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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.

3 months 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.

3 months ago