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Public Backtests (3)

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Energetic Orange Gaur

821.496Net Profit

85.289PSR

1.477Sharpe Ratio

0.198Alpha

0.349Beta

23.244CAR

22.3Drawdown

48Loss Rate

28Parameters

1Security Types

0.3028Sortino Ratio

2674Tradeable Dates

755Trades

0.718Treynor Ratio

52Win Rate

Swimming Violet kitten

295.988Net Profit

93.821PSR

1.996Sharpe Ratio

0.338Alpha

0.203Beta

34.669CAR

20.7Drawdown

43Loss Rate

28Parameters

1Security Types

0.3512Sortino Ratio

1164Tradeable Dates

423Trades

1.828Treynor Ratio

57Win Rate

Swimming Yellow Owlet

9Parameters

0Security Types

0Tradeable Dates


Community

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Kuat started the discussion Use only a share of IB account deposit

Hi,

5 years ago

Energetic Orange Gaur

821.496Net Profit

85.289PSR

1.477Sharpe Ratio

0.198Alpha

0.349Beta

23.244CAR

22.3Drawdown

48Loss Rate

28Parameters

1Security Types

0.3028Sortino Ratio

2674Tradeable Dates

755Trades

0.718Treynor Ratio

52Win Rate

Swimming Violet kitten

295.988Net Profit

93.821PSR

1.996Sharpe Ratio

0.338Alpha

0.203Beta

34.669CAR

20.7Drawdown

43Loss Rate

28Parameters

1Security Types

0.3512Sortino Ratio

1164Tradeable Dates

423Trades

1.828Treynor Ratio

57Win Rate

Swimming Yellow Owlet

9Parameters

0Security Types

0Tradeable Dates

Kuat started the discussion Use only a share of IB account deposit

Hi,

5 years ago