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Public Backtests (6)

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Fat Yellow Bison

26.421Net Profit

1.449PSR

0.265Sharpe Ratio

-0.02Alpha

0.645Beta

3.926CAR

25.8Drawdown

-1.06Loss Rate

6Parameters

0Security Types

0.294Sortino Ratio

0Tradeable Dates

538Trades

0.057Treynor Ratio

2.14Win Rate

Creative Violet Hornet

22.489Net Profit

1.179PSR

0.237Sharpe Ratio

-0.027Alpha

0.679Beta

3.388CAR

27Drawdown

-1.06Loss Rate

6Parameters

0Security Types

0.25Sortino Ratio

0Tradeable Dates

553Trades

0.05Treynor Ratio

2.11Win Rate

Focused Fluorescent Orange Owl

14.43Net Profit

35.233PSR

0.727Sharpe Ratio

0.036Alpha

0.492Beta

13.229CAR

8.5Drawdown

-0.9Loss Rate

33Parameters

0Security Types

0.984Sortino Ratio

0Tradeable Dates

118Trades

0.204Treynor Ratio

2.18Win Rate

Smooth Fluorescent Pink Bee

80.769Net Profit

3.143PSR

0.411Sharpe Ratio

0.113Alpha

0.137Beta

11.363CAR

47.1Drawdown

-1.34Loss Rate

26Parameters

0Security Types

0.325Sortino Ratio

0Tradeable Dates

216Trades

0.927Treynor Ratio

2.26Win Rate

Logical Magenta Rabbit

134.327Net Profit

5.107PSR

0.524Sharpe Ratio

0.315Alpha

-0.166Beta

18.556CAR

69.8Drawdown

-0.37Loss Rate

17Parameters

0Security Types

0.219Sortino Ratio

0Tradeable Dates

3Trades

-1.761Treynor Ratio

0Win Rate


Community

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Log left a comment in the discussion Model Volatility Contraction/Cup and Handle patterns

Sure.

11 months ago

Log left a comment in the discussion Model Volatility Contraction/Cup and Handle patterns

yes sure, how shall I share it? It's been so long I coded it so maynot be remember all the details...

11 months ago

Log left a comment in the discussion Model Volatility Contraction/Cup and Handle patterns

Hi Wolfram Arnold yes I have created a rough version of it as an exercise, let me know if you need...

1 years ago

Log started the discussion Do we need to explicitly add Security to calculate automatic EMA values?

Hi, I am super new to Quantconnect Algorithms and was trying to update EMA bootcamp tutorial code...

2 years ago

Log started the discussion Indicators IsReady always false

HI, I am trying to create a momentum strategy based on EMA 200 and 50. I am trying to store symbol,...

2 years ago

Fat Yellow Bison

26.421Net Profit

1.449PSR

0.265Sharpe Ratio

-0.02Alpha

0.645Beta

3.926CAR

25.8Drawdown

-1.06Loss Rate

6Parameters

0Security Types

0.294Sortino Ratio

0Tradeable Dates

538Trades

0.057Treynor Ratio

2.14Win Rate

Creative Violet Hornet

22.489Net Profit

1.179PSR

0.237Sharpe Ratio

-0.027Alpha

0.679Beta

3.388CAR

27Drawdown

-1.06Loss Rate

6Parameters

0Security Types

0.25Sortino Ratio

0Tradeable Dates

553Trades

0.05Treynor Ratio

2.11Win Rate

Focused Fluorescent Orange Owl

14.43Net Profit

35.233PSR

0.727Sharpe Ratio

0.036Alpha

0.492Beta

13.229CAR

8.5Drawdown

-0.9Loss Rate

33Parameters

0Security Types

0.984Sortino Ratio

0Tradeable Dates

118Trades

0.204Treynor Ratio

2.18Win Rate

Smooth Fluorescent Pink Bee

80.769Net Profit

3.143PSR

0.411Sharpe Ratio

0.113Alpha

0.137Beta

11.363CAR

47.1Drawdown

-1.34Loss Rate

26Parameters

0Security Types

0.325Sortino Ratio

0Tradeable Dates

216Trades

0.927Treynor Ratio

2.26Win Rate

Logical Magenta Rabbit

134.327Net Profit

5.107PSR

0.524Sharpe Ratio

0.315Alpha

-0.166Beta

18.556CAR

69.8Drawdown

-0.37Loss Rate

17Parameters

0Security Types

0.219Sortino Ratio

0Tradeable Dates

3Trades

-1.761Treynor Ratio

0Win Rate

Upgraded Violet Beaver

134.36Net Profit

5.108PSR

0.524Sharpe Ratio

0.315Alpha

-0.166Beta

18.559CAR

69.8Drawdown

-0.37Loss Rate

17Parameters

0Security Types

0.219Sortino Ratio

0Tradeable Dates

3Trades

-1.761Treynor Ratio

0Win Rate

Log left a comment in the discussion Model Volatility Contraction/Cup and Handle patterns

Sure.

11 months ago

Log left a comment in the discussion Model Volatility Contraction/Cup and Handle patterns

yes sure, how shall I share it? It's been so long I coded it so maynot be remember all the details...

11 months ago

Log left a comment in the discussion Model Volatility Contraction/Cup and Handle patterns

Hi Wolfram Arnold yes I have created a rough version of it as an exercise, let me know if you need...

1 years ago

Log started the discussion Do we need to explicitly add Security to calculate automatic EMA values?

Hi, I am super new to Quantconnect Algorithms and was trying to update EMA bootcamp tutorial code...

2 years ago

Log started the discussion Indicators IsReady always false

HI, I am trying to create a momentum strategy based on EMA 200 and 50. I am trying to store symbol,...

2 years ago

Log started the discussion Incorrect Minimum indicator value

Hi, I am trying to store 52 week high/low values for the stocks in my algorithm with the help of...

2 years ago

Log started the discussion Minimum Indicator Value is not the one expected when using CoarseSelectionFunction

I am creating this discussion as a follow up to my previous discussion : 

2 years ago

Log started the discussion Model Volatility Contraction/Cup and Handle patterns

Hi Members, I am wondering if we can model a Volatility Contraction Pattern or Cup-n-Handle...

2 years ago

Log started the discussion Suggestions/Improvements in following Algorithm

Hi Members, I am new to Quantconnect and trying my best to convert ideas into Algorithm Framework....

2 years ago

Log started the discussion Unable to understand order timing logic

Hi, I am new to Quantconnect and am having really hard time understanding how daily resolution...

2 years ago

Log started the discussion How to pass another indicator value for RegisterIndicator Function

Hi members, I am trying to achieve below for my algorithm:

2 years ago

Log started the discussion How to get quarter Year on Year growth(YoY growtj) of fundamental data of equity

Hi Members, is there any way/function by which we can get same quarter YoY growth in fundamental...

2 years ago

Log started the discussion How do I remove only consecutive duplicates from my earnings/fundamental dataframe

Hi Members, I am new to Python and Quantconnect. I am trying to fetch quarterly EPS history of...

2 years ago

Log left a comment in the discussion Model Volatility Contraction/Cup and Handle patterns

HI Derek Melchin Thanks for the reference, however I am not from ML/Stats background hence it will...

2 years ago

Log left a comment in the discussion How to pass another indicator value for RegisterIndicator Function

Hi Fred, Thanks for the backtest. yes I do believe it maybe the case 2, as 200 moving average will...

2 years ago

Log left a comment in the discussion How do I remove only consecutive duplicates from my earnings/fundamental dataframe

Hi Nico Xenox Thank you so much, will check it!

2 years ago