Mutian Zhai
Quant
Date Joined
28th November, 2020
Bootcamp progress
7% Complete
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Backtester
Run at least 100 backtests on QuantConnect's cloud.
2022-06-05 11:26:40
Python Programming
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2020-11-28 21:03:24
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Public Backtests (3)
View More7935.717Net Profit
8.181PSR
0.796Sharpe Ratio
0.204Alpha
0.652Beta
28.596CAR
84.9Drawdown
-10.81Loss Rate
8Parameters
1Security Types
0.774Sortino Ratio
4387Tradeable Dates
69Trades
0.391Treynor Ratio
44.75Win Rate
3620.319Net Profit
0.783PSR
0.625Sharpe Ratio
0.111Alpha
0.484Beta
16.683CAR
61.5Drawdown
-3.3Loss Rate
16Parameters
1Security Types
0.834Sortino Ratio
5894Tradeable Dates
2412Trades
0.292Treynor Ratio
6.09Win Rate
314.318Net Profit
9.328PSR
0.69Sharpe Ratio
-0.006Alpha
1.172Beta
15.261CAR
29.8Drawdown
-1.12Loss Rate
12Parameters
0Security Types
0.996Sortino Ratio
2517Tradeable Dates
590Trades
0.102Treynor Ratio
1.43Win Rate
Community
View MoreMutian left a comment in the discussion Trailing 12 month financials
Please add this.
7935.717Net Profit
8.181PSR
0.796Sharpe Ratio
0.204Alpha
0.652Beta
28.596CAR
84.9Drawdown
-10.81Loss Rate
8Parameters
1Security Types
0.774Sortino Ratio
4387Tradeable Dates
69Trades
0.391Treynor Ratio
44.75Win Rate
3620.319Net Profit
0.783PSR
0.625Sharpe Ratio
0.111Alpha
0.484Beta
16.683CAR
61.5Drawdown
-3.3Loss Rate
16Parameters
1Security Types
0.834Sortino Ratio
5894Tradeable Dates
2412Trades
0.292Treynor Ratio
6.09Win Rate
314.318Net Profit
9.328PSR
0.69Sharpe Ratio
-0.006Alpha
1.172Beta
15.261CAR
29.8Drawdown
-1.12Loss Rate
12Parameters
0Security Types
0.996Sortino Ratio
2517Tradeable Dates
590Trades
0.102Treynor Ratio
1.43Win Rate
Mutian left a comment in the discussion Trailing 12 month financials
Louis, I am not sure what that thread has to do with LTM financials. Could you please elaborate?
Mutian left a comment in the discussion Trailing 12 month financials
Please add this.
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Mutian left a comment in the discussion Trailing 12 month financials
Louis, I am not sure what that thread has to do with LTM financials. Could you please elaborate?
2 years ago