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Public Backtests (4)

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Virtual Magenta Gaur

23.251Net Profit

53.373PSR

1.185Sharpe Ratio

0.205Alpha

0.034Beta

23.251CAR

13.4Drawdown

-0.34Loss Rate

31Parameters

0Security Types

1.692Sortino Ratio

252Tradeable Dates

331Trades

6.106Treynor Ratio

0.2Win Rate

Crying Blue Penguin

446.534Net Profit

67.56PSR

1.342Sharpe Ratio

0.318Alpha

-0.136Beta

33.673CAR

28.3Drawdown

-0.33Loss Rate

31Parameters

0Security Types

1.759Sortino Ratio

1473Tradeable Dates

1765Trades

-2.226Treynor Ratio

0.27Win Rate

Virtual Black Fish

31.471Net Profit

65.058PSR

1.533Sharpe Ratio

0.272Alpha

0.022Beta

31.471CAR

13.5Drawdown

-0.28Loss Rate

31Parameters

0Security Types

2.206Sortino Ratio

252Tradeable Dates

368Trades

12.634Treynor Ratio

0.1Win Rate

574 @ 0.355

574.421Net Profit

80.799PSR

1.547Sharpe Ratio

0.355Alpha

0.355Beta

38.563CAR

28Drawdown

-0.19Loss Rate

31Parameters

0Security Types

2.048Sortino Ratio

1473Tradeable Dates

1780Trades

-2.508Treynor Ratio

0.28Win Rate


Community

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Jonas left a comment in the discussion Exchange Id mapping

Hi Louis, do you know how to access the PrimaryExchangeID today? The filtered_fine list returns...

3 months ago

Jonas left a comment in the discussion How to show all the existing positions in my broker account?

Hi, 

4 years ago

Virtual Magenta Gaur

23.251Net Profit

53.373PSR

1.185Sharpe Ratio

0.205Alpha

0.034Beta

23.251CAR

13.4Drawdown

-0.34Loss Rate

31Parameters

0Security Types

1.692Sortino Ratio

252Tradeable Dates

331Trades

6.106Treynor Ratio

0.2Win Rate

Crying Blue Penguin

446.534Net Profit

67.56PSR

1.342Sharpe Ratio

0.318Alpha

-0.136Beta

33.673CAR

28.3Drawdown

-0.33Loss Rate

31Parameters

0Security Types

1.759Sortino Ratio

1473Tradeable Dates

1765Trades

-2.226Treynor Ratio

0.27Win Rate

Virtual Black Fish

31.471Net Profit

65.058PSR

1.533Sharpe Ratio

0.272Alpha

0.022Beta

31.471CAR

13.5Drawdown

-0.28Loss Rate

31Parameters

0Security Types

2.206Sortino Ratio

252Tradeable Dates

368Trades

12.634Treynor Ratio

0.1Win Rate

574 @ 0.355

574.421Net Profit

80.799PSR

1.547Sharpe Ratio

0.355Alpha

0.355Beta

38.563CAR

28Drawdown

-0.19Loss Rate

31Parameters

0Security Types

2.048Sortino Ratio

1473Tradeable Dates

1780Trades

-2.508Treynor Ratio

0.28Win Rate

Jonas left a comment in the discussion Exchange Id mapping

Hi Louis, do you know how to access the PrimaryExchangeID today? The filtered_fine list returns...

3 months ago

Jonas left a comment in the discussion How to show all the existing positions in my broker account?

Hi, 

4 years ago