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Public Backtests (89)

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Formal Red Fish

3.758Net Profit

0.551Sharpe Ratio

0.348Alpha

-9.682Beta

11.673CAR

22.4Drawdown

100Loss Rate

3Parameters

1Security Types

0Sortino Ratio

81Tradeable Dates

3Trades

-0.015Treynor Ratio

0Win Rate

Logical Blue Armadillo

0Net Profit

0Sharpe Ratio

0Alpha

0Beta

0CAR

0Drawdown

0Loss Rate

0Parameters

1Security Types

0Sortino Ratio

101Tradeable Dates

0Trades

0Treynor Ratio

0Win Rate

Hyper-Active Light Brown Rhinoceros

2.583Net Profit

4.278Sharpe Ratio

-0.477Alpha

155.467Beta

924.741CAR

2.4Drawdown

0Loss Rate

0Parameters

1Security Types

0Sortino Ratio

3Tradeable Dates

1Trades

0.011Treynor Ratio

0Win Rate

Fat Yellow-Green Koala

0Net Profit

0Sharpe Ratio

0Alpha

0Beta

0CAR

0Drawdown

0Loss Rate

1Parameters

1Security Types

0Sortino Ratio

125Tradeable Dates

0Trades

0Treynor Ratio

0Win Rate

Swimming Sky Blue Goshawk

-33.464Net Profit

-6.689Sharpe Ratio

-6.284Alpha

156.561Beta

-99.859CAR

33.5Drawdown

78Loss Rate

10Parameters

2Security Types

-1.4478Sortino Ratio

16Tradeable Dates

19Trades

-0.027Treynor Ratio

22Win Rate


Community

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Link left a comment in the discussion Boot camp isn't displaying properly?

Hi Nathaniel,

5 years ago

Link left a comment in the discussion Question on margin interest fees allocation

Hi Stephen,

5 years ago

Link left a comment in the discussion Feed live data from Bitfinex to a live strategy

Hi Hieppham,

5 years ago

Link left a comment in the discussion Split Adjustment Handling in EmaCrossUniverseSelectionAlgorithm

Hi Bgrm1,

5 years ago

Link left a comment in the discussion Avoiding Vendor Lock-In: Running LEAN On Your Server

Hi KY,

5 years ago

Formal Red Fish

3.758Net Profit

0.551Sharpe Ratio

0.348Alpha

-9.682Beta

11.673CAR

22.4Drawdown

100Loss Rate

3Parameters

1Security Types

0Sortino Ratio

81Tradeable Dates

3Trades

-0.015Treynor Ratio

0Win Rate

Logical Blue Armadillo

0Net Profit

0Sharpe Ratio

0Alpha

0Beta

0CAR

0Drawdown

0Loss Rate

0Parameters

1Security Types

0Sortino Ratio

101Tradeable Dates

0Trades

0Treynor Ratio

0Win Rate

Hyper-Active Light Brown Rhinoceros

2.583Net Profit

4.278Sharpe Ratio

-0.477Alpha

155.467Beta

924.741CAR

2.4Drawdown

0Loss Rate

0Parameters

1Security Types

0Sortino Ratio

3Tradeable Dates

1Trades

0.011Treynor Ratio

0Win Rate

Fat Yellow-Green Koala

0Net Profit

0Sharpe Ratio

0Alpha

0Beta

0CAR

0Drawdown

0Loss Rate

1Parameters

1Security Types

0Sortino Ratio

125Tradeable Dates

0Trades

0Treynor Ratio

0Win Rate

Swimming Sky Blue Goshawk

-33.464Net Profit

-6.689Sharpe Ratio

-6.284Alpha

156.561Beta

-99.859CAR

33.5Drawdown

78Loss Rate

10Parameters

2Security Types

-1.4478Sortino Ratio

16Tradeable Dates

19Trades

-0.027Treynor Ratio

22Win Rate

Ugly Light Brown Llama

-1.039Net Profit

-9.71Sharpe Ratio

-0.614Alpha

5.387Beta

-47.029CAR

2.4Drawdown

67Loss Rate

30Parameters

1Security Types

-0.3239Sortino Ratio

3Tradeable Dates

71Trades

-0.097Treynor Ratio

33Win Rate

Hyper-Active Red Barracuda

-51.8Net Profit

-0.749Sharpe Ratio

-1.131Alpha

44.784Beta

-51.829CAR

60.2Drawdown

55Loss Rate

0Parameters

1Security Types

-0.0328Sortino Ratio

313Tradeable Dates

396Trades

-0.009Treynor Ratio

45Win Rate

Upgraded Sky Blue Duck

-51.8Net Profit

-0.749Sharpe Ratio

-1.131Alpha

44.784Beta

-51.829CAR

60.2Drawdown

55Loss Rate

0Parameters

1Security Types

-0.0328Sortino Ratio

313Tradeable Dates

396Trades

-0.009Treynor Ratio

45Win Rate

Casual Green Giraffe

2.115Net Profit

0.145Sharpe Ratio

-0.062Alpha

3.547Beta

0.699CAR

9Drawdown

30Loss Rate

0Parameters

1Security Types

0.0515Sortino Ratio

755Tradeable Dates

46Trades

0.002Treynor Ratio

70Win Rate

Upgraded Blue Kangaroo

6Parameters

2Security Types

20Tradeable Dates

Fat Yellow-Green Alligator

0Net Profit

0Sharpe Ratio

0Alpha

0Beta

0CAR

0Drawdown

0Loss Rate

0Parameters

1Security Types

0Sortino Ratio

20Tradeable Dates

0Trades

0Treynor Ratio

0Win Rate

Alert Green Jackal

4Parameters

1Security Types

13Tradeable Dates

Alert Orange Donkey

21Parameters

1Security Types

0Tradeable Dates

Calculating Asparagus Camel

0Net Profit

0Sharpe Ratio

0Alpha

0Beta

0CAR

0Drawdown

0Loss Rate

6Parameters

1Security Types

0Sortino Ratio

14Tradeable Dates

0Trades

0Treynor Ratio

0Win Rate

Emotional Violet Bee

6Parameters

1Security Types

15Tradeable Dates

Calm Magenta Jellyfish

0Net Profit

0Sharpe Ratio

0Alpha

0Beta

0CAR

0Drawdown

0Loss Rate

3Parameters

1Security Types

0Sortino Ratio

21Tradeable Dates

0Trades

0Treynor Ratio

0Win Rate

Square Sky Blue Albatross

0Net Profit

0Sharpe Ratio

0Alpha

0Beta

0CAR

0Drawdown

0Loss Rate

4Parameters

2Security Types

0Sortino Ratio

11Tradeable Dates

0Trades

0Treynor Ratio

0Win Rate

Hipster Light Brown Fly

0Net Profit

0Sharpe Ratio

0Alpha

0Beta

0CAR

0Drawdown

0Loss Rate

6Parameters

1Security Types

0Sortino Ratio

0Tradeable Dates

0Trades

0Treynor Ratio

0Win Rate

Crawling Apricot Tapir

0Net Profit

0Sharpe Ratio

0Alpha

0Beta

0CAR

0Drawdown

0Loss Rate

6Parameters

1Security Types

0Sortino Ratio

0Tradeable Dates

0Trades

0Treynor Ratio

0Win Rate

Creative Light Brown Rabbit

0Net Profit

0Sharpe Ratio

0Alpha

0Beta

0CAR

0Drawdown

0Loss Rate

0Parameters

1Security Types

0Sortino Ratio

27Tradeable Dates

0Trades

0Treynor Ratio

0Win Rate

Formal Fluorescent Orange Beaver

0Net Profit

0Sharpe Ratio

0Alpha

0Beta

0CAR

0Drawdown

0Loss Rate

7Parameters

1Security Types

0Sortino Ratio

0Tradeable Dates

0Trades

0Treynor Ratio

0Win Rate

Smooth Tan Camel

0Net Profit

0Sharpe Ratio

0Alpha

0Beta

0CAR

0Drawdown

0Loss Rate

3Parameters

1Security Types

0Sortino Ratio

0Tradeable Dates

0Trades

0Treynor Ratio

0Win Rate

Swimming Yellow-Green Lemur

0Net Profit

0Sharpe Ratio

0Alpha

0Beta

0CAR

0Drawdown

0Loss Rate

4Parameters

1Security Types

0Sortino Ratio

0Tradeable Dates

0Trades

0Treynor Ratio

0Win Rate

Pensive Fluorescent Pink Dinosaur

0Net Profit

0Sharpe Ratio

0Alpha

0Beta

0CAR

0Drawdown

0Loss Rate

8Parameters

1Security Types

0Sortino Ratio

0Tradeable Dates

0Trades

0Treynor Ratio

0Win Rate

Muscular Tan Zebra

22Parameters

1Security Types

240Tradeable Dates

Geeky Yellow Horse

5Parameters

1Security Types

10Tradeable Dates

Calculating Brown Caterpillar

0Net Profit

0Sharpe Ratio

0Alpha

0Beta

0CAR

0Drawdown

0Loss Rate

6Parameters

1Security Types

0Sortino Ratio

1533Tradeable Dates

0Trades

0Treynor Ratio

0Win Rate

Virtual Black Termite

0Parameters

1Security Types

104Tradeable Dates

Crying Apricot Chicken

6Parameters

1Security Types

0Tradeable Dates

Calculating Sky Blue Llama

0Net Profit

0Sharpe Ratio

0Alpha

0Beta

0CAR

0Drawdown

0Loss Rate

5Parameters

1Security Types

0Sortino Ratio

0Tradeable Dates

0Trades

0Treynor Ratio

0Win Rate

Link left a comment in the discussion Boot camp isn't displaying properly?

Hi Nathaniel,

5 years ago

Link left a comment in the discussion Question on margin interest fees allocation

Hi Stephen,

5 years ago

Link left a comment in the discussion Feed live data from Bitfinex to a live strategy

Hi Hieppham,

5 years ago

Link left a comment in the discussion Split Adjustment Handling in EmaCrossUniverseSelectionAlgorithm

Hi Bgrm1,

5 years ago

Link left a comment in the discussion Avoiding Vendor Lock-In: Running LEAN On Your Server

Hi KY,

5 years ago

Link left a comment in the discussion Help Using Candlestick Indicators

Hi Justin,

5 years ago