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Public Backtests (1)

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Alert Black Hornet

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


Community

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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

Alert Black Hornet

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...

3 months ago