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Public Backtests (6)

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Sleepy Magenta Caterpillar

0Net Profit

0PSR

0Sharpe Ratio

0Alpha

0Beta

0CAR

0Drawdown

0Loss Rate

1Parameters

1Security Types

7.9228162514264E+28Sortino Ratio

669Tradeable Dates

0Trades

0Treynor Ratio

0Win Rate

Well Dressed Light Brown Jackal

-96.292Net Profit

4.632PSR

-0.305Sharpe Ratio

-0.84Alpha

1.466Beta

-96.258CAR

99Drawdown

-0.7Loss Rate

10Parameters

0Security Types

-0.358Sortino Ratio

314Tradeable Dates

5520Trades

-0.36Treynor Ratio

0.4Win Rate

Adaptable Tan Jaguar

-71.229Net Profit

3.771PSR

-0.719Sharpe Ratio

-1.126Alpha

2.15Beta

-97.541CAR

78.4Drawdown

-0.73Loss Rate

10Parameters

0Security Types

-1.271Sortino Ratio

106Tradeable Dates

968Trades

-0.395Treynor Ratio

0.65Win Rate

Hyper-Active Green Armadillo

0Net Profit

0PSR

0Sharpe Ratio

0Alpha

0Beta

0CAR

0Drawdown

0Loss Rate

3Parameters

1Security Types

0Sortino Ratio

1724Tradeable Dates

0Trades

0Treynor Ratio

0Win Rate

Jumping Light Brown Coyote

0Net Profit

0PSR

0Sharpe Ratio

0Alpha

0Beta

0CAR

0Drawdown

0Loss Rate

4Parameters

1Security Types

0Sortino Ratio

965Tradeable Dates

0Trades

0Treynor Ratio

0Win Rate


Community

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Mike started the discussion How to call portfolio for MA crossover strategy?

Friends,

3 years ago

Mike started the discussion Closing order large than open position

Hi all,

3 years ago

Mike started the discussion Continuous Futures Moving Average

Hi all,

3 years ago

Mike started the discussion Multi Symbol Futures MA

Hi all,

3 years ago

Mike left a comment in the discussion Continuous Futures Moving Average

Hi Fred, 

3 years ago

Sleepy Magenta Caterpillar

0Net Profit

0PSR

0Sharpe Ratio

0Alpha

0Beta

0CAR

0Drawdown

0Loss Rate

1Parameters

1Security Types

7.9228162514264E+28Sortino Ratio

669Tradeable Dates

0Trades

0Treynor Ratio

0Win Rate

Well Dressed Light Brown Jackal

-96.292Net Profit

4.632PSR

-0.305Sharpe Ratio

-0.84Alpha

1.466Beta

-96.258CAR

99Drawdown

-0.7Loss Rate

10Parameters

0Security Types

-0.358Sortino Ratio

314Tradeable Dates

5520Trades

-0.36Treynor Ratio

0.4Win Rate

Adaptable Tan Jaguar

-71.229Net Profit

3.771PSR

-0.719Sharpe Ratio

-1.126Alpha

2.15Beta

-97.541CAR

78.4Drawdown

-0.73Loss Rate

10Parameters

0Security Types

-1.271Sortino Ratio

106Tradeable Dates

968Trades

-0.395Treynor Ratio

0.65Win Rate

Hyper-Active Green Armadillo

0Net Profit

0PSR

0Sharpe Ratio

0Alpha

0Beta

0CAR

0Drawdown

0Loss Rate

3Parameters

1Security Types

0Sortino Ratio

1724Tradeable Dates

0Trades

0Treynor Ratio

0Win Rate

Jumping Light Brown Coyote

0Net Profit

0PSR

0Sharpe Ratio

0Alpha

0Beta

0CAR

0Drawdown

0Loss Rate

4Parameters

1Security Types

0Sortino Ratio

965Tradeable Dates

0Trades

0Treynor Ratio

0Win Rate

Fat Tan Bat

0Net Profit

0PSR

0Sharpe Ratio

0Alpha

0Beta

0CAR

0Drawdown

0Loss Rate

4Parameters

1Security Types

0Sortino Ratio

965Tradeable Dates

0Trades

0Treynor Ratio

0Win Rate

Mike started the discussion How to call portfolio for MA crossover strategy?

Friends,

3 years ago

Mike started the discussion Closing order large than open position

Hi all,

3 years ago

Mike started the discussion Continuous Futures Moving Average

Hi all,

3 years ago

Mike started the discussion Multi Symbol Futures MA

Hi all,

3 years ago

Mike left a comment in the discussion Continuous Futures Moving Average

Hi Fred, 

3 years ago

Mike left a comment in the discussion Closing order large than open position

Hi Varad, 

3 years ago

Mike left a comment in the discussion Closing order large than open position

Hi Fred,

3 years ago

Mike left a comment in the discussion Closing order large than open position

Hi Varad, 

3 years ago

Mike left a comment in the discussion Closing order large than open position

Fred, 

3 years ago

Mike left a comment in the discussion Closing order large than open position

See below for screenshot:

3 years ago