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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
0Net Profit
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
0Parameters
1Security Types
0Sortino Ratio
101Tradeable Dates
0Trades
0Treynor Ratio
0Win Rate
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
0Net Profit
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
1Parameters
1Security Types
0Sortino Ratio
125Tradeable Dates
0Trades
0Treynor Ratio
0Win Rate
-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
Link left a comment in the discussion Question on margin interest fees allocation
Hi Stephen,
Link left a comment in the discussion Feed live data from Bitfinex to a live strategy
Hi Hieppham,
Link left a comment in the discussion Split Adjustment Handling in EmaCrossUniverseSelectionAlgorithm
Hi Bgrm1,
Link left a comment in the discussion Avoiding Vendor Lock-In: Running LEAN On Your Server
Hi KY,
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
0Net Profit
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
0Parameters
1Security Types
0Sortino Ratio
101Tradeable Dates
0Trades
0Treynor Ratio
0Win Rate
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
0Net Profit
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
1Parameters
1Security Types
0Sortino Ratio
125Tradeable Dates
0Trades
0Treynor Ratio
0Win Rate
-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
-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
-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
-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
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
6Parameters
2Security Types
20Tradeable Dates
0Net Profit
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
0Parameters
1Security Types
0Sortino Ratio
20Tradeable Dates
0Trades
0Treynor Ratio
0Win Rate
4Parameters
1Security Types
13Tradeable Dates
21Parameters
1Security Types
0Tradeable Dates
0Net Profit
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
6Parameters
1Security Types
0Sortino Ratio
14Tradeable Dates
0Trades
0Treynor Ratio
0Win Rate
6Parameters
1Security Types
15Tradeable Dates
0Net Profit
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
3Parameters
1Security Types
0Sortino Ratio
21Tradeable Dates
0Trades
0Treynor Ratio
0Win Rate
0Net Profit
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
4Parameters
2Security Types
0Sortino Ratio
11Tradeable Dates
0Trades
0Treynor Ratio
0Win Rate
0Net Profit
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
6Parameters
1Security Types
0Sortino Ratio
0Tradeable Dates
0Trades
0Treynor Ratio
0Win Rate
0Net Profit
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
6Parameters
1Security Types
0Sortino Ratio
0Tradeable Dates
0Trades
0Treynor Ratio
0Win Rate
0Net Profit
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
0Parameters
1Security Types
0Sortino Ratio
27Tradeable Dates
0Trades
0Treynor Ratio
0Win Rate
0Net Profit
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
7Parameters
1Security Types
0Sortino Ratio
0Tradeable Dates
0Trades
0Treynor Ratio
0Win Rate
0Net Profit
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
3Parameters
1Security Types
0Sortino Ratio
0Tradeable Dates
0Trades
0Treynor Ratio
0Win Rate
0Net Profit
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
4Parameters
1Security Types
0Sortino Ratio
0Tradeable Dates
0Trades
0Treynor Ratio
0Win Rate
0Net Profit
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
8Parameters
1Security Types
0Sortino Ratio
0Tradeable Dates
0Trades
0Treynor Ratio
0Win Rate
22Parameters
1Security Types
240Tradeable Dates
5Parameters
1Security Types
10Tradeable Dates
0Net Profit
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
6Parameters
1Security Types
0Sortino Ratio
1533Tradeable Dates
0Trades
0Treynor Ratio
0Win Rate
0Parameters
1Security Types
104Tradeable Dates
6Parameters
1Security Types
0Tradeable Dates
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,
Link left a comment in the discussion Question on margin interest fees allocation
Hi Stephen,
Link left a comment in the discussion Feed live data from Bitfinex to a live strategy
Hi Hieppham,
Link left a comment in the discussion Split Adjustment Handling in EmaCrossUniverseSelectionAlgorithm
Hi Bgrm1,
Link left a comment in the discussion Avoiding Vendor Lock-In: Running LEAN On Your Server
Hi KY,
Link left a comment in the discussion Help Using Candlestick Indicators
Hi Justin,
Link left a comment in the discussion Boot camp isn't displaying properly?
Hi Nathaniel,
5 years ago