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-21.022Net Profit
3.424PSR
-0.215Sharpe Ratio
-0.126Alpha
1.211Beta
-14.163CAR
57.6Drawdown
-0.24Loss Rate
5Parameters
0Security Types
-0.353Sortino Ratio
0Tradeable Dates
1649Trades
-0.051Treynor Ratio
0.12Win Rate
58.559Net Profit
0.128PSR
0.276Sharpe Ratio
0.002Alpha
0.358Beta
3.932CAR
37.8Drawdown
-0.54Loss Rate
9Parameters
1Security Types
0.32Sortino Ratio
3739Tradeable Dates
4746Trades
0.1Treynor Ratio
0.51Win Rate
-0.091Net Profit
1.512PSR
-0.013Sharpe Ratio
0Alpha
0.015Beta
-0.029CAR
2.6Drawdown
-1.03Loss Rate
11Parameters
0Security Types
-0.025Sortino Ratio
0Tradeable Dates
8Trades
-0.009Treynor Ratio
0.37Win Rate
Jens. started the discussion Fundamental Update in Live Trading and Backtest
Hello community & staff,
Jens. started the discussion MagicFormula: Select Stocks Monthly, Keep stocks for a year.
Hi,
Jens. started the discussion Best Practices for trading Binance
Hello everyone,
Jens. left a comment in the discussion Capturing Momentum in the Healthcare Sector
Hi,
-21.022Net Profit
3.424PSR
-0.215Sharpe Ratio
-0.126Alpha
1.211Beta
-14.163CAR
57.6Drawdown
-0.24Loss Rate
5Parameters
0Security Types
-0.353Sortino Ratio
0Tradeable Dates
1649Trades
-0.051Treynor Ratio
0.12Win Rate
58.559Net Profit
0.128PSR
0.276Sharpe Ratio
0.002Alpha
0.358Beta
3.932CAR
37.8Drawdown
-0.54Loss Rate
9Parameters
1Security Types
0.32Sortino Ratio
3739Tradeable Dates
4746Trades
0.1Treynor Ratio
0.51Win Rate
-0.091Net Profit
1.512PSR
-0.013Sharpe Ratio
0Alpha
0.015Beta
-0.029CAR
2.6Drawdown
-1.03Loss Rate
11Parameters
0Security Types
-0.025Sortino Ratio
0Tradeable Dates
8Trades
-0.009Treynor Ratio
0.37Win Rate
Jens. started the discussion Fundamental Update in Live Trading and Backtest
Hello community & staff,
Jens. left a comment in the discussion Dynamically Adjust Risk Free Rate of Return
This is a great change! Thank you, guys!
Jens. started the discussion MagicFormula: Select Stocks Monthly, Keep stocks for a year.
Hi,
Jens. started the discussion Best Practices for trading Binance
Hello everyone,
Jens. left a comment in the discussion Capturing Momentum in the Healthcare Sector
Hi,
Jens. left a comment in the discussion Risk management and blindfolded monkeys
Hi,
Jens. left a comment in the discussion Futures Inverse Volatility Strategy
Hi,
Jens. left a comment in the discussion Best Practices for trading Binance
Hi
Jens. left a comment in the discussion Best Practices for trading Binance
Here it says that only spot trading works.
Jens. left a comment in the discussion Dynamically Adjust Risk Free Rate of Return
This is a great change! Thank you, guys!
1 years ago