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Public Backtests (8)

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Smooth Apricot Bat

0Net Profit

0PSR

0Sharpe Ratio

0Alpha

0Beta

0CAR

0Drawdown

0Loss Rate

0Parameters

1Security Types

0Sortino Ratio

20Tradeable Dates

0Trades

0Treynor Ratio

0Win Rate

Smooth Fluorescent Yellow Goat

0Net Profit

0PSR

0Sharpe Ratio

0Alpha

0Beta

0CAR

0Drawdown

0Loss Rate

0Parameters

1Security Types

0Sortino Ratio

188Tradeable Dates

0Trades

0Treynor Ratio

0Win Rate

Virtual Brown Camel

0Net Profit

0PSR

0Sharpe Ratio

0Alpha

0Beta

0CAR

0Drawdown

0Loss Rate

14Parameters

0Security Types

21Tradeable Dates

0Trades

0Treynor Ratio

0Win Rate

Payment Turnover after perf down 3

5304.955Net Profit

14.352PSR

0.864Sharpe Ratio

0.145Alpha

1.182Beta

28.3CAR

65.7Drawdown

-1.66Loss Rate

42Parameters

0Security Types

1.202Sortino Ratio

4027Tradeable Dates

1480Trades

0.196Treynor Ratio

1.67Win Rate

Payment Turnover

4532.207Net Profit

21.709PSR

0.928Sharpe Ratio

0.279Alpha

-0.091Beta

27.068CAR

65.7Drawdown

-1.71Loss Rate

42Parameters

0Security Types

1.149Sortino Ratio

4027Tradeable Dates

1481Trades

-2.972Treynor Ratio

1.68Win Rate


Community

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Nguyen started the discussion Change in data - No data for the last month

Hi team,

2 months ago

Nguyen left a comment in the discussion Change in data - No data for the last month

Thanks Mia. Unfortunately this answer is not helpful. Would need insights from a technical team...

2 months ago

Nguyen started the discussion Change in fundamental data

Hi team, 

1 years ago

Nguyen started the discussion Recent change in fundamental data after 28th Oct 2023

Hi team,

1 years ago

Nguyen left a comment in the discussion Recent change in fundamental data after 28th Oct 2023

Many thanks for the super helpful insight Jared Broad This makes sense now. So actually so far my...

1 years ago

Smooth Apricot Bat

0Net Profit

0PSR

0Sharpe Ratio

0Alpha

0Beta

0CAR

0Drawdown

0Loss Rate

0Parameters

1Security Types

0Sortino Ratio

20Tradeable Dates

0Trades

0Treynor Ratio

0Win Rate

Smooth Fluorescent Yellow Goat

0Net Profit

0PSR

0Sharpe Ratio

0Alpha

0Beta

0CAR

0Drawdown

0Loss Rate

0Parameters

1Security Types

0Sortino Ratio

188Tradeable Dates

0Trades

0Treynor Ratio

0Win Rate

Virtual Brown Camel

0Net Profit

0PSR

0Sharpe Ratio

0Alpha

0Beta

0CAR

0Drawdown

0Loss Rate

14Parameters

0Security Types

21Tradeable Dates

0Trades

0Treynor Ratio

0Win Rate

Payment Turnover after perf down 3

5304.955Net Profit

14.352PSR

0.864Sharpe Ratio

0.145Alpha

1.182Beta

28.3CAR

65.7Drawdown

-1.66Loss Rate

42Parameters

0Security Types

1.202Sortino Ratio

4027Tradeable Dates

1480Trades

0.196Treynor Ratio

1.67Win Rate

Payment Turnover

4532.207Net Profit

21.709PSR

0.928Sharpe Ratio

0.279Alpha

-0.091Beta

27.068CAR

65.7Drawdown

-1.71Loss Rate

42Parameters

0Security Types

1.149Sortino Ratio

4027Tradeable Dates

1481Trades

-2.972Treynor Ratio

1.68Win Rate

Retrospective Sky Blue Hyena

-7.91Net Profit

20.566PSR

-0.661Sharpe Ratio

-0.371Alpha

-0.308Beta

-37.806CAR

17.3Drawdown

-1.19Loss Rate

42Parameters

0Security Types

-0.915Sortino Ratio

44Tradeable Dates

15Trades

0.856Treynor Ratio

0.79Win Rate

Sleepy Asparagus Hippopotamus

3.262Net Profit

49.198PSR

1.044Sharpe Ratio

0.168Alpha

0.094Beta

21.049CAR

6.4Drawdown

0Loss Rate

42Parameters

0Security Types

1.248Sortino Ratio

40Tradeable Dates

13Trades

2.041Treynor Ratio

0.76Win Rate

Logical Fluorescent Orange Guanaco

0.155Net Profit

34.977PSR

0.136Sharpe Ratio

0.027Alpha

-0.004Beta

0.923CAR

7Drawdown

-2.21Loss Rate

43Parameters

0Security Types

0.059Sortino Ratio

40Tradeable Dates

13Trades

-6.61Treynor Ratio

0.28Win Rate

Nguyen started the discussion Change in data - No data for the last month

Hi team,

2 months ago

Nguyen left a comment in the discussion Change in data - No data for the last month

Thanks Mia. Unfortunately this answer is not helpful. Would need insights from a technical team...

2 months ago

Nguyen started the discussion Change in fundamental data

Hi team, 

1 years ago

Nguyen started the discussion Recent change in fundamental data after 28th Oct 2023

Hi team,

1 years ago

Nguyen left a comment in the discussion Recent change in fundamental data after 28th Oct 2023

Many thanks for the super helpful insight Jared Broad This makes sense now. So actually so far my...

1 years ago

Nguyen left a comment in the discussion Change in fundamental data

Many thanks Jared Broad for the fast turnaround. Please kindly let me know once the fix is in PROD...

1 years ago

Nguyen left a comment in the discussion Change in fundamental data

Hi Martin Molinero , I dug deeper into the backtest and found some changes in the behaviour.  The...

1 years ago

Nguyen left a comment in the discussion Change in fundamental data

Thanks Martin Molinero , I updated the algo to return 0 where fundamental data is NaN. The backtest...

1 years ago

Nguyen left a comment in the discussion Many symbols, Daily The issue starts from Oct 12th, 2023; and continues until now

The above is datapoint at 2019-12-31 00:00:00

1 years ago

Nguyen started the discussion Backtest equities no longer has fundamentals

Hi team,

3 years ago

Nguyen started the discussion Old backtests having different result

Hi team,

3 years ago

Nguyen started the discussion ModuleNotFoundError: No module named 'QuantConnect.Data.Custom.Fred'

My algorithm stopped working today with the following error. Could someone help take a look ?

3 years ago

Nguyen started the discussion SetHoldings stopped working with arbitrary precision

I noticed today SetHoldings stopped working with arbitrary precision in weight. In this backtest...

3 years ago

Nguyen started the discussion Incorrect Price and Volume Data

I noticed the old backtest starts giving different results over the weekend. I suspect this may be...

3 years ago