We are pioneering the radical future for open-source quant finance. QuantConnect is the world's largest quant community, empowering 220,000 quants with a framework, data, and infrastructure for their investments.
26980.289Net Profit
25.338PSR
1.141Sharpe Ratio
0.804Alpha
0.69Beta
67.302CAR
86.7Drawdown
56Loss Rate
0Parameters
1Security Types
1.478Sortino Ratio
3972Tradeable Dates
1380Trades
1.245Treynor Ratio
44Win Rate
10237.274Net Profit
55.16PSR
1.683Sharpe Ratio
1.401Alpha
0.912Beta
120.035CAR
74.3Drawdown
54Loss Rate
0Parameters
1Security Types
2.365Sortino Ratio
2146Tradeable Dates
1099Trades
1.641Treynor Ratio
46Win Rate
1576.248Net Profit
65.705PSR
1.316Sharpe Ratio
0.309Alpha
1.309Beta
61.779CAR
53.8Drawdown
36Loss Rate
0Parameters
1Security Types
1.667Sortino Ratio
1475Tradeable Dates
570Trades
0.346Treynor Ratio
64Win Rate
124262.205Net Profit
15.951PSR
0.881Sharpe Ratio
0.225Alpha
0.362Beta
33.236CAR
64.7Drawdown
44Loss Rate
0Parameters
1Security Types
1.229Sortino Ratio
6243Tradeable Dates
2370Trades
0.663Treynor Ratio
56Win Rate
3.098Net Profit
0.954PSR
-0.384Sharpe Ratio
-0.023Alpha
0.035Beta
0.636CAR
8.7Drawdown
49Loss Rate
0Parameters
1Security Types
-0.44Sortino Ratio
1241Tradeable Dates
2350Trades
-0.573Treynor Ratio
51Win Rate
26980.289Net Profit
25.338PSR
1.141Sharpe Ratio
0.804Alpha
0.69Beta
67.302CAR
86.7Drawdown
56Loss Rate
0Parameters
1Security Types
1.478Sortino Ratio
3972Tradeable Dates
1380Trades
1.245Treynor Ratio
44Win Rate
10237.274Net Profit
55.16PSR
1.683Sharpe Ratio
1.401Alpha
0.912Beta
120.035CAR
74.3Drawdown
54Loss Rate
0Parameters
1Security Types
2.365Sortino Ratio
2146Tradeable Dates
1099Trades
1.641Treynor Ratio
46Win Rate
1576.248Net Profit
65.705PSR
1.316Sharpe Ratio
0.309Alpha
1.309Beta
61.779CAR
53.8Drawdown
36Loss Rate
0Parameters
1Security Types
1.667Sortino Ratio
1475Tradeable Dates
570Trades
0.346Treynor Ratio
64Win Rate
124262.205Net Profit
15.951PSR
0.881Sharpe Ratio
0.225Alpha
0.362Beta
33.236CAR
64.7Drawdown
44Loss Rate
0Parameters
1Security Types
1.229Sortino Ratio
6243Tradeable Dates
2370Trades
0.663Treynor Ratio
56Win Rate
3.098Net Profit
0.954PSR
-0.384Sharpe Ratio
-0.023Alpha
0.035Beta
0.636CAR
8.7Drawdown
49Loss Rate
0Parameters
1Security Types
-0.44Sortino Ratio
1241Tradeable Dates
2350Trades
-0.573Treynor Ratio
51Win Rate
293.492Net Profit
56.331PSR
1.046Sharpe Ratio
0.236Alpha
-0.206Beta
32.949CAR
12.8Drawdown
49Loss Rate
0Parameters
1Security Types
1.621Sortino Ratio
1241Tradeable Dates
2757Trades
-1.049Treynor Ratio
51Win Rate
252.506Net Profit
85.217PSR
1.27Sharpe Ratio
0.167Alpha
0.233Beta
30.336CAR
14.5Drawdown
-0.39Loss Rate
0Parameters
0Security Types
1227Tradeable Dates
1390Trades
0.808Treynor Ratio
0.71Win Rate
136.48Net Profit
29.87PSR
0.743Sharpe Ratio
0.132Alpha
-0.128Beta
19.631CAR
17.6Drawdown
52Loss Rate
0Parameters
1Security Types
1.359Sortino Ratio
1240Tradeable Dates
2689Trades
-0.938Treynor Ratio
48Win Rate
535.643Net Profit
21.079PSR
0.728Sharpe Ratio
0.042Alpha
0.974Beta
18.67CAR
33.9Drawdown
24Loss Rate
0Parameters
1Security Types
0.77Sortino Ratio
2718Tradeable Dates
1409Trades
0.124Treynor Ratio
76Win Rate
114.42Net Profit
2.5PSR
0.331Sharpe Ratio
-0.003Alpha
0.487Beta
7.315CAR
38Drawdown
22Loss Rate
0Parameters
1Security Types
0.347Sortino Ratio
2718Tradeable Dates
1203Trades
0.074Treynor Ratio
78Win Rate
535.643Net Profit
21.079PSR
0.728Sharpe Ratio
0.042Alpha
0.974Beta
18.67CAR
33.9Drawdown
24Loss Rate
0Parameters
1Security Types
0.77Sortino Ratio
2718Tradeable Dates
1409Trades
0.124Treynor Ratio
76Win Rate
316.582Net Profit
8.054PSR
0.554Sharpe Ratio
0.015Alpha
0.926Beta
14.119CAR
30.7Drawdown
28Loss Rate
0Parameters
1Security Types
0.577Sortino Ratio
2718Tradeable Dates
463Trades
0.097Treynor Ratio
72Win Rate
719.389Net Profit
95.993PSR
1.218Sharpe Ratio
0.08Alpha
0.104Beta
15.263CAR
10.5Drawdown
47Loss Rate
0Parameters
1Security Types
1.355Sortino Ratio
3724Tradeable Dates
22530Trades
0.862Treynor Ratio
53Win Rate
69.487Net Profit
0.885PSR
0.18Sharpe Ratio
-0.01Alpha
0.223Beta
3.627CAR
18.1Drawdown
32Loss Rate
0Parameters
1Security Types
0.171Sortino Ratio
5405Tradeable Dates
509Trades
0.044Treynor Ratio
68Win Rate
956.775Net Profit
0.85PSR
0.489Sharpe Ratio
0.184Alpha
-0.28Beta
17.26CAR
65.3Drawdown
47Loss Rate
0Parameters
3Security Types
0.364Sortino Ratio
5405Tradeable Dates
511Trades
-0.568Treynor Ratio
53Win Rate
7498.294Net Profit
46.684PSR
1.135Sharpe Ratio
0.411Alpha
0.403Beta
55.527CAR
57.6Drawdown
49Loss Rate
0Parameters
1Security Types
1.011Sortino Ratio
3579Tradeable Dates
1173Trades
1.102Treynor Ratio
51Win Rate
217.487Net Profit
34.782PSR
0.853Sharpe Ratio
-0.023Alpha
0.269Beta
22.02CAR
41.4Drawdown
31Loss Rate
0Parameters
2Security Types
1.017Sortino Ratio
2118Tradeable Dates
201Trades
0.917Treynor Ratio
69Win Rate
3298.698Net Profit
14.597PSR
0.802Sharpe Ratio
0.115Alpha
0.921Beta
26.885CAR
56.4Drawdown
37Loss Rate
0Parameters
1Security Types
1.083Sortino Ratio
3724Tradeable Dates
981Trades
0.214Treynor Ratio
63Win Rate
722.123Net Profit
5.345PSR
0.598Sharpe Ratio
0.062Alpha
0.329Beta
13.352CAR
25.5Drawdown
64Loss Rate
0Parameters
1Security Types
0.647Sortino Ratio
4229Tradeable Dates
5879Trades
0.258Treynor Ratio
36Win Rate
1104.087Net Profit
77.684PSR
1.202Sharpe Ratio
0.182Alpha
0.026Beta
28.888CAR
30.5Drawdown
44Loss Rate
0Parameters
1Security Types
0.985Sortino Ratio
3579Tradeable Dates
3454Trades
7.182Treynor Ratio
56Win Rate
82.12Net Profit
0.04PSR
0.158Sharpe Ratio
0.01Alpha
0.11Beta
4.131CAR
28.6Drawdown
50Loss Rate
0Parameters
1Security Types
0.19Sortino Ratio
3724Tradeable Dates
51470Trades
0.179Treynor Ratio
50Win Rate
172.267Net Profit
1.443PSR
0.368Sharpe Ratio
-0.012Alpha
0.545Beta
6.998CAR
24Drawdown
45Loss Rate
0Parameters
1Security Types
0.394Sortino Ratio
3724Tradeable Dates
4881Trades
0.067Treynor Ratio
55Win Rate
81.633Net Profit
24.899PSR
0.53Sharpe Ratio
0.021Alpha
0.293Beta
10.835CAR
18.7Drawdown
66Loss Rate
0Parameters
1Security Types
0.541Sortino Ratio
2118Tradeable Dates
184Trades
0.18Treynor Ratio
34Win Rate
350.49Net Profit
0.054PSR
0.251Sharpe Ratio
0.005Alpha
0.504Beta
6.254CAR
47.8Drawdown
12Loss Rate
0Parameters
1Security Types
0.236Sortino Ratio
6238Tradeable Dates
663Trades
0.053Treynor Ratio
88Win Rate
781.01Net Profit
0.326PSR
0.387Sharpe Ratio
0.025Alpha
0.542Beta
9.165CAR
50.1Drawdown
11Loss Rate
0Parameters
1Security Types
0.368Sortino Ratio
6238Tradeable Dates
632Trades
0.09Treynor Ratio
89Win Rate
248.396Net Profit
10.319PSR
0.553Sharpe Ratio
0Alpha
0.998Beta
13.28CAR
33.6Drawdown
0Loss Rate
0Parameters
0Security Types
2517Tradeable Dates
1Trades
0.081Treynor Ratio
0Win Rate
248.396Net Profit
10.319PSR
0.553Sharpe Ratio
0Alpha
0.998Beta
13.28CAR
33.6Drawdown
0Loss Rate
0Parameters
0Security Types
2517Tradeable Dates
1Trades
0.081Treynor Ratio
0Win Rate
248.396Net Profit
10.319PSR
0.553Sharpe Ratio
0Alpha
0.998Beta
13.28CAR
33.6Drawdown
0Loss Rate
0Parameters
0Security Types
2517Tradeable Dates
1Trades
0.081Treynor Ratio
0Win Rate
22571.688Net Profit
22.115PSR
0.961Sharpe Ratio
0.174Alpha
2.735Beta
47.286CAR
69.1Drawdown
0Loss Rate
0Parameters
0Security Types
3523Tradeable Dates
23Trades
0.156Treynor Ratio
80.42Win Rate
4560.525Net Profit
5.084PSR
0.709Sharpe Ratio
0.185Alpha
1.785Beta
31.556CAR
76.6Drawdown
-22.74Loss Rate
0Parameters
0Security Types
3523Tradeable Dates
25Trades
0.196Treynor Ratio
104.14Win Rate