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0Net Profit
0PSR
0Sharpe Ratio
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0Beta
0CAR
0Drawdown
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5Parameters
0Security Types
7.9228162514264E+28Sortino Ratio
0Tradeable Dates
0Trades
0Treynor Ratio
0Win Rate
0Net Profit
0PSR
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
5Parameters
0Security Types
7.9228162514264E+28Sortino Ratio
0Tradeable Dates
0Trades
0Treynor Ratio
0Win Rate
0.146Net Profit
17.362PSR
0.223Sharpe Ratio
0.001Alpha
0.01Beta
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0.5Drawdown
-0.04Loss Rate
0Parameters
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0.269Sortino Ratio
251Tradeable Dates
102Trades
0.107Treynor Ratio
0.14Win Rate
-1.363Net Profit
0PSR
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-0.009Alpha
0.01Beta
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1.5Drawdown
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0Parameters
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251Tradeable Dates
202Trades
-0.995Treynor Ratio
0.05Win Rate
-0.988Net Profit
0.002PSR
-1.93Sharpe Ratio
-0.007Alpha
0.009Beta
-0.989CAR
1.1Drawdown
-0.03Loss Rate
0Parameters
0Security Types
-1.744Sortino Ratio
251Tradeable Dates
155Trades
-0.794Treynor Ratio
0.06Win Rate
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0Net Profit
0PSR
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
5Parameters
0Security Types
7.9228162514264E+28Sortino Ratio
0Tradeable Dates
0Trades
0Treynor Ratio
0Win Rate
0Net Profit
0PSR
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
5Parameters
0Security Types
7.9228162514264E+28Sortino Ratio
0Tradeable Dates
0Trades
0Treynor Ratio
0Win Rate
0.146Net Profit
17.362PSR
0.223Sharpe Ratio
0.001Alpha
0.01Beta
0.146CAR
0.5Drawdown
-0.04Loss Rate
0Parameters
0Security Types
0.269Sortino Ratio
251Tradeable Dates
102Trades
0.107Treynor Ratio
0.14Win Rate
-1.363Net Profit
0PSR
-2.892Sharpe Ratio
-0.009Alpha
0.01Beta
-1.365CAR
1.5Drawdown
-0.04Loss Rate
0Parameters
0Security Types
-4.227Sortino Ratio
251Tradeable Dates
202Trades
-0.995Treynor Ratio
0.05Win Rate
-0.988Net Profit
0.002PSR
-1.93Sharpe Ratio
-0.007Alpha
0.009Beta
-0.989CAR
1.1Drawdown
-0.03Loss Rate
0Parameters
0Security Types
-1.744Sortino Ratio
251Tradeable Dates
155Trades
-0.794Treynor Ratio
0.06Win Rate
0.083Net Profit
21.336PSR
0.347Sharpe Ratio
0.001Alpha
0.002Beta
0.083CAR
0.1Drawdown
-0.03Loss Rate
0Parameters
0Security Types
0.329Sortino Ratio
251Tradeable Dates
47Trades
0.235Treynor Ratio
0.05Win Rate
0Net Profit
0PSR
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
9Parameters
0Security Types
7.9228162514264E+28Sortino Ratio
503Tradeable Dates
0Trades
0Treynor Ratio
0Win Rate
0Net Profit
0PSR
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
11Parameters
0Security Types
7.9228162514264E+28Sortino Ratio
505Tradeable Dates
0Trades
0Treynor Ratio
0Win Rate
0Net Profit
0PSR
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
5Parameters
0Security Types
7.9228162514264E+28Sortino Ratio
505Tradeable Dates
0Trades
0Treynor Ratio
0Win Rate
54.477Net Profit
44.997PSR
1.106Sharpe Ratio
0.438Alpha
0.154Beta
54.294CAR
22.2Drawdown
-0.49Loss Rate
76Parameters
0Security Types
2.179Sortino Ratio
0Tradeable Dates
1427Trades
3.012Treynor Ratio
0.79Win Rate
-45.865Net Profit
1.208PSR
-0.879Sharpe Ratio
-0.277Alpha
-0.172Beta
-45.774CAR
54.8Drawdown
-0.62Loss Rate
76Parameters
0Security Types
-1.58Sortino Ratio
0Tradeable Dates
1412Trades
1.781Treynor Ratio
0.62Win Rate
-8.68Net Profit
0PSR
-11.062Sharpe Ratio
-0.349Alpha
-0.063Beta
-47.13CAR
8.7Drawdown
0Loss Rate
58Parameters
0Security Types
-17.213Sortino Ratio
0Tradeable Dates
10001Trades
5.697Treynor Ratio
0.01Win Rate
-8.708Net Profit
0PSR
-12.673Sharpe Ratio
-0.431Alpha
0.032Beta
-47.903CAR
8.7Drawdown
0Loss Rate
50Parameters
0Security Types
-17.358Sortino Ratio
0Tradeable Dates
10001Trades
-12.978Treynor Ratio
0.01Win Rate
-8.708Net Profit
0PSR
-12.668Sharpe Ratio
-0.431Alpha
0.032Beta
-47.901CAR
8.7Drawdown
0Loss Rate
50Parameters
0Security Types
-17.343Sortino Ratio
0Tradeable Dates
10001Trades
-13.025Treynor Ratio
0.01Win Rate
-8.708Net Profit
0PSR
-12.668Sharpe Ratio
-0.431Alpha
0.032Beta
-47.901CAR
8.7Drawdown
0Loss Rate
44Parameters
0Security Types
-17.343Sortino Ratio
0Tradeable Dates
10001Trades
-13.025Treynor Ratio
0.01Win Rate
-8.709Net Profit
0PSR
-12.678Sharpe Ratio
-0.431Alpha
0.032Beta
-47.905CAR
8.7Drawdown
0Loss Rate
38Parameters
0Security Types
-17.359Sortino Ratio
0Tradeable Dates
10001Trades
-13.126Treynor Ratio
0.01Win Rate
-8.702Net Profit
0PSR
-12.678Sharpe Ratio
-0.431Alpha
0.032Beta
-47.876CAR
8.7Drawdown
0Loss Rate
38Parameters
0Security Types
-17.358Sortino Ratio
0Tradeable Dates
10001Trades
-13.225Treynor Ratio
0.01Win Rate
-92.117Net Profit
0.506PSR
-0.306Sharpe Ratio
-0.247Alpha
-0.087Beta
-56.239CAR
92.7Drawdown
-0.3Loss Rate
31Parameters
0Security Types
-0.691Sortino Ratio
0Tradeable Dates
2708Trades
2.996Treynor Ratio
0.35Win Rate
0Net Profit
0PSR
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
29Parameters
0Security Types
7.9228162514264E+28Sortino Ratio
0Tradeable Dates
0Trades
0Treynor Ratio
0Win Rate
0Net Profit
0PSR
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
27Parameters
0Security Types
7.9228162514264E+28Sortino Ratio
0Tradeable Dates
0Trades
0Treynor Ratio
0Win Rate
0Net Profit
0PSR
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
22Parameters
0Security Types
7.9228162514264E+28Sortino Ratio
0Tradeable Dates
0Trades
0Treynor Ratio
0Win Rate
0Net Profit
0PSR
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
22Parameters
0Security Types
7.9228162514264E+28Sortino Ratio
0Tradeable Dates
0Trades
0Treynor Ratio
0Win Rate
0Net Profit
0PSR
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
22Parameters
0Security Types
7.9228162514264E+28Sortino Ratio
0Tradeable Dates
0Trades
0Treynor Ratio
0Win Rate
0Net Profit
0PSR
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
12Parameters
0Security Types
7.9228162514264E+28Sortino Ratio
0Tradeable Dates
0Trades
0Treynor Ratio
0Win Rate
0Net Profit
0PSR
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
7Parameters
0Security Types
7.9228162514264E+28Sortino Ratio
0Tradeable Dates
0Trades
0Treynor Ratio
0Win Rate
0Net Profit
0PSR
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
15Parameters
0Security Types
7.9228162514264E+28Sortino Ratio
0Tradeable Dates
0Trades
0Treynor Ratio
0Win Rate
-9.418Net Profit
0PSR
-5.419Sharpe Ratio
-0.064Alpha
-0.004Beta
-7.827CAR
9.4Drawdown
0Loss Rate
36Parameters
0Security Types
-5.909Sortino Ratio
0Tradeable Dates
10001Trades
14.372Treynor Ratio
0Win Rate
-12.956Net Profit
0PSR
-5.663Sharpe Ratio
-0.215Alpha
0.015Beta
-25.259CAR
13Drawdown
0Loss Rate
23Parameters
0Security Types
-5.62Sortino Ratio
0Tradeable Dates
10001Trades
-13.791Treynor Ratio
0Win Rate
Nicholas started the discussion History and SymbolData
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Nicholas started the discussion Indexes for Rolling Windows to Lists
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KCC Backtest:
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