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47.059Net Profit
65.197PSR
1.647Sharpe Ratio
0.553Alpha
0.014Beta
52.612CAR
16.7Drawdown
70Loss Rate
0Parameters
1Security Types
2.895Sortino Ratio
333Tradeable Dates
286Trades
42.298Treynor Ratio
30Win Rate
0Parameters
1Security Types
313Tradeable Dates
1395.55Net Profit
47.826PSR
1.026Sharpe Ratio
0.181Alpha
0.565Beta
31.576CAR
24.6Drawdown
22Loss Rate
0Parameters
1Security Types
0.206Sortino Ratio
2480Tradeable Dates
575Trades
0.391Treynor Ratio
78Win Rate
865.359Net Profit
32.882PSR
0.894Sharpe Ratio
0.15Alpha
0.422Beta
25.869CAR
32.5Drawdown
31Loss Rate
0Parameters
1Security Types
0.1696Sortino Ratio
2479Tradeable Dates
625Trades
0.428Treynor Ratio
69Win Rate
2083.645Net Profit
60.007PSR
1.132Sharpe Ratio
0.228Alpha
0.414Beta
36.775CAR
28.3Drawdown
42Loss Rate
0Parameters
1Security Types
0.4125Sortino Ratio
2478Tradeable Dates
398Trades
0.622Treynor Ratio
58Win Rate
Kristofferson started the discussion TEMA crypto on Bybit live paper trading
This is a simple algorithm for crypto using the ByBit brokerage model. The backtest shows positions...
Kristofferson started the discussion Simple FOREX trading strategy - Haults trading for some reason?
Hi everyone,
Kristofferson started the discussion Crowd sourcing for live trading intraday strategies (to learn/try)
Hello,
Kristofferson started the discussion Discrepancy between trading logic and logged values
Hello everyone,
47.059Net Profit
65.197PSR
1.647Sharpe Ratio
0.553Alpha
0.014Beta
52.612CAR
16.7Drawdown
70Loss Rate
0Parameters
1Security Types
2.895Sortino Ratio
333Tradeable Dates
286Trades
42.298Treynor Ratio
30Win Rate
0Parameters
1Security Types
313Tradeable Dates
1395.55Net Profit
47.826PSR
1.026Sharpe Ratio
0.181Alpha
0.565Beta
31.576CAR
24.6Drawdown
22Loss Rate
0Parameters
1Security Types
0.206Sortino Ratio
2480Tradeable Dates
575Trades
0.391Treynor Ratio
78Win Rate
865.359Net Profit
32.882PSR
0.894Sharpe Ratio
0.15Alpha
0.422Beta
25.869CAR
32.5Drawdown
31Loss Rate
0Parameters
1Security Types
0.1696Sortino Ratio
2479Tradeable Dates
625Trades
0.428Treynor Ratio
69Win Rate
2083.645Net Profit
60.007PSR
1.132Sharpe Ratio
0.228Alpha
0.414Beta
36.775CAR
28.3Drawdown
42Loss Rate
0Parameters
1Security Types
0.4125Sortino Ratio
2478Tradeable Dates
398Trades
0.622Treynor Ratio
58Win Rate
37.194Net Profit
55.422PSR
1.191Sharpe Ratio
0.243Alpha
1.315Beta
52.163CAR
17.9Drawdown
41Loss Rate
0Parameters
1Security Types
0.9122Sortino Ratio
188Tradeable Dates
45Trades
0.271Treynor Ratio
59Win Rate
1864.122Net Profit
64.03PSR
1.157Sharpe Ratio
0.139Alpha
0.195Beta
21.492CAR
24.2Drawdown
-3.13Loss Rate
0Parameters
1Security Types
3848Tradeable Dates
108Trades
0.79Treynor Ratio
10.71Win Rate
Kristofferson left a comment in the discussion TEMA crypto on Bybit live paper trading
I followed the suggestion above. No improvements at all.
Kristofferson started the discussion TEMA crypto on Bybit live paper trading
This is a simple algorithm for crypto using the ByBit brokerage model. The backtest shows positions...
Kristofferson started the discussion Simple FOREX trading strategy - Haults trading for some reason?
Hi everyone,
Kristofferson started the discussion Crowd sourcing for live trading intraday strategies (to learn/try)
Hello,
Kristofferson started the discussion Discrepancy between trading logic and logged values
Hello everyone,
Kristofferson started the discussion QC Community Brainstorm re: Swing trading algorithm BB-ROC model
Hello everyone,
Kristofferson left a comment in the discussion QC Community Brainstorm re: Swing trading algorithm BB-ROC model
Implemented SPY ETF constituents filtering top 20 by weight with dynamic universe selection.
Kristofferson left a comment in the discussion Has anyone tried to migrate this amazing "Long only non day trading for live" algo from Quantopian?
from AlgorithmImports import * class MovingAverageAlgorithm(QCAlgorithm): def...
Kristofferson left a comment in the discussion Has anyone tried to migrate this amazing "Long only non day trading for live" algo from Quantopian?
Here is another iteration of the same Quantopian model.
Kristofferson left a comment in the discussion Has anyone tried to migrate this amazing "Long only non day trading for live" algo from Quantopian?
I don't know why an error is returned when I try to post the backtest. I posted the code above...
Kristofferson left a comment in the discussion Has anyone tried to migrate this amazing "Long only non day trading for live" algo from Quantopian?
from AlgorithmImports import * class MovingAverageAlgorithm(QCAlgorithm): def...
Kristofferson started the discussion Asking for kind feedback on my simple intraday trading strategy and coding.
Hi,
Kristofferson started the discussion Need Feedback: performance issue with Algorithm Framework
Hi,
Kristofferson left a comment in the discussion TEMA crypto on Bybit live paper trading
I followed the suggestion above. No improvements at all.
21 days ago