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Activity on QuantConnect

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Public Backtests (6)

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Well Dressed Apricot Manatee

20.257Net Profit

52.465PSR

1.079Sharpe Ratio

0.068Alpha

0.061Beta

7.638CAR

4.8Drawdown

75Loss Rate

2Parameters

1Security Types

0.0399Sortino Ratio

0Tradeable Dates

3281Trades

1.306Treynor Ratio

25Win Rate

Casual Fluorescent Yellow Viper

91.671Net Profit

35.493PSR

0.896Sharpe Ratio

0.057Alpha

-0.023Beta

6.597CAR

13.1Drawdown

47Loss Rate

2Parameters

1Security Types

0.3729Sortino Ratio

2560Tradeable Dates

2282Trades

-2.383Treynor Ratio

53Win Rate

V-MA 1 Minute

3.623Net Profit

23.338PSR

0.421Sharpe Ratio

0.028Alpha

-0.028Beta

2.247CAR

6.2Drawdown

48Loss Rate

2Parameters

1Security Types

0.04Sortino Ratio

0Tradeable Dates

1844Trades

-0.859Treynor Ratio

52Win Rate

V-MA 1 hour

-3.617Net Profit

3.311PSR

-0.427Sharpe Ratio

-0.019Alpha

-0.015Beta

-2.274CAR

7Drawdown

50Loss Rate

2Parameters

1Security Types

0.0048Sortino Ratio

0Tradeable Dates

460Trades

1.451Treynor Ratio

50Win Rate

KO-PEP 1 Minute

3.885Net Profit

28.989PSR

0.564Sharpe Ratio

0.027Alpha

-0.013Beta

2.408CAR

4.1Drawdown

52Loss Rate

4Parameters

1Security Types

0.0824Sortino Ratio

0Tradeable Dates

1800Trades

-1.844Treynor Ratio

48Win Rate


Community

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Well Dressed Apricot Manatee

20.257Net Profit

52.465PSR

1.079Sharpe Ratio

0.068Alpha

0.061Beta

7.638CAR

4.8Drawdown

75Loss Rate

2Parameters

1Security Types

0.0399Sortino Ratio

0Tradeable Dates

3281Trades

1.306Treynor Ratio

25Win Rate

Casual Fluorescent Yellow Viper

91.671Net Profit

35.493PSR

0.896Sharpe Ratio

0.057Alpha

-0.023Beta

6.597CAR

13.1Drawdown

47Loss Rate

2Parameters

1Security Types

0.3729Sortino Ratio

2560Tradeable Dates

2282Trades

-2.383Treynor Ratio

53Win Rate

V-MA 1 Minute

3.623Net Profit

23.338PSR

0.421Sharpe Ratio

0.028Alpha

-0.028Beta

2.247CAR

6.2Drawdown

48Loss Rate

2Parameters

1Security Types

0.04Sortino Ratio

0Tradeable Dates

1844Trades

-0.859Treynor Ratio

52Win Rate

V-MA 1 hour

-3.617Net Profit

3.311PSR

-0.427Sharpe Ratio

-0.019Alpha

-0.015Beta

-2.274CAR

7Drawdown

50Loss Rate

2Parameters

1Security Types

0.0048Sortino Ratio

0Tradeable Dates

460Trades

1.451Treynor Ratio

50Win Rate

KO-PEP 1 Minute

3.885Net Profit

28.989PSR

0.564Sharpe Ratio

0.027Alpha

-0.013Beta

2.408CAR

4.1Drawdown

52Loss Rate

4Parameters

1Security Types

0.0824Sortino Ratio

0Tradeable Dates

1800Trades

-1.844Treynor Ratio

48Win Rate

KO-PEP 1 hour

3.436Net Profit

25.696PSR

0.477Sharpe Ratio

0.024Alpha

-0.013Beta

2.131CAR

3.8Drawdown

58Loss Rate

2Parameters

1Security Types

0.0459Sortino Ratio

0Tradeable Dates

401Trades

-1.65Treynor Ratio

42Win Rate