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Public Backtests (3)

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Ugly Yellow Cat

0Net Profit

0PSR

0Sharpe Ratio

0Alpha

0Beta

0CAR

0Drawdown

0Loss Rate

19Parameters

0Security Types

33Tradeable Dates

0Trades

0Treynor Ratio

0Win Rate

Virtual Light Brown Caribou

-13.358Net Profit

0PSR

-0.58Sharpe Ratio

-0.022Alpha

0.007Beta

-3.13CAR

13.5Drawdown

0Loss Rate

11Parameters

1Security Types

0Sortino Ratio

1646Tradeable Dates

1Trades

-3.218Treynor Ratio

0Win Rate

Hipster Brown Galago

154.384Net Profit

10.635PSR

0.603Sharpe Ratio

0.145Alpha

0.211Beta

18.076CAR

40.6Drawdown

51Loss Rate

7Parameters

1Security Types

0.7319Sortino Ratio

2051Tradeable Dates

111Trades

0.78Treynor Ratio

49Win Rate


Community

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james left a comment in the discussion Issues accessing Open Interest on Future Options! Oi is always 0

Hey Michael, thanks for your guidance above! I never got to the bottom of it and moved on. However,...

2 months ago

james started the discussion Issues accessing Open Interest on Future Options! Oi is always 0

Hello All. I am in the process of designing a strategy that considers the vol/openinterest ratios...

10 months ago

james left a comment in the discussion Issues accessing Open Interest on Future Options! Oi is always 0

The answers provided by the AI (Mia) dont help. I also cant figure it out looking through the...

10 months ago

james started the discussion Help improve my ETH momentum RSI strategy

Hi Everyone, 

1 years ago

james started the discussion Help! Drastically different backtests when running algo using default 1h bars VS consolidated bars (to make hourly bars). Why is this happening??

I  have coded a simple long only RSI momentum strategy with a trend filter. The issue that I am...

1 years ago

Ugly Yellow Cat

0Net Profit

0PSR

0Sharpe Ratio

0Alpha

0Beta

0CAR

0Drawdown

0Loss Rate

19Parameters

0Security Types

33Tradeable Dates

0Trades

0Treynor Ratio

0Win Rate

Virtual Light Brown Caribou

-13.358Net Profit

0PSR

-0.58Sharpe Ratio

-0.022Alpha

0.007Beta

-3.13CAR

13.5Drawdown

0Loss Rate

11Parameters

1Security Types

0Sortino Ratio

1646Tradeable Dates

1Trades

-3.218Treynor Ratio

0Win Rate

Hipster Brown Galago

154.384Net Profit

10.635PSR

0.603Sharpe Ratio

0.145Alpha

0.211Beta

18.076CAR

40.6Drawdown

51Loss Rate

7Parameters

1Security Types

0.7319Sortino Ratio

2051Tradeable Dates

111Trades

0.78Treynor Ratio

49Win Rate

james left a comment in the discussion Issues accessing Open Interest on Future Options! Oi is always 0

Hey Michael, thanks for your guidance above! I never got to the bottom of it and moved on. However,...

2 months ago

james started the discussion Issues accessing Open Interest on Future Options! Oi is always 0

Hello All. I am in the process of designing a strategy that considers the vol/openinterest ratios...

10 months ago

james left a comment in the discussion Issues accessing Open Interest on Future Options! Oi is always 0

The answers provided by the AI (Mia) dont help. I also cant figure it out looking through the...

10 months ago

james started the discussion Help improve my ETH momentum RSI strategy

Hi Everyone, 

1 years ago

james started the discussion Help! Drastically different backtests when running algo using default 1h bars VS consolidated bars (to make hourly bars). Why is this happening??

I  have coded a simple long only RSI momentum strategy with a trend filter. The issue that I am...

1 years ago

james started the discussion Issues using ATR as Renko Brick size. Please help!

Hi All, 

1 years ago

james left a comment in the discussion Help! Drastically different backtests when running algo using default 1h bars VS consolidated bars (to make hourly bars). Why is this happening??

The issue is because there is only 1 year of minute data available via the backtest. My code is...

1 years ago

james left a comment in the discussion Help! Drastically different backtests when running algo using default 1h bars VS consolidated bars (to make hourly bars). Why is this happening??

“Unfortunately, without the specific code for Algo 2, it's hard to provide a more precise...

1 years ago