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-19.894Net Profit
9.496PSR
-0.052Sharpe Ratio
-0.007Alpha
-1.488Beta
-18.474CAR
52.7Drawdown
8.47Loss Rate
16Parameters
0Security Types
-0.42Sortino Ratio
283Tradeable Dates
224Trades
0.017Treynor Ratio
0Win Rate
-19.894Net Profit
9.496PSR
-0.052Sharpe Ratio
-0.007Alpha
-1.488Beta
-18.474CAR
52.7Drawdown
8.47Loss Rate
16Parameters
0Security Types
-0.42Sortino Ratio
283Tradeable Dates
224Trades
0.017Treynor Ratio
0Win Rate
Joseph left a comment in the discussion Is TD Ameritrade fully supported by Quant Connect?
There's a pull request:
Joseph left a comment in the discussion Is TD Ameritrade fully supported by Quant Connect?
There's a pull request:
2 years ago