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while (!success) { try(method++); if(dead) break; }

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Public Backtests (21)

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Square Orange Dinosaur

-0.718Net Profit

0.008PSR

-10.591Sharpe Ratio

-0.294Alpha

0.063Beta

-32.602CAR

0.8Drawdown

100Loss Rate

0Parameters

2Security Types

-10.429Sortino Ratio

5Tradeable Dates

8Trades

-4.99Treynor Ratio

0Win Rate

Muscular Fluorescent Yellow Wolf

-0.718Net Profit

0.008PSR

-10.591Sharpe Ratio

-0.294Alpha

0.063Beta

-32.602CAR

0.8Drawdown

100Loss Rate

0Parameters

2Security Types

-10.429Sortino Ratio

5Tradeable Dates

8Trades

-4.99Treynor Ratio

0Win Rate

Muscular Magenta Pigeon

0Net Profit

0PSR

0Sharpe Ratio

0Alpha

0Beta

0CAR

0Drawdown

0Loss Rate

0Parameters

3Security Types

0Sortino Ratio

1Tradeable Dates

0Trades

0Treynor Ratio

0Win Rate

Adaptable Apricot Jackal

0Parameters

1Security Types

0Tradeable Dates

Upgraded Asparagus Wolf

0Net Profit

0PSR

0Sharpe Ratio

0Alpha

0Beta

0CAR

0Drawdown

0Loss Rate

0Parameters

0Security Types

0Tradeable Dates

0Trades

0Treynor Ratio

0Win Rate


Community

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Martin left a comment in the discussion Lean cli research and Interactive Brokers Error

Hey Best !

1 months ago

Martin left a comment in the discussion All backtests before 2023 keep crashing with a STACK OVERFLOW!

Hey Dee Znut!

2 months ago

Martin left a comment in the discussion Precise Market Open and Close Times for Daily Data

Hi everyone,

3 months ago

Martin left a comment in the discussion Tiingo news feed not working for live trading

Hey!Starting from version ‘16470’ this issue has been fixed.

5 months ago

Martin left a comment in the discussion Tiingo news feed not working for live trading

Hey Danielle!

5 months ago

Square Orange Dinosaur

-0.718Net Profit

0.008PSR

-10.591Sharpe Ratio

-0.294Alpha

0.063Beta

-32.602CAR

0.8Drawdown

100Loss Rate

0Parameters

2Security Types

-10.429Sortino Ratio

5Tradeable Dates

8Trades

-4.99Treynor Ratio

0Win Rate

Muscular Fluorescent Yellow Wolf

-0.718Net Profit

0.008PSR

-10.591Sharpe Ratio

-0.294Alpha

0.063Beta

-32.602CAR

0.8Drawdown

100Loss Rate

0Parameters

2Security Types

-10.429Sortino Ratio

5Tradeable Dates

8Trades

-4.99Treynor Ratio

0Win Rate

Muscular Magenta Pigeon

0Net Profit

0PSR

0Sharpe Ratio

0Alpha

0Beta

0CAR

0Drawdown

0Loss Rate

0Parameters

3Security Types

0Sortino Ratio

1Tradeable Dates

0Trades

0Treynor Ratio

0Win Rate

Adaptable Apricot Jackal

0Parameters

1Security Types

0Tradeable Dates

Upgraded Asparagus Wolf

0Net Profit

0PSR

0Sharpe Ratio

0Alpha

0Beta

0CAR

0Drawdown

0Loss Rate

0Parameters

0Security Types

0Tradeable Dates

0Trades

0Treynor Ratio

0Win Rate

Pensive Asparagus Shark

0Net Profit

0PSR

0Sharpe Ratio

0Alpha

0Beta

0CAR

0Drawdown

0Loss Rate

1Parameters

0Security Types

0Tradeable Dates

0Trades

0Treynor Ratio

0Win Rate

Pensive Blue Dragonfly

0Net Profit

0PSR

0Sharpe Ratio

0Alpha

0Beta

0CAR

0Drawdown

0Loss Rate

1Parameters

0Security Types

376Tradeable Dates

0Trades

0Treynor Ratio

0Win Rate

Virtual Green Parrot

0Net Profit

0PSR

0Sharpe Ratio

0Alpha

0Beta

0CAR

0Drawdown

0Loss Rate

0Parameters

0Security Types

0Tradeable Dates

0Trades

0Treynor Ratio

0Win Rate

Geeky Fluorescent Yellow Chimpanzee

44.374Net Profit

3.551PSR

0.379Sharpe Ratio

-0.003Alpha

0.557Beta

6.175CAR

43.3Drawdown

-0.02Loss Rate

3Parameters

1Security Types

0.326Sortino Ratio

2237Tradeable Dates

5891Trades

0.094Treynor Ratio

0.03Win Rate

Upgraded Red Giraffe

0Net Profit

0PSR

0Sharpe Ratio

0Alpha

0Beta

0CAR

0Drawdown

0Loss Rate

7Parameters

0Security Types

0Sortino Ratio

1Tradeable Dates

0Trades

0Treynor Ratio

0Win Rate

Logical Fluorescent Yellow Guanaco

0Net Profit

0PSR

0Sharpe Ratio

0Alpha

0Beta

0CAR

0Drawdown

0Loss Rate

0Parameters

0Security Types

7.9228162514264E+28Sortino Ratio

3Tradeable Dates

0Trades

0Treynor Ratio

0Win Rate

Adaptable Fluorescent Yellow Duck

0Net Profit

0PSR

0Sharpe Ratio

0Alpha

0Beta

0CAR

0Drawdown

0Loss Rate

0Parameters

0Security Types

7.9228162514264E+28Sortino Ratio

1Tradeable Dates

0Trades

0Treynor Ratio

0Win Rate

Creative Fluorescent Pink Donkey

0Net Profit

0PSR

0Sharpe Ratio

0Alpha

0Beta

0CAR

0Drawdown

0Loss Rate

1Parameters

0Security Types

0Sortino Ratio

1Tradeable Dates

1Trades

0Treynor Ratio

0Win Rate

Focused Blue Ant

0Net Profit

0PSR

0Sharpe Ratio

0Alpha

0Beta

0CAR

0Drawdown

0Loss Rate

3Parameters

1Security Types

0Sortino Ratio

344Tradeable Dates

0Trades

0Treynor Ratio

0Win Rate

Jumping Tan Lemur

0Net Profit

0PSR

0Sharpe Ratio

0Alpha

0Beta

0CAR

0Drawdown

0Loss Rate

4Parameters

0Security Types

7.9228162514264E+28Sortino Ratio

757Tradeable Dates

0Trades

0Treynor Ratio

0Win Rate

Muscular Orange Badger

0Net Profit

0PSR

0Sharpe Ratio

0Alpha

0Beta

0CAR

0Drawdown

0Loss Rate

0Parameters

1Security Types

0Sortino Ratio

129Tradeable Dates

0Trades

0Treynor Ratio

0Win Rate

Jumping Asparagus Chimpanzee

102.489Net Profit

44.974PSR

1.035Sharpe Ratio

0Alpha

0Beta

23CAR

25.6Drawdown

-0.12Loss Rate

22Parameters

1Security Types

1.282Sortino Ratio

858Tradeable Dates

4565Trades

0Treynor Ratio

0.11Win Rate

Logical Apricot Cow

-3.339Net Profit

2.047PSR

-4.982Sharpe Ratio

-0.219Alpha

-0.368Beta

-31.346CAR

4.1Drawdown

-0.02Loss Rate

39Parameters

0Security Types

-7.957Sortino Ratio

0Tradeable Dates

319Trades

0.745Treynor Ratio

0.02Win Rate

Measured Apricot Dolphin

0Net Profit

0PSR

0Sharpe Ratio

0Alpha

0Beta

0CAR

0Drawdown

0Loss Rate

0Parameters

0Security Types

7.9228162514264E+28Sortino Ratio

0Tradeable Dates

0Trades

0Treynor Ratio

0Win Rate

Calm Asparagus Viper

0Parameters

0Security Types

0Tradeable Dates

Crawling Red-Orange Koala

0Net Profit

0Sharpe Ratio

0Alpha

0Beta

0CAR

0Drawdown

0Loss Rate

3Parameters

1Security Types

0Sortino Ratio

127Tradeable Dates

0Trades

0Treynor Ratio

0Win Rate

Martin left a comment in the discussion Lean cli research and Interactive Brokers Error

Hey Best !

1 months ago

Martin left a comment in the discussion All backtests before 2023 keep crashing with a STACK OVERFLOW!

Hey Dee Znut!

2 months ago

Martin left a comment in the discussion Precise Market Open and Close Times for Daily Data

Hi everyone,

3 months ago

Martin left a comment in the discussion Tiingo news feed not working for live trading

Hey!Starting from version ‘16470’ this issue has been fixed.

5 months ago

Martin left a comment in the discussion Tiingo news feed not working for live trading

Hey Danielle!

5 months ago

Martin left a comment in the discussion Lean-CLI Interactive Live Mode Fatal Error

Hey Desi Monk We've released a fix related for IB live trading using the lean cli. Please update...

6 months ago

Martin started the discussion Future & Option Minimum Time In Universe

Hi all,

2 years ago