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Public Backtests (12)

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Logical Yellow-Green Kangaroo

0Net Profit

0PSR

0Sharpe Ratio

0Alpha

0Beta

0CAR

0Drawdown

0Loss Rate

10Parameters

1Security Types

0Sortino Ratio

132Tradeable Dates

0Trades

0Treynor Ratio

0Win Rate

Focused Fluorescent Pink Salamander

0.638Net Profit

2.824PSR

0.086Sharpe Ratio

0.054Alpha

-0.21Beta

0.212CAR

32.2Drawdown

-1.63Loss Rate

5Parameters

0Security Types

0.015Sortino Ratio

757Tradeable Dates

61Trades

-0.063Treynor Ratio

4.58Win Rate

Formal Fluorescent Yellow Goat

-2.458Net Profit

3.293PSR

0.017Sharpe Ratio

0.021Alpha

-0.179Beta

-1.024CAR

16.1Drawdown

-1.47Loss Rate

0Parameters

0Security Types

-0.059Sortino Ratio

609Tradeable Dates

91Trades

-0.013Treynor Ratio

1.99Win Rate

Casual Fluorescent Pink Fly

0Net Profit

0PSR

0Sharpe Ratio

0Alpha

0Beta

0CAR

0Drawdown

0Loss Rate

6Parameters

0Security Types

7.9228162514264E+28Sortino Ratio

2Tradeable Dates

0Trades

0Treynor Ratio

0Win Rate

Ugly Red-Orange Fish

5.265Net Profit

18.806PSR

0.323Sharpe Ratio

-0.016Alpha

0.738Beta

4.499CAR

11.2Drawdown

0Loss Rate

6Parameters

1Security Types

0Sortino Ratio

296Tradeable Dates

116Trades

0.052Treynor Ratio

100Win Rate


Community

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Newoptionz started the discussion Backtesting End date, closing the algorithm

Hi

1 years ago

Newoptionz started the discussion How to Save to objectStore from a backtest

Is it even possible to write to the objectstore from a backtest?  Looks like it is possible, I'm...

1 years ago

Newoptionz started the discussion Def OnEndOfDay(self, symbol) example

Well I was using OnEndofDay(self) in an algorithm, just to get the open, high, low, close.  Like...

1 years ago

Newoptionz started the discussion How to use SetDataNormalizationMode

In an algorithm I have

1 years ago

Newoptionz started the discussion Read CSV to dataframe in research

Hi

1 years ago

Logical Yellow-Green Kangaroo

0Net Profit

0PSR

0Sharpe Ratio

0Alpha

0Beta

0CAR

0Drawdown

0Loss Rate

10Parameters

1Security Types

0Sortino Ratio

132Tradeable Dates

0Trades

0Treynor Ratio

0Win Rate

Focused Fluorescent Pink Salamander

0.638Net Profit

2.824PSR

0.086Sharpe Ratio

0.054Alpha

-0.21Beta

0.212CAR

32.2Drawdown

-1.63Loss Rate

5Parameters

0Security Types

0.015Sortino Ratio

757Tradeable Dates

61Trades

-0.063Treynor Ratio

4.58Win Rate

Formal Fluorescent Yellow Goat

-2.458Net Profit

3.293PSR

0.017Sharpe Ratio

0.021Alpha

-0.179Beta

-1.024CAR

16.1Drawdown

-1.47Loss Rate

0Parameters

0Security Types

-0.059Sortino Ratio

609Tradeable Dates

91Trades

-0.013Treynor Ratio

1.99Win Rate

Casual Fluorescent Pink Fly

0Net Profit

0PSR

0Sharpe Ratio

0Alpha

0Beta

0CAR

0Drawdown

0Loss Rate

6Parameters

0Security Types

7.9228162514264E+28Sortino Ratio

2Tradeable Dates

0Trades

0Treynor Ratio

0Win Rate

Ugly Red-Orange Fish

5.265Net Profit

18.806PSR

0.323Sharpe Ratio

-0.016Alpha

0.738Beta

4.499CAR

11.2Drawdown

0Loss Rate

6Parameters

1Security Types

0Sortino Ratio

296Tradeable Dates

116Trades

0.052Treynor Ratio

100Win Rate

Focused Asparagus Cobra

35.747Net Profit

81.161PSR

1.53Sharpe Ratio

0.094Alpha

0.043Beta

14.536CAR

4.5Drawdown

-0.8Loss Rate

29Parameters

0Security Types

1.798Sortino Ratio

822Tradeable Dates

111Trades

2.322Treynor Ratio

1.22Win Rate

Square Yellow-Green Scorpion

10.118Net Profit

29.879PSR

0.62Sharpe Ratio

-0.024Alpha

0.636Beta

8.021CAR

8.8Drawdown

-1.69Loss Rate

0Parameters

0Security Types

0.844Sortino Ratio

456Tradeable Dates

8Trades

0.094Treynor Ratio

6.86Win Rate

Retrospective Orange Caterpillar

10.118Net Profit

29.879PSR

0.62Sharpe Ratio

-0.024Alpha

0.636Beta

8.021CAR

8.8Drawdown

-1.69Loss Rate

0Parameters

0Security Types

0.844Sortino Ratio

456Tradeable Dates

8Trades

0.094Treynor Ratio

6.86Win Rate

Adaptable Light Brown Pig

31.622Net Profit

44.428PSR

0.974Sharpe Ratio

0.032Alpha

1.23Beta

24.207CAR

13.8Drawdown

-3.2Loss Rate

21Parameters

0Security Types

1.391Sortino Ratio

465Tradeable Dates

20Trades

0.148Treynor Ratio

7.42Win Rate

Dancing Light Brown Chinchilla

30.07Net Profit

52.744PSR

1.117Sharpe Ratio

0Alpha

0.833Beta

19.227CAR

12.8Drawdown

0Loss Rate

3Parameters

1Security Types

0Sortino Ratio

377Tradeable Dates

3Trades

0.166Treynor Ratio

0Win Rate

Calculating Orange Goat

15.953Net Profit

23.29PSR

0.594Sharpe Ratio

0.036Alpha

0.017Beta

7.3CAR

16.4Drawdown

10Loss Rate

0Parameters

1Security Types

0.9611Sortino Ratio

767Tradeable Dates

20Trades

3.209Treynor Ratio

90Win Rate

Casual Yellow Dinosaur

114.257Net Profit

79.718PSR

3.321Sharpe Ratio

1.825Alpha

0.268Beta

262.335CAR

26.9Drawdown

-0.67Loss Rate

19Parameters

1Security Types

6.071Sortino Ratio

0Tradeable Dates

1278Trades

6.866Treynor Ratio

0.9Win Rate

Newoptionz started the discussion Backtesting End date, closing the algorithm

Hi

1 years ago

Newoptionz started the discussion How to Save to objectStore from a backtest

Is it even possible to write to the objectstore from a backtest?  Looks like it is possible, I'm...

1 years ago

Newoptionz started the discussion Def OnEndOfDay(self, symbol) example

Well I was using OnEndofDay(self) in an algorithm, just to get the open, high, low, close.  Like...

1 years ago

Newoptionz started the discussion How to use SetDataNormalizationMode

In an algorithm I have

1 years ago

Newoptionz started the discussion Read CSV to dataframe in research

Hi

1 years ago

Newoptionz left a comment in the discussion Read CSV to dataframe in research

Thanks Yuri, final code is 

1 years ago

Newoptionz left a comment in the discussion Survey & Sneak Peek! Help us name our new ecosystem

And I don't think Discord is the best place to share solutions, it might be live, but I have never...

1 years ago

Newoptionz left a comment in the discussion Def OnEndOfDay(self, symbol) example

When I run the algo still using OnEndofDay(self), I get the following waring, ‘Usage of...

1 years ago

Newoptionz left a comment in the discussion Backtests don't include delisted stocks

Wow, well I have never really worked with the 'Algo Framework', I've been stuck in the ‘classic...

1 years ago

Newoptionz left a comment in the discussion Def OnEndOfDay(self, symbol) example

And also why does it say ‘Please use this overload: OnEndOfDay(Symbol symbol)’  should this...

1 years ago

Newoptionz left a comment in the discussion How to Save to objectStore from a backtest

Thanks Nico

1 years ago

Newoptionz started the discussion Trade List of stocks

Hi

2 years ago

Newoptionz started the discussion Coding environment does not load?

Hi

2 years ago

Newoptionz started the discussion Toggle Insights

Hi

2 years ago

Newoptionz started the discussion Workspace does not exist

Hi

2 years ago

Newoptionz started the discussion Backtest to run only on stocks that have previously been successful with the stratergy.

Hi

2 years ago

Newoptionz started the discussion Options examples difficult to get working

Hi

2 years ago

Newoptionz started the discussion Brain Sentiment indicator Dataset research pages?

I was trying to understand what is being explained at 

2 years ago

Newoptionz started the discussion Brain ML Stock Ranking - example shows BrainSentimentIndicator30Day

I was struggling to get the example going for the ‘Brain ML Stock Ranking’ indicator.  Finally...

2 years ago