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Public Backtests (8)

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Jumping Sky Blue Cobra

0Net Profit

0PSR

0Sharpe Ratio

0Alpha

0Beta

0CAR

0Drawdown

0Loss Rate

33Parameters

0Security Types

7.9228162514264E+28Sortino Ratio

26Tradeable Dates

0Trades

0Treynor Ratio

0Win Rate

Sleepy Brown Frog

0Net Profit

0PSR

0Sharpe Ratio

0Alpha

0Beta

0CAR

0Drawdown

0Loss Rate

34Parameters

0Security Types

7.9228162514264E+28Sortino Ratio

26Tradeable Dates

0Trades

0Treynor Ratio

0Win Rate

Hyper-Active Light Brown Lion

0Net Profit

0PSR

0Sharpe Ratio

0Alpha

0Beta

0CAR

0Drawdown

0Loss Rate

21Parameters

1Security Types

0Sortino Ratio

10Tradeable Dates

0Trades

0Treynor Ratio

0Win Rate

Ugly Light Brown Frog

0Net Profit

0PSR

0Sharpe Ratio

0Alpha

0Beta

0CAR

0Drawdown

0Loss Rate

22Parameters

1Security Types

0Sortino Ratio

10Tradeable Dates

0Trades

0Treynor Ratio

0Win Rate

Hyper-Active Red-Orange Crocodile

9532.063Net Profit

94.278PSR

1.641Sharpe Ratio

0.356Alpha

0.125Beta

41.939CAR

23.1Drawdown

-1.32Loss Rate

0Parameters

1Security Types

2.588Sortino Ratio

3280Tradeable Dates

549Trades

2.938Treynor Ratio

2.96Win Rate


Community

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Leandro started the discussion Could the Python library PyTorch Ignite be made available?

Hi!

3 years ago

Leandro started the discussion Algorithm Framework with multiple alpha and universe selection models

I already checked that using the algorithm framework the same algo can have multiple alpha models....

3 years ago

Leandro started the discussion Continuous futures

Hi! Can I have an update on the current estimate for the release of continuous futures in the...

3 years ago

Leandro left a comment in the discussion Open to feedback and/or questions on this simple options Algo

Ikezi,

3 years ago

Leandro left a comment in the discussion Open to feedback and/or questions on this simple options Algo

Ikezi,

3 years ago

Jumping Sky Blue Cobra

0Net Profit

0PSR

0Sharpe Ratio

0Alpha

0Beta

0CAR

0Drawdown

0Loss Rate

33Parameters

0Security Types

7.9228162514264E+28Sortino Ratio

26Tradeable Dates

0Trades

0Treynor Ratio

0Win Rate

Sleepy Brown Frog

0Net Profit

0PSR

0Sharpe Ratio

0Alpha

0Beta

0CAR

0Drawdown

0Loss Rate

34Parameters

0Security Types

7.9228162514264E+28Sortino Ratio

26Tradeable Dates

0Trades

0Treynor Ratio

0Win Rate

Hyper-Active Light Brown Lion

0Net Profit

0PSR

0Sharpe Ratio

0Alpha

0Beta

0CAR

0Drawdown

0Loss Rate

21Parameters

1Security Types

0Sortino Ratio

10Tradeable Dates

0Trades

0Treynor Ratio

0Win Rate

Ugly Light Brown Frog

0Net Profit

0PSR

0Sharpe Ratio

0Alpha

0Beta

0CAR

0Drawdown

0Loss Rate

22Parameters

1Security Types

0Sortino Ratio

10Tradeable Dates

0Trades

0Treynor Ratio

0Win Rate

Hyper-Active Red-Orange Crocodile

9532.063Net Profit

94.278PSR

1.641Sharpe Ratio

0.356Alpha

0.125Beta

41.939CAR

23.1Drawdown

-1.32Loss Rate

0Parameters

1Security Types

2.588Sortino Ratio

3280Tradeable Dates

549Trades

2.938Treynor Ratio

2.96Win Rate

Virtual Apricot Dinosaur

8730.391Net Profit

94.777PSR

1.641Sharpe Ratio

0.34Alpha

0.2Beta

41.112CAR

24Drawdown

-0.04Loss Rate

13Parameters

1Security Types

2.52Sortino Ratio

3274Tradeable Dates

4459Trades

1.798Treynor Ratio

0.32Win Rate

Formal Red Fly

8196.284Net Profit

96.012PSR

1.67Sharpe Ratio

0.334Alpha

0.188Beta

40.437CAR

23Drawdown

-1.09Loss Rate

14Parameters

1Security Types

2.611Sortino Ratio

3274Tradeable Dates

113Trades

1.876Treynor Ratio

11.04Win Rate

Emotional Fluorescent Orange Salamander

3106.346Net Profit

86.639PSR

1.444Sharpe Ratio

0.261Alpha

0.261Beta

30.591CAR

21.8Drawdown

-0.84Loss Rate

57Parameters

1Security Types

2.191Sortino Ratio

3270Tradeable Dates

694Trades

4.299Treynor Ratio

2.24Win Rate

Leandro started the discussion Could the Python library PyTorch Ignite be made available?

Hi!

3 years ago

Leandro started the discussion Algorithm Framework with multiple alpha and universe selection models

I already checked that using the algorithm framework the same algo can have multiple alpha models....

3 years ago

Leandro started the discussion Continuous futures

Hi! Can I have an update on the current estimate for the release of continuous futures in the...

3 years ago

Leandro left a comment in the discussion Open to feedback and/or questions on this simple options Algo

Ikezi,

3 years ago

Leandro left a comment in the discussion Open to feedback and/or questions on this simple options Algo

Ikezi,

3 years ago

Leandro left a comment in the discussion Open to feedback and/or questions on this simple options Algo

Ikezi,

3 years ago

Leandro left a comment in the discussion Open to feedback and/or questions on this simple options Algo

Ikezi,

3 years ago

Leandro left a comment in the discussion Open to feedback and/or questions on this simple options Algo

 kctrader,

3 years ago

Leandro left a comment in the discussion Open to feedback and/or questions on this simple options Algo

Ikezi,

3 years ago