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Public Backtests (33)

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Pensive Yellow Green Cow

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

Blow Your Socks Off

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

Hipster Brown Hamster

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

Smooth Fluorescent Pink Pony

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

Crying Orange Goat

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


Community

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Pensive Yellow Green Cow

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

Blow Your Socks Off

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

Hipster Brown Hamster

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

Smooth Fluorescent Pink Pony

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

Crying Orange Goat

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

Hipster Sky Blue Crocodile

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

Pensive Apricot Antelope

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

Energetic Asparagus Mosquito

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

Single stock V1

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

Formal Fluorescent Orange Rabbit

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

Crying Tan Bee

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

Retrospective Apricot Buffalo

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

Geeky Fluorescent Pink Koala

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

Adaptable Fluorescent Pink Rat

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

Fat Light Brown Salamander

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

Well Dressed Red Dolphin

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

Logical Apricot Manatee

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

Geeky Green Badger

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

Adaptable Red Panda

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

Emotional Blue Pony

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

Emotional Sky Blue Gaur

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

Ugly Fluorescent Orange Frog

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

Geeky Green Galago

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

Upgraded Violet Llama

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

Well Dressed Violet Eagle

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

Retrospective Orange kitten

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

Measured Light Brown Alligator

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

Focused Green Armadillo

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

Dancing Violet Llama

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

Crawling Sky Blue Mule

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