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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
-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
-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
0Net Profit
0PSR
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
3Parameters
1Security Types
0Sortino Ratio
1724Tradeable Dates
0Trades
0Treynor Ratio
0Win Rate
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,
Mike started the discussion Closing order large than open position
Hi all,
Mike started the discussion Continuous Futures Moving Average
Hi all,
Mike started the discussion Multi Symbol Futures MA
Hi all,
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
-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
-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
0Net Profit
0PSR
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
3Parameters
1Security Types
0Sortino Ratio
1724Tradeable Dates
0Trades
0Treynor Ratio
0Win Rate
0Net Profit
0PSR
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
4Parameters
1Security Types
0Sortino Ratio
965Tradeable Dates
0Trades
0Treynor Ratio
0Win Rate
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,
Mike started the discussion Closing order large than open position
Hi all,
Mike started the discussion Continuous Futures Moving Average
Hi all,
Mike started the discussion Multi Symbol Futures MA
Hi all,
Mike left a comment in the discussion Continuous Futures Moving Average
Hi Fred,
Mike left a comment in the discussion Closing order large than open position
Hi Varad,
Mike left a comment in the discussion Closing order large than open position
Hi Fred,
Mike left a comment in the discussion Closing order large than open position
Hi Varad,
Mike left a comment in the discussion Closing order large than open position
Fred,
Mike left a comment in the discussion Closing order large than open position
See below for screenshot:
Mike left a comment in the discussion Continuous Futures Moving Average
Hi Fred,
3 years ago