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We are pioneering the radical future for open-source quant finance. QuantConnect is the world's largest quant community, empowering 220,000 quants with a framework, data, and infrastructure for their investments.


Public Backtests (9)

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Creative Orange Owlet

1966.281Net Profit

0.065PSR

0.902Sharpe Ratio

2.382Alpha

0.23Beta

88.137CAR

86.5Drawdown

-5.48Loss Rate

509Parameters

0Security Types

1204Tradeable Dates

3654Trades

10.433Treynor Ratio

8.87Win Rate

"newbest"2012-2025

447.709Net Profit

62.289PSR

0.925Sharpe Ratio

0.041Alpha

0.456Beta

14.225CAR

13.1Drawdown

-0.16Loss Rate

459Parameters

0Security Types

3214Tradeable Dates

1158Trades

0.181Treynor Ratio

0.72Win Rate

new best

230.164Net Profit

83.675PSR

1.212Sharpe Ratio

0.089Alpha

0.422Beta

22.952CAR

13.1Drawdown

-0.17Loss Rate

459Parameters

0Security Types

1454Tradeable Dates

557Trades

0.319Treynor Ratio

0.95Win Rate

mayhsps2012-2025

426.692Net Profit

57.049PSR

0.893Sharpe Ratio

0.037Alpha

0.471Beta

13.879CAR

14.4Drawdown

-0.21Loss Rate

246Parameters

0Security Types

3213Tradeable Dates

1027Trades

0.171Treynor Ratio

0.68Win Rate

iloverisk2012-2025

253Parameters

0Security Types

3213Tradeable Dates

1003Trades


Community

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Creative Orange Owlet

1966.281Net Profit

0.065PSR

0.902Sharpe Ratio

2.382Alpha

0.23Beta

88.137CAR

86.5Drawdown

-5.48Loss Rate

509Parameters

0Security Types

1204Tradeable Dates

3654Trades

10.433Treynor Ratio

8.87Win Rate

"newbest"2012-2025

447.709Net Profit

62.289PSR

0.925Sharpe Ratio

0.041Alpha

0.456Beta

14.225CAR

13.1Drawdown

-0.16Loss Rate

459Parameters

0Security Types

3214Tradeable Dates

1158Trades

0.181Treynor Ratio

0.72Win Rate

new best

230.164Net Profit

83.675PSR

1.212Sharpe Ratio

0.089Alpha

0.422Beta

22.952CAR

13.1Drawdown

-0.17Loss Rate

459Parameters

0Security Types

1454Tradeable Dates

557Trades

0.319Treynor Ratio

0.95Win Rate

mayhsps2012-2025

426.692Net Profit

57.049PSR

0.893Sharpe Ratio

0.037Alpha

0.471Beta

13.879CAR

14.4Drawdown

-0.21Loss Rate

246Parameters

0Security Types

3213Tradeable Dates

1027Trades

0.171Treynor Ratio

0.68Win Rate

iloverisk2012-2025

253Parameters

0Security Types

3213Tradeable Dates

1003Trades

iloverisk

217.559Net Profit

82.037PSR

1.184Sharpe Ratio

0.082Alpha

0.442Beta

22.138CAR

13.2Drawdown

-0.21Loss Rate

253Parameters

0Security Types

1453Tradeable Dates

477Trades

0.292Treynor Ratio

0.91Win Rate

newepoch2012-2024

397.37Net Profit

57.044PSR

0.883Sharpe Ratio

0.034Alpha

0.465Beta

13.37CAR

13.4Drawdown

-0.19Loss Rate

224Parameters

0Security Types

3213Tradeable Dates

990Trades

0.165Treynor Ratio

0.68Win Rate

prettygood reverted

780.699Net Profit

7.976PSR

0.63Sharpe Ratio

0.042Alpha

0.981Beta

18.557CAR

39.8Drawdown

-0.17Loss Rate

164Parameters

0Security Types

3212Tradeable Dates

8081Trades

0.134Treynor Ratio

0.18Win Rate

Adaptable Yellow Galago

666.399Net Profit

47.001PSR

1.025Sharpe Ratio

0.122Alpha

1.535Beta

40.508CAR

43.3Drawdown

-0.67Loss Rate

278Parameters

0Security Types

1507Tradeable Dates

5798Trades

0.188Treynor Ratio

0.43Win Rate