Ratio

285Tradeable Dates

2577Trades

0.598Treynor Ratio

1.03Win Rate

Retrospective Sky Blue Bear

-45.225Net Profit

1.99PSR

-0.917Sharpe Ratio

-1.551Alpha

1.932Beta

-99.916CAR

54.1Drawdown

-1.94Loss Rate

0Parameters

0Security Types

-0.961Sortino Ratio

27Tradeable Dates

189Trades

-0.512Treynor Ratio

3.35Win Rate

Creative Fluorescent Yellow Chimpanzee

46.848Net Profit

76.459PSR

1.845Sharpe Ratio

0.353Alpha

0.187Beta

56.304CAR

15.6Drawdown

47Loss Rate

0Parameters

1Security Types

0.5697Sortino Ratio

268Tradeable Dates

972Trades

2.098Treynor Ratio

53Win Rate

Formal Red-Orange Chicken

-0.633Net Profit

39.577PSR

0.23Sharpe Ratio

-0.739Alpha

3.311Beta

-6.432CAR

20.7Drawdown

-0.36Loss Rate

0Parameters

0Security Types

1.504Sortino Ratio

30Tradeable Dates

323Trades

0.042Treynor Ratio

0.34Win Rate

Swimming Black Panda

-0.89Net Profit

1.817PSR

-3.545Sharpe Ratio

-0.06Alpha

-0.04Beta

-8.672CAR

1.2Drawdown

-0.1Loss Rate

0Parameters

0Security Types

-3.886Sortino Ratio

31Tradeable Dates

55Trades

1.754Treynor Ratio

0.14Win Rate

Energetic Violet Gorilla

3.816Net Profit

46.59PSR

1.08Sharpe Ratio

2.326Alpha

-5.161Beta

47.981CAR

22.4Drawdown

-5.5Loss Rate

0Parameters

0Security Types

-1.227Sortino Ratio

30Tradeable Dates

94Trades

-0.185Treynor Ratio

8.42Win Rate

Fat Orange Guanaco

2.27Net Profit

98.547PSR

5.59Sharpe Ratio

0.265Alpha

-0.046Beta

31.765CAR

1.6Drawdown

-0.63Loss Rate

31Parameters

0Security Types

7.9228162514264E+28Sortino Ratio

26Tradeable Dates

30Trades

-5.499Treynor Ratio

0.67Win Rate

Sleepy Yellow-Green Rat

-7.229Net Profit

0.048PSR

-3.893Sharpe Ratio

-0.47Alpha

-0.11Beta

-58.67CAR

8.6Drawdown

-0.07Loss Rate

68Parameters

0Security Types

-3.67Sortino Ratio

27Tradeable Dates

778Trades

4.539Treynor Ratio

0.06Win Rate

Crying Fluorescent Yellow Pig

-0.018Net Profit

33.061PSR

-0.015Sharpe Ratio

0.015Alpha

-0.033Beta

-0.119CAR

0.3Drawdown

0Loss Rate

26Parameters

0Security Types

0.311Sortino Ratio

48Tradeable Dates

36Trades

0.004Treynor Ratio

0Win Rate

Jacob started the discussion MACD Values Effected by Longer Periods

Hello,

2 years ago

Jacob started the discussion Execution of Strategy

Hello,

3 years ago

Jacob started the discussion Trading Bot Job (Fiverr)

Hello,

3 years ago

Jacob started the discussion Backtesting

Hello,

3 years ago

Jacob started the discussion Indicator (SchaffTrendCycle)

Hello,

3 years ago

Jacob started the discussion Strategy Help

Hello,

3 years ago

Jacob started the discussion Help with Strategy Execution

Hello, 

3 years ago

Jacob started the discussion Uncalled Liquidation???

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3 years ago

Jacob left a comment in the discussion Uncalled Liquidation???

3 years ago

Jacob left a comment in the discussion How to place three way order?

Doesn't this only allow for one open position at a time? Say you have multiple open orders with...

3 years ago

Jacob left a comment in the discussion One cancels other or all, and order attachment

class ParticleTachyonCompensator(QCAlgorithm): def Initialize(self): ...

3 years ago

Jacob left a comment in the discussion One cancels other or all, and order attachment

Rahul Chowdhury, does this allow for multiple positions to be open at a time?

3 years ago

Jacob left a comment in the discussion Help with Strategy Execution

Thanks Varad kabade,

3 years ago

Jacob left a comment in the discussion Help with Strategy Execution

Entry is at the Open after a red candlestick closes above the 9 EMA, while the 9 EMA > 50 EMA,...

3 years ago