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Public Backtests (2)

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Sleepy Fluorescent Pink Mosquito

28.324Net Profit

29.582PSR

0.674Sharpe Ratio

0.181Alpha

0.474Beta

25.785CAR

38.6Drawdown

-2.56Loss Rate

0Parameters

0Security Types

0.594Sortino Ratio

396Tradeable Dates

133Trades

0.837Treynor Ratio

3.81Win Rate

Geeky Red kitten

3322.672Net Profit

99.028PSR

4.837Sharpe Ratio

2.245Alpha

0.372Beta

429.377CAR

37.5Drawdown

35Loss Rate

0Parameters

1Security Types

0.3688Sortino Ratio

774Tradeable Dates

201Trades

7.234Treynor Ratio

65Win Rate


Community

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Lukas left a comment in the discussion Share: Crypto Universe Trend Following w/EMA Crossovers

.ekz. Thanks for the update

2 years ago

Lukas left a comment in the discussion Share: Crypto Universe Trend Following w/EMA Crossovers

.ekz.  I found that leaving trace amounts of crypto during trades is also an issue with other...

2 years ago

Sleepy Fluorescent Pink Mosquito

28.324Net Profit

29.582PSR

0.674Sharpe Ratio

0.181Alpha

0.474Beta

25.785CAR

38.6Drawdown

-2.56Loss Rate

0Parameters

0Security Types

0.594Sortino Ratio

396Tradeable Dates

133Trades

0.837Treynor Ratio

3.81Win Rate

Geeky Red kitten

3322.672Net Profit

99.028PSR

4.837Sharpe Ratio

2.245Alpha

0.372Beta

429.377CAR

37.5Drawdown

35Loss Rate

0Parameters

1Security Types

0.3688Sortino Ratio

774Tradeable Dates

201Trades

7.234Treynor Ratio

65Win Rate

Lukas left a comment in the discussion Share: Crypto Universe Trend Following w/EMA Crossovers

.ekz. Thanks for the update

2 years ago

Lukas left a comment in the discussion Share: Crypto Universe Trend Following w/EMA Crossovers

.ekz.  I found that leaving trace amounts of crypto during trades is also an issue with other...

2 years ago