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82.143Net Profit
58.806PSR
1.213Sharpe Ratio
0.201Alpha
-0.012Beta
27.786CAR
20.1Drawdown
0.6Loss Rate
13Parameters
2Security Types
742Tradeable Dates
630Trades
-16.812Treynor Ratio
0Win Rate
82.143Net Profit
58.806PSR
1.213Sharpe Ratio
0.201Alpha
-0.012Beta
27.786CAR
20.1Drawdown
0.6Loss Rate
13Parameters
2Security Types
742Tradeable Dates
630Trades
-16.812Treynor Ratio
0Win Rate
Kevin left a comment in the discussion Micro Study: Yen Carry Trade
We had to build a small lookup table for the algos to consume for this purpose. Our broker lists...
Kevin left a comment in the discussion Micro Study: Yen Carry Trade
We had to build a small lookup table for the algos to consume for this purpose. Our broker lists...
3 months ago