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Public Backtests (4)
View More-7.116Net Profit
-0.869Sharpe Ratio
-0.081Alpha
2.402Beta
-3.424CAR
7.1Drawdown
65Loss Rate
1Security Types
0.022509964723948Sortino Ratio
484Tradeable Dates
74Trades
-0.014Treynor Ratio
35Win Rate
41.489Net Profit
2.548Sharpe Ratio
0.263Alpha
1.575Beta
33.789CAR
7.8Drawdown
38Loss Rate
1Security Types
3.366565751778Sortino Ratio
0Tradeable Dates
26Trades
0.187Treynor Ratio
62Win Rate
-1.603Net Profit
-1.094Sharpe Ratio
0.093Alpha
-6.515Beta
-3.614CAR
3.2Drawdown
49Loss Rate
1Security Types
0.08406845437468Sortino Ratio
0Tradeable Dates
275Trades
0.006Treynor Ratio
51Win Rate
11.683Net Profit
1.976Sharpe Ratio
0.003Alpha
5.966Beta
12.807CAR
3Drawdown
0Loss Rate
1Security Types
0Sortino Ratio
232Tradeable Dates
5Trades
0.02Treynor Ratio
100Win Rate
Community
View MoreManik started the discussion Understanding Runtime Statistic Net Profit
When I backtest this algorithm, i'm getting returns of 38.62% but it says my net profit is...
Manik started the discussion Need some help porting from quantopian to quantconnect
Hi,
Manik started the discussion Dual Listed Arbitrage; seeking help
Hi,
Manik left a comment in the discussion Understanding Runtime Statistic Net Profit
thanks for the clarification
-7.116Net Profit
-0.869Sharpe Ratio
-0.081Alpha
2.402Beta
-3.424CAR
7.1Drawdown
65Loss Rate
1Security Types
0.022509964723948Sortino Ratio
484Tradeable Dates
74Trades
-0.014Treynor Ratio
35Win Rate
41.489Net Profit
2.548Sharpe Ratio
0.263Alpha
1.575Beta
33.789CAR
7.8Drawdown
38Loss Rate
1Security Types
3.366565751778Sortino Ratio
0Tradeable Dates
26Trades
0.187Treynor Ratio
62Win Rate
-1.603Net Profit
-1.094Sharpe Ratio
0.093Alpha
-6.515Beta
-3.614CAR
3.2Drawdown
49Loss Rate
1Security Types
0.08406845437468Sortino Ratio
0Tradeable Dates
275Trades
0.006Treynor Ratio
51Win Rate
11.683Net Profit
1.976Sharpe Ratio
0.003Alpha
5.966Beta
12.807CAR
3Drawdown
0Loss Rate
1Security Types
0Sortino Ratio
232Tradeable Dates
5Trades
0.02Treynor Ratio
100Win Rate
Manik started the discussion Understanding Runtime Statistic Net Profit
When I backtest this algorithm, i'm getting returns of 38.62% but it says my net profit is...
Manik started the discussion Need some help porting from quantopian to quantconnect
Hi,
Manik started the discussion Dual Listed Arbitrage; seeking help
Hi,
Manik left a comment in the discussion Dual Listed Arbitrage; seeking help
I've been looking on the forums and here is the solution that makes most sense to me, however...
Manik left a comment in the discussion Understanding Runtime Statistic Net Profit
thanks for the clarification
Manik started the discussion Example of a security list
Hi,
Manik started the discussion Logging and Debugging
I don't understand why i can't return the results of self.etfData to the console or logs.
Manik started the discussion Expanding on an EMA cross
Hi,
Manik left a comment in the discussion Expanding on an EMA cross
That's super helpful.
Manik left a comment in the discussion Logging and Debugging
thanks for the help, now how do i put this question as resolved?
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Manik left a comment in the discussion Dual Listed Arbitrage; seeking help
I've been looking on the forums and here is the solution that makes most sense to me, however...
6 years ago