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31.842Net Profit
72.346PSR
1.667Sharpe Ratio
0.021Alpha
0.942Beta
31.842CAR
9.5Drawdown
-0.23Loss Rate
24Parameters
0Security Types
252Tradeable Dates
267Trades
0.235Treynor Ratio
0.31Win Rate
-18.275Net Profit
0.005PSR
-0.335Sharpe Ratio
-0.021Alpha
-0.003Beta
-3.321CAR
20.2Drawdown
-0.06Loss Rate
6Parameters
0Security Types
-0.655Sortino Ratio
0Tradeable Dates
28803Trades
7.366Treynor Ratio
0.06Win Rate
0Net Profit
0PSR
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
1Parameters
0Security Types
7.9228162514264E+28Sortino Ratio
0Tradeable Dates
0Trades
0Treynor Ratio
0Win Rate
0Net Profit
0PSR
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
1Parameters
1Security Types
7.9228162514264E+28Sortino Ratio
0Tradeable Dates
0Trades
0Treynor Ratio
0Win Rate
163.375Net Profit
13.535PSR
0.672Sharpe Ratio
0.072Alpha
0.596Beta
16.897CAR
35.7Drawdown
48Loss Rate
24Parameters
1Security Types
0.0985Sortino Ratio
1562Tradeable Dates
1724Trades
0.23Treynor Ratio
52Win Rate
Lucas left a comment in the discussion [Question] How do I request history data for every security in my universe?
Hi William
Lucas left a comment in the discussion Backtest upper limit changed from 3?
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Lucas started the discussion Pairs trading with framework and portfolio
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Lucas started the discussion Getting fundamental data with loop
Hi
31.842Net Profit
72.346PSR
1.667Sharpe Ratio
0.021Alpha
0.942Beta
31.842CAR
9.5Drawdown
-0.23Loss Rate
24Parameters
0Security Types
252Tradeable Dates
267Trades
0.235Treynor Ratio
0.31Win Rate
-18.275Net Profit
0.005PSR
-0.335Sharpe Ratio
-0.021Alpha
-0.003Beta
-3.321CAR
20.2Drawdown
-0.06Loss Rate
6Parameters
0Security Types
-0.655Sortino Ratio
0Tradeable Dates
28803Trades
7.366Treynor Ratio
0.06Win Rate
0Net Profit
0PSR
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
1Parameters
0Security Types
7.9228162514264E+28Sortino Ratio
0Tradeable Dates
0Trades
0Treynor Ratio
0Win Rate
0Net Profit
0PSR
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
1Parameters
1Security Types
7.9228162514264E+28Sortino Ratio
0Tradeable Dates
0Trades
0Treynor Ratio
0Win Rate
163.375Net Profit
13.535PSR
0.672Sharpe Ratio
0.072Alpha
0.596Beta
16.897CAR
35.7Drawdown
48Loss Rate
24Parameters
1Security Types
0.0985Sortino Ratio
1562Tradeable Dates
1724Trades
0.23Treynor Ratio
52Win Rate
7.461Net Profit
55.692PSR
1.541Sharpe Ratio
0.404Alpha
0.595Beta
51.725CAR
8.8Drawdown
-0.33Loss Rate
53Parameters
0Security Types
0.531Sortino Ratio
0Tradeable Dates
121Trades
0.64Treynor Ratio
0.59Win Rate
564.823Net Profit
20.321PSR
0.845Sharpe Ratio
0.082Alpha
0.546Beta
18.829CAR
23Drawdown
-0.3Loss Rate
0Parameters
1Security Types
1.093Sortino Ratio
2762Tradeable Dates
2572Trades
0.261Treynor Ratio
0.48Win Rate
507.939Net Profit
9.643PSR
0.718Sharpe Ratio
0.08Alpha
0.562Beta
17.904CAR
32.4Drawdown
-0.36Loss Rate
17Parameters
1Security Types
0.885Sortino Ratio
2756Tradeable Dates
3090Trades
0.254Treynor Ratio
0.49Win Rate
46.445Net Profit
74.105PSR
1.744Sharpe Ratio
0.317Alpha
0.239Beta
46.293CAR
16Drawdown
-0.97Loss Rate
13Parameters
0Security Types
2.195Sortino Ratio
0Tradeable Dates
116Trades
1.353Treynor Ratio
1.37Win Rate
-11.664Net Profit
0.097PSR
-0.145Sharpe Ratio
-0.006Alpha
-0.063Beta
-2.446CAR
22.4Drawdown
-0.11Loss Rate
13Parameters
0Security Types
-0.252Sortino Ratio
0Tradeable Dates
1863Trades
0.208Treynor Ratio
0.16Win Rate
10.557Net Profit
29.836PSR
0.541Sharpe Ratio
0.101Alpha
0.071Beta
10.497CAR
12.8Drawdown
-0.19Loss Rate
13Parameters
0Security Types
0.506Sortino Ratio
0Tradeable Dates
300Trades
1.521Treynor Ratio
0.39Win Rate
Lucas left a comment in the discussion GPU Backtesting & Research Compute in Beta
Hi JaredThank you for the feature! Think that a lot of people will benefit from his new feature. I...
Lucas left a comment in the discussion [Question] How do I request history data for every security in my universe?
Hi William
Lucas left a comment in the discussion Backtest upper limit changed from 3?
Hi Craig
Lucas started the discussion Pairs trading with framework and portfolio
Hey QC forum
Lucas started the discussion Getting fundamental data with loop
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Lucas started the discussion Feature request for vscode
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Lucas started the discussion How to view dataframe in new IDE
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Lucas started the discussion Getting returns merged with fundamental dataframe
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Lucas started the discussion Algorithmic framework and PCM
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Lucas left a comment in the discussion Trailing Stops - Specifying a security within kvp list
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Lucas left a comment in the discussion Beginner query - getting price at start of day
Hi TobyQCan you share your script?I think the reason that you are getting the data with a day...
Lucas left a comment in the discussion How to allow partial shares trading?
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Lucas started the discussion SWPCM model
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Lucas started the discussion Risk model and alpha
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Lucas started the discussion Removing symbols in alpha
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Lucas started the discussion Alphamodel, Update method
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Lucas started the discussion Momentum with framework, and risk module
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Lucas left a comment in the discussion GPU Backtesting & Research Compute in Beta
Hi JaredThank you for the feature! Think that a lot of people will benefit from his new feature. I...
1 years ago