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12410.15Net Profit
32.039PSR
1.024Sharpe Ratio
0.242Alpha
-0.071Beta
25.608CAR
60.8Drawdown
-0.32Loss Rate
5Parameters
1Security Types
1.557Sortino Ratio
5323Tradeable Dates
2426Trades
-3.363Treynor Ratio
0.71Win Rate
436.208Net Profit
1.797PSR
0.618Sharpe Ratio
0.077Alpha
-0.023Beta
8.255CAR
41.5Drawdown
-0.39Loss Rate
8Parameters
1Security Types
0.841Sortino Ratio
5322Tradeable Dates
764Trades
-3.317Treynor Ratio
0.73Win Rate
Miae started the discussion [Windows][Lean] Using visual studio from Windows 10 Home
Hello
Miae left a comment in the discussion Net Current Asset Value Effect Algorithm
Hello, I am studying NCAV too.
Miae left a comment in the discussion [Windows][Lean] Using visual studio from Windows 10 Home
Thank you for your answer, lean-CLI seems not a well-known repository, Shall we add instructions...
12410.15Net Profit
32.039PSR
1.024Sharpe Ratio
0.242Alpha
-0.071Beta
25.608CAR
60.8Drawdown
-0.32Loss Rate
5Parameters
1Security Types
1.557Sortino Ratio
5323Tradeable Dates
2426Trades
-3.363Treynor Ratio
0.71Win Rate
436.208Net Profit
1.797PSR
0.618Sharpe Ratio
0.077Alpha
-0.023Beta
8.255CAR
41.5Drawdown
-0.39Loss Rate
8Parameters
1Security Types
0.841Sortino Ratio
5322Tradeable Dates
764Trades
-3.317Treynor Ratio
0.73Win Rate
Miae started the discussion [Windows][Lean] Using visual studio from Windows 10 Home
Hello
Miae left a comment in the discussion Net Current Asset Value Effect Algorithm
Thanks for sharing, I modified your OnData and fineSelection. and showed better
Miae left a comment in the discussion Net Current Asset Value Effect Algorithm
Hello, I am studying NCAV too.
Miae left a comment in the discussion [Windows][Lean] Using visual studio from Windows 10 Home
Thank you for your answer, lean-CLI seems not a well-known repository, Shall we add instructions...
Miae left a comment in the discussion Net Current Asset Value Effect Algorithm
Thanks for sharing, I modified your OnData and fineSelection. and showed better
3 years ago