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Public Backtests (7)

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Muscular Yellow Green Pony

495.437Net Profit

36.643PSR

0.782Sharpe Ratio

0.068Alpha

-0.04Beta

11.355CAR

10.9Drawdown

65Loss Rate

0Parameters

1Security Types

1.383Sortino Ratio

4171Tradeable Dates

14501Trades

-1.639Treynor Ratio

35Win Rate

Retrospective Brown Chinchilla

66.362Net Profit

64.254PSR

1.12Sharpe Ratio

0.031Alpha

0.062Beta

3.797CAR

5.6Drawdown

-0.19Loss Rate

37Parameters

1Security Types

1.224Sortino Ratio

3436Tradeable Dates

2521Trades

0.624Treynor Ratio

0.22Win Rate

Geeky Blue Giraffe

314.979Net Profit

86.836PSR

1.3Sharpe Ratio

0.078Alpha

-0.034Beta

8.919CAR

22.9Drawdown

-0.07Loss Rate

26Parameters

1Security Types

1.706Sortino Ratio

4190Tradeable Dates

30064Trades

-2.17Treynor Ratio

0.08Win Rate

Measured Green Dolphin

1462.141Net Profit

84.183PSR

1.53Sharpe Ratio

0.22Alpha

0.772Beta

32.95CAR

33.8Drawdown

-1.39Loss Rate

17Parameters

3Security Types

2.003Sortino Ratio

2516Tradeable Dates

361Trades

0.456Treynor Ratio

3.11Win Rate

[Debugging] Formal Magenta Mosquito

114.024Net Profit

98.466PSR

3.293Sharpe Ratio

0.48Alpha

0.402Beta

58.788CAR

10.5Drawdown

-1.24Loss Rate

17Parameters

3Security Types

4.922Sortino Ratio

429Tradeable Dates

53Trades

1.469Treynor Ratio

0.22Win Rate


Community

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Narendra left a comment in the discussion Overnight Mean Reversion

this strategy looses so much money over a longer term. 

2 months ago

Narendra left a comment in the discussion The In & Out Strategy - Continued from Quantopian

Guy Fleury , I believe you are incorrect about the differences between SPY and QQQ....

2 years ago

Narendra left a comment in the discussion Smart approach to ensemble uncorrellated sub-algorithms by weighting

Hey Santa,

2 years ago

Narendra left a comment in the discussion The In & Out Strategy - Continued from Quantopian

i think that change from QQQ to SPY makes sense. Its true that QQQ has done really well in the...

2 years ago

Narendra started the discussion Combine multiple algorithms

Hi

3 years ago

Muscular Yellow Green Pony

495.437Net Profit

36.643PSR

0.782Sharpe Ratio

0.068Alpha

-0.04Beta

11.355CAR

10.9Drawdown

65Loss Rate

0Parameters

1Security Types

1.383Sortino Ratio

4171Tradeable Dates

14501Trades

-1.639Treynor Ratio

35Win Rate

Retrospective Brown Chinchilla

66.362Net Profit

64.254PSR

1.12Sharpe Ratio

0.031Alpha

0.062Beta

3.797CAR

5.6Drawdown

-0.19Loss Rate

37Parameters

1Security Types

1.224Sortino Ratio

3436Tradeable Dates

2521Trades

0.624Treynor Ratio

0.22Win Rate

Geeky Blue Giraffe

314.979Net Profit

86.836PSR

1.3Sharpe Ratio

0.078Alpha

-0.034Beta

8.919CAR

22.9Drawdown

-0.07Loss Rate

26Parameters

1Security Types

1.706Sortino Ratio

4190Tradeable Dates

30064Trades

-2.17Treynor Ratio

0.08Win Rate

Measured Green Dolphin

1462.141Net Profit

84.183PSR

1.53Sharpe Ratio

0.22Alpha

0.772Beta

32.95CAR

33.8Drawdown

-1.39Loss Rate

17Parameters

3Security Types

2.003Sortino Ratio

2516Tradeable Dates

361Trades

0.456Treynor Ratio

3.11Win Rate

[Debugging] Formal Magenta Mosquito

114.024Net Profit

98.466PSR

3.293Sharpe Ratio

0.48Alpha

0.402Beta

58.788CAR

10.5Drawdown

-1.24Loss Rate

17Parameters

3Security Types

4.922Sortino Ratio

429Tradeable Dates

53Trades

1.469Treynor Ratio

0.22Win Rate

Square Black Lemur

1236.121Net Profit

45.131PSR

1.043Sharpe Ratio

0.148Alpha

-0.001Beta

16.842CAR

25.7Drawdown

34Loss Rate

7Parameters

1Security Types

0.581Sortino Ratio

4189Tradeable Dates

174Trades

-117.187Treynor Ratio

66Win Rate

Measured Sky Blue Owl

3734.42Net Profit

60.361PSR

1.258Sharpe Ratio

0.263Alpha

0.779Beta

30.649CAR

53Drawdown

-0.52Loss Rate

37Parameters

1Security Types

1.258Sortino Ratio

3432Tradeable Dates

2911Trades

0.466Treynor Ratio

0.57Win Rate

Narendra left a comment in the discussion Overnight Mean Reversion

this strategy looses so much money over a longer term. 

2 months ago

Narendra left a comment in the discussion The In & Out Strategy - Continued from Quantopian

Guy Fleury , I believe you are incorrect about the differences between SPY and QQQ....

2 years ago

Narendra left a comment in the discussion Smart approach to ensemble uncorrellated sub-algorithms by weighting

Hey Santa,

2 years ago

Narendra left a comment in the discussion The In & Out Strategy - Continued from Quantopian

i think that change from QQQ to SPY makes sense. Its true that QQQ has done really well in the...

2 years ago

Narendra started the discussion Combine multiple algorithms

Hi

3 years ago

Narendra left a comment in the discussion Combine multiple algorithms

thank you for your response. One more follow up question. Say I want to run alpha1 code every 5...

3 years ago

Narendra left a comment in the discussion Simple stock bond strategy hedged using VIX options

Hey Adrian,

3 years ago