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-0.498Net Profit
0PSR
-16.159Sharpe Ratio
-0.054Alpha
0.002Beta
-6.924CAR
0.5Drawdown
-0.02Loss Rate
23Parameters
0Security Types
110Tradeable Dates
63Trades
-22.198Treynor Ratio
0Win Rate
7.118Net Profit
14.558PSR
0.631Sharpe Ratio
0.007Alpha
0.028Beta
1.358CAR
3Drawdown
-0.04Loss Rate
23Parameters
0Security Types
1282Tradeable Dates
336Trades
0.336Treynor Ratio
0.58Win Rate
0Net Profit
0PSR
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
4Parameters
2Security Types
0Sortino Ratio
44Tradeable Dates
0Trades
0Treynor Ratio
0Win Rate
0Net Profit
0PSR
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
15Parameters
0Security Types
272Tradeable Dates
0Trades
0Treynor Ratio
0Win Rate
0Net Profit
0PSR
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
4Parameters
0Security Types
7.9228162514264E+28Sortino Ratio
274Tradeable Dates
0Trades
0Treynor Ratio
0Win Rate
Jovad started the discussion Option Greeks Not Changing
I'm building an option trading strategy that tries to replicated exotic options. I'm able to get...
Jovad started the discussion Custom yahoo from toolbox not trading
I used toolbox to download yahoo finance data and inserted it into my algorithm. When I use...
Jovad left a comment in the discussion Backtest selling stocks I don't have
Hi JumboFlan,
Jovad left a comment in the discussion Alpha Streams Market
Thanks, Jared! I believe this is a step in the right direction.
-0.498Net Profit
0PSR
-16.159Sharpe Ratio
-0.054Alpha
0.002Beta
-6.924CAR
0.5Drawdown
-0.02Loss Rate
23Parameters
0Security Types
110Tradeable Dates
63Trades
-22.198Treynor Ratio
0Win Rate
7.118Net Profit
14.558PSR
0.631Sharpe Ratio
0.007Alpha
0.028Beta
1.358CAR
3Drawdown
-0.04Loss Rate
23Parameters
0Security Types
1282Tradeable Dates
336Trades
0.336Treynor Ratio
0.58Win Rate
0Net Profit
0PSR
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
4Parameters
2Security Types
0Sortino Ratio
44Tradeable Dates
0Trades
0Treynor Ratio
0Win Rate
0Net Profit
0PSR
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
15Parameters
0Security Types
272Tradeable Dates
0Trades
0Treynor Ratio
0Win Rate
0Net Profit
0PSR
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
4Parameters
0Security Types
7.9228162514264E+28Sortino Ratio
274Tradeable Dates
0Trades
0Treynor Ratio
0Win Rate
0.212Net Profit
21.446PSR
0.345Sharpe Ratio
0.001Alpha
0.002Beta
0.213CAR
0.5Drawdown
-0.1Loss Rate
152Parameters
0Security Types
0.67Sortino Ratio
0Tradeable Dates
13Trades
0.689Treynor Ratio
0.1Win Rate
0Net Profit
0PSR
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
18Parameters
0Security Types
7.9228162514264E+28Sortino Ratio
0Tradeable Dates
0Trades
0Treynor Ratio
0Win Rate
3.461Net Profit
36.502PSR
0.862Sharpe Ratio
0.006Alpha
0.003Beta
0.875CAR
0.7Drawdown
-0.04Loss Rate
19Parameters
1Security Types
1.254Sortino Ratio
985Tradeable Dates
1607Trades
2.141Treynor Ratio
0.01Win Rate
-18.3Net Profit
0PSR
-8.394Sharpe Ratio
-0.121Alpha
-0.003Beta
-17.049CAR
18.3Drawdown
-0.07Loss Rate
0Parameters
0Security Types
-10.44Sortino Ratio
272Tradeable Dates
628Trades
40.207Treynor Ratio
0.03Win Rate
14.606Net Profit
92.713PSR
7.407Sharpe Ratio
0.935Alpha
1.833Beta
297.761CAR
5.1Drawdown
45Loss Rate
24Parameters
1Security Types
0.251Sortino Ratio
26Tradeable Dates
199Trades
0.949Treynor Ratio
55Win Rate
0.15Net Profit
50.428PSR
1.04Sharpe Ratio
0.038Alpha
0.097Beta
1.92CAR
0.5Drawdown
-0.16Loss Rate
1Parameters
0Security Types
2.27Sortino Ratio
20Tradeable Dates
4Trades
0.166Treynor Ratio
0.16Win Rate
0.15Net Profit
50.428PSR
1.04Sharpe Ratio
0.038Alpha
0.097Beta
1.92CAR
0.5Drawdown
-0.16Loss Rate
1Parameters
0Security Types
2.27Sortino Ratio
20Tradeable Dates
4Trades
0.166Treynor Ratio
0.16Win Rate
19.248Net Profit
41.729PSR
0.905Sharpe Ratio
0.039Alpha
0.137Beta
9.175CAR
9Drawdown
-0.11Loss Rate
7Parameters
1Security Types
1.569Sortino Ratio
0Tradeable Dates
3204Trades
0.475Treynor Ratio
0.12Win Rate
0Net Profit
0PSR
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
5Parameters
1Security Types
0Sortino Ratio
0Tradeable Dates
0Trades
0Treynor Ratio
0Win Rate
0Net Profit
0PSR
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
4Parameters
1Security Types
0Sortino Ratio
0Tradeable Dates
0Trades
0Treynor Ratio
0Win Rate
0Net Profit
0PSR
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
0Parameters
0Security Types
7.9228162514264E+28Sortino Ratio
1Tradeable Dates
0Trades
0Treynor Ratio
0Win Rate
2.956Net Profit
95.663PSR
2.847Sharpe Ratio
0.021Alpha
-0.005Beta
2.959CAR
0.6Drawdown
-0.03Loss Rate
0Parameters
0Security Types
2.389Sortino Ratio
252Tradeable Dates
657Trades
-4.468Treynor Ratio
0.06Win Rate
-4.051Net Profit
0.001PSR
-6.634Sharpe Ratio
-0.243Alpha
-0.112Beta
-36.099CAR
4.7Drawdown
-0.1Loss Rate
0Parameters
0Security Types
-8.765Sortino Ratio
30Tradeable Dates
274Trades
2.407Treynor Ratio
0.14Win Rate
772.182Net Profit
66.43PSR
1.334Sharpe Ratio
0Alpha
0Beta
45.537CAR
44.5Drawdown
-0.41Loss Rate
18Parameters
1Security Types
1.981Sortino Ratio
1453Tradeable Dates
2204Trades
0Treynor Ratio
0.62Win Rate
-1.053Net Profit
24.622PSR
-0.967Sharpe Ratio
-0.027Alpha
-0.201Beta
-10.826CAR
3.2Drawdown
-0.11Loss Rate
0Parameters
0Security Types
-1.967Sortino Ratio
30Tradeable Dates
317Trades
0.373Treynor Ratio
0.17Win Rate
0.466Net Profit
62.639PSR
1.301Sharpe Ratio
0.003Alpha
0.011Beta
0.47CAR
0.2Drawdown
-0.04Loss Rate
116Parameters
0Security Types
1.788Sortino Ratio
0Tradeable Dates
7Trades
0.354Treynor Ratio
0Win Rate
-1.435Net Profit
15.16PSR
-1.953Sharpe Ratio
-0.157Alpha
0.166Beta
-14.04CAR
2.2Drawdown
-0.14Loss Rate
0Parameters
0Security Types
-2.396Sortino Ratio
30Tradeable Dates
106Trades
-0.68Treynor Ratio
0.19Win Rate
-1.944Net Profit
19.205PSR
0.004Sharpe Ratio
0.018Alpha
-0.064Beta
-3.041CAR
14.2Drawdown
-0.87Loss Rate
0Parameters
0Security Types
-0.179Sortino Ratio
160Tradeable Dates
929Trades
-0.014Treynor Ratio
1.38Win Rate
-8.564Net Profit
1.627PSR
0.086Sharpe Ratio
-0.118Alpha
0.775Beta
-1.612CAR
62.3Drawdown
57Loss Rate
14Parameters
1Security Types
-0.0158Sortino Ratio
1388Tradeable Dates
8200Trades
0.031Treynor Ratio
43Win Rate
1.169Net Profit
0PSR
25.479Sharpe Ratio
1.916Alpha
-23.146Beta
311.251CAR
0.9Drawdown
0Loss Rate
3Parameters
0Security Types
7.9228162514264E+28Sortino Ratio
1Tradeable Dates
1Trades
-0.144Treynor Ratio
0Win Rate
-5.132Net Profit
1.124PSR
-3.093Sharpe Ratio
-0.207Alpha
0.218Beta
-20.591CAR
6.4Drawdown
64Loss Rate
0Parameters
1Security Types
-0.1551Sortino Ratio
72Tradeable Dates
151Trades
-0.765Treynor Ratio
36Win Rate
1.201Net Profit
42.297PSR
0.624Sharpe Ratio
-0.059Alpha
0.579Beta
5.744CAR
2.7Drawdown
61Loss Rate
9Parameters
1Security Types
0.0392Sortino Ratio
54Tradeable Dates
57Trades
0.068Treynor Ratio
39Win Rate
56.965Net Profit
65.611PSR
1.291Sharpe Ratio
0.087Alpha
0.294Beta
13.249CAR
16.4Drawdown
23Loss Rate
72Parameters
1Security Types
2.6707Sortino Ratio
913Tradeable Dates
237Trades
0.474Treynor Ratio
77Win Rate
40.867Net Profit
17.13PSR
0.568Sharpe Ratio
0.102Alpha
-0.035Beta
9.891CAR
18.8Drawdown
-0.77Loss Rate
43Parameters
1Security Types
0.608Sortino Ratio
913Tradeable Dates
400Trades
-2.735Treynor Ratio
1.03Win Rate
29.059Net Profit
3.192PSR
0.289Sharpe Ratio
0Alpha
0Beta
3.991CAR
36.9Drawdown
40Loss Rate
20Parameters
1Security Types
0.0326Sortino Ratio
1640Tradeable Dates
1746Trades
0Treynor Ratio
60Win Rate
Jovad started the discussion Option Greeks Not Changing
I'm building an option trading strategy that tries to replicated exotic options. I'm able to get...
Jovad started the discussion Custom yahoo from toolbox not trading
I used toolbox to download yahoo finance data and inserted it into my algorithm. When I use...
Jovad left a comment in the discussion How many backtest can run same time for LEAN CLI locally
Henry,
Jovad left a comment in the discussion Backtest selling stocks I don't have
Hi JumboFlan,
Jovad left a comment in the discussion Alpha Streams Market
Thanks, Jared! I believe this is a step in the right direction.
Jovad left a comment in the discussion Tutoring session
Hi Niccolo,
Jovad left a comment in the discussion IPO trading
Hi Gil,
Jovad left a comment in the discussion New Feature - Time Series Indicators
This is great!
Jovad started the discussion SECReport8K
I want to pull SEC data. In my fine filter for universelection, I ran a for loop adding data to...
Jovad started the discussion Can you short in paper trading? Do you need to schedule an execution model?
Can you short in paper trading? Do you need to schedule an execution model for live trading?
Jovad started the discussion Long Hold Using a Fundamental Universe Selection
Hello everyone,
Jovad started the discussion New Addition to the InternFund Team
Hi everyone,
Jovad left a comment in the discussion How many backtest can run same time for LEAN CLI locally
Henry,
3 years ago