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-12.602Net Profit
8.912PSR
-1.352Sharpe Ratio
-0.132Alpha
1.589Beta
-45.929CAR
19.2Drawdown
47Loss Rate
31Parameters
1Security Types
-1.635Sortino Ratio
0Tradeable Dates
164Trades
-0.238Treynor Ratio
53Win Rate
Kevin left a comment in the discussion Opening Range Breakout for Stocks in Play
Does anyone else end up with very different symbols when running the exact same algo in backtesting...
-12.602Net Profit
8.912PSR
-1.352Sharpe Ratio
-0.132Alpha
1.589Beta
-45.929CAR
19.2Drawdown
47Loss Rate
31Parameters
1Security Types
-1.635Sortino Ratio
0Tradeable Dates
164Trades
-0.238Treynor Ratio
53Win Rate
Kevin left a comment in the discussion Momentum Reversal Insight
I am just curious about others experiences here. I cloned this algo and ran it and the back test of...
Kevin left a comment in the discussion Opening Range Breakout for Stocks in Play
Does anyone else end up with very different symbols when running the exact same algo in backtesting...
Kevin left a comment in the discussion Momentum Reversal Insight
I am just curious about others experiences here. I cloned this algo and ran it and the back test of...
7 days ago