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Public Backtests (1)

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Virtual Light Brown Jellyfish

118.47Net Profit

100PSR

17.833Sharpe Ratio

1.328Alpha

0.093Beta

252.063CAR

12.1Drawdown

0Loss Rate

0Parameters

0Security Types

195Tradeable Dates

1Trades

14.497Treynor Ratio

0Win Rate


Community

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james left a comment in the discussion Micro Study: Yen Carry Trade

Hello. its nice simple illustration of the potential of the carry trade thanks for posting.

24 days ago

Virtual Light Brown Jellyfish

118.47Net Profit

100PSR

17.833Sharpe Ratio

1.328Alpha

0.093Beta

252.063CAR

12.1Drawdown

0Loss Rate

0Parameters

0Security Types

195Tradeable Dates

1Trades

14.497Treynor Ratio

0Win Rate

james left a comment in the discussion Micro Study: Yen Carry Trade

Hello. its nice simple illustration of the potential of the carry trade thanks for posting.

24 days ago