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Public Backtests (1)

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Fat Green Crocodile

-1.668Net Profit

5.301PSR

-0.026Sharpe Ratio

-0.029Alpha

0.311Beta

-0.837CAR

17.9Drawdown

0Loss Rate

7Parameters

0Security Types

-0.105Sortino Ratio

625Tradeable Dates

307Trades

-0.008Treynor Ratio

0.07Win Rate


Community

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JSO left a comment in the discussion Amazing returns = superior stock selection strategy + superior in & out strategy

Do forgive me if those are obviously incorrect/dumb I'm very much a beginner in this space :)

2 years ago

JSO left a comment in the discussion Amazing returns = superior stock selection strategy + superior in & out strategy

Peter Guenther Saw an idea related to this issue on the 'KEI strategy thread which might be...

2 years ago

JSO left a comment in the discussion KEI based Strategy

Simone Pantaleoni I like that idea of using the correlation, will try to give it a go. Finding a...

2 years ago

JSO left a comment in the discussion KEI based Strategy

Hi guys. I'm pretty new to this so apologies for not having that much in the way of useful...

2 years ago

JSO started the discussion Backtest not liquidating trades

Hello guys

3 years ago

Fat Green Crocodile

-1.668Net Profit

5.301PSR

-0.026Sharpe Ratio

-0.029Alpha

0.311Beta

-0.837CAR

17.9Drawdown

0Loss Rate

7Parameters

0Security Types

-0.105Sortino Ratio

625Tradeable Dates

307Trades

-0.008Treynor Ratio

0.07Win Rate

JSO left a comment in the discussion Amazing returns = superior stock selection strategy + superior in & out strategy

Do forgive me if those are obviously incorrect/dumb I'm very much a beginner in this space :)

2 years ago

JSO left a comment in the discussion Amazing returns = superior stock selection strategy + superior in & out strategy

Peter Guenther Saw an idea related to this issue on the 'KEI strategy thread which might be...

2 years ago

JSO left a comment in the discussion KEI based Strategy

Simone Pantaleoni I like that idea of using the correlation, will try to give it a go. Finding a...

2 years ago

JSO left a comment in the discussion KEI based Strategy

Hi guys. I'm pretty new to this so apologies for not having that much in the way of useful...

2 years ago

JSO started the discussion Backtest not liquidating trades

Hello guys

3 years ago

JSO left a comment in the discussion Amazing returns = superior stock selection strategy + superior in & out strategy

Peter Guenther For 1) That is pretty clever, thank you for explaining it for me. I'm going to have...

3 years ago

JSO left a comment in the discussion Amazing returns = superior stock selection strategy + superior in & out strategy

Hello everyone. 

3 years ago