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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
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. I found that leaving trace amounts of crypto during trades is also an issue with other...
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
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
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...
Lukas left a comment in the discussion Share: Crypto Universe Trend Following w/EMA Crossovers
.ekz. Thanks for the update
2 years ago