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1.539Net Profit
11.101Sharpe Ratio
0.073Alpha
63.418Beta
230.169CAR
0.5Drawdown
39Loss Rate
22Parameters
1Security Types
0.71010521824086Sortino Ratio
5Tradeable Dates
277Trades
0.012Treynor Ratio
61Win Rate
1.539Net Profit
11.101Sharpe Ratio
0.073Alpha
63.418Beta
230.169CAR
0.5Drawdown
39Loss Rate
22Parameters
1Security Types
0.71010521824086Sortino Ratio
5Tradeable Dates
277Trades
0.012Treynor Ratio
61Win Rate
John left a comment in the discussion Warning: fill at stale price
Yep, i've been bitching about this for a while now too.
John left a comment in the discussion Warning: fill at stale price
Yep, i've been bitching about this for a while now too.
5 years ago