Jan Schroeder
Quant
Date Joined
8th August, 2021
Bootcamp progress
8% Complete
Achievements
Python Programming
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2021-08-08 08:22:55
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Activity on QuantConnect
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Public Backtests (9)
View More142.277Net Profit
99.893PSR
4.117Sharpe Ratio
0.764Alpha
0.505Beta
141.886CAR
8.1Drawdown
-0.37Loss Rate
0Parameters
0Security Types
252Tradeable Dates
758Trades
1.63Treynor Ratio
0.74Win Rate
128.939Net Profit
99.028PSR
3.528Sharpe Ratio
0.709Alpha
0.463Beta
130.162CAR
9.5Drawdown
-0.42Loss Rate
0Parameters
0Security Types
250Tradeable Dates
640Trades
1.665Treynor Ratio
0.69Win Rate
41.925Net Profit
85.372PSR
1.806Sharpe Ratio
0.243Alpha
0.124Beta
46.69CAR
7.3Drawdown
-0.69Loss Rate
0Parameters
0Security Types
231Tradeable Dates
298Trades
2.113Treynor Ratio
0.84Win Rate
162.22Net Profit
99.647PSR
4.741Sharpe Ratio
0.914Alpha
0.415Beta
161.76CAR
19.9Drawdown
-0.48Loss Rate
0Parameters
0Security Types
253Tradeable Dates
554Trades
2.363Treynor Ratio
0.85Win Rate
90.053Net Profit
96.682PSR
3.118Sharpe Ratio
0.478Alpha
0.544Beta
90.165CAR
8Drawdown
-0.5Loss Rate
0Parameters
0Security Types
252Tradeable Dates
621Trades
1.075Treynor Ratio
0.78Win Rate
Community
View More142.277Net Profit
99.893PSR
4.117Sharpe Ratio
0.764Alpha
0.505Beta
141.886CAR
8.1Drawdown
-0.37Loss Rate
0Parameters
0Security Types
252Tradeable Dates
758Trades
1.63Treynor Ratio
0.74Win Rate
128.939Net Profit
99.028PSR
3.528Sharpe Ratio
0.709Alpha
0.463Beta
130.162CAR
9.5Drawdown
-0.42Loss Rate
0Parameters
0Security Types
250Tradeable Dates
640Trades
1.665Treynor Ratio
0.69Win Rate
41.925Net Profit
85.372PSR
1.806Sharpe Ratio
0.243Alpha
0.124Beta
46.69CAR
7.3Drawdown
-0.69Loss Rate
0Parameters
0Security Types
231Tradeable Dates
298Trades
2.113Treynor Ratio
0.84Win Rate
162.22Net Profit
99.647PSR
4.741Sharpe Ratio
0.914Alpha
0.415Beta
161.76CAR
19.9Drawdown
-0.48Loss Rate
0Parameters
0Security Types
253Tradeable Dates
554Trades
2.363Treynor Ratio
0.85Win Rate
90.053Net Profit
96.682PSR
3.118Sharpe Ratio
0.478Alpha
0.544Beta
90.165CAR
8Drawdown
-0.5Loss Rate
0Parameters
0Security Types
252Tradeable Dates
621Trades
1.075Treynor Ratio
0.78Win Rate
146.596Net Profit
99.277PSR
3.988Sharpe Ratio
0.973Alpha
0.559Beta
147.413CAR
10.2Drawdown
-0.51Loss Rate
0Parameters
0Security Types
251Tradeable Dates
721Trades
1.611Treynor Ratio
0.8Win Rate
109.08Net Profit
97.737PSR
3.303Sharpe Ratio
0.582Alpha
0.529Beta
110.074CAR
11.9Drawdown
-0.51Loss Rate
0Parameters
0Security Types
250Tradeable Dates
591Trades
1.231Treynor Ratio
0.77Win Rate
113.105Net Profit
99.836PSR
4.129Sharpe Ratio
0.617Alpha
0.351Beta
114.145CAR
12.8Drawdown
-0.43Loss Rate
0Parameters
0Security Types
250Tradeable Dates
599Trades
1.889Treynor Ratio
0.73Win Rate
-6.119Net Profit
17.467PSR
0.067Sharpe Ratio
-0.074Alpha
0.794Beta
-6.157CAR
53.3Drawdown
-1.11Loss Rate
0Parameters
0Security Types
250Tradeable Dates
556Trades
0.037Treynor Ratio
1.15Win Rate
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