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Public Backtests (28)

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Sleepy Brown Giraffe

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

Smooth Apricot Duck

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

Focused Blue Panda

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

Upgraded Tan Owlet

-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

Square Yellow-Green Elephant

-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


Community

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Nicholas started the discussion History and SymbolData

Hi all,

2 years ago

Nicholas started the discussion Counting Up Days vs Down Days

Hi all,

2 years ago

Nicholas started the discussion Indexes for Rolling Windows to Lists

Hi all,

2 years ago

Nicholas started the discussion Max of a List, STUMPED

Hi all,

2 years ago

Nicholas started the discussion Stop Market order going short

Hi all,

2 years ago

Sleepy Brown Giraffe

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

Smooth Apricot Duck

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

Focused Blue Panda

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

Upgraded Tan Owlet

-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

Square Yellow-Green Elephant

-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

Alert Yellow Goat 2% risk 8% PT

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

Dancing Orange Rabbit

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

Casual Sky Blue Alligator

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

Smooth Yellow-Green Seahorse

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

Reversed momentum 40%

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

Mometum proper logic -40%

-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

Energetic Fluorescent Orange Fish

-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

Crying Red Wolf

-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

Calm Magenta Snake

-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

Well Dressed Red Bison

-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

Focused Fluorescent Pink Camel

-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

Calculating Tan Dragonfly

-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

Dancing Orange Alligator

-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

Calculating Fluorescent Pink Hippopotamus

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

Crawling Tan Antelope

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

Determined Orange Crocodile

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

Hipster Fluorescent Pink Beaver

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

Swimming Asparagus Giraffe

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

Calm Red Eagle

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

Determined Blue Dolphin

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

Pensive Red Owl

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

Crying Apricot Cormorant

-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

Calm Sky Blue Baboon

-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

Hi all,

2 years ago

Nicholas started the discussion Counting Up Days vs Down Days

Hi all,

2 years ago

Nicholas started the discussion Indexes for Rolling Windows to Lists

Hi all,

2 years ago

Nicholas started the discussion Max of a List, STUMPED

Hi all,

2 years ago

Nicholas started the discussion Stop Market order going short

Hi all,

2 years ago

Nicholas started the discussion Plotting Charts

Hi all, 

2 years ago

Nicholas started the discussion Comparing Columns in Pandas

I'm new to pandas and trying to compare peak/trough values in time series price data to determine...

2 years ago

Nicholas started the discussion Continuous Futures Universe

Hi all,

2 years ago

Nicholas left a comment in the discussion Continuous Futures Universe

Hi Varad, 

2 years ago

Nicholas left a comment in the discussion Determine HH LH LL HL

I stumbled across this thread and after looking into argrelextrema module and being totally...

2 years ago

Nicholas left a comment in the discussion Stop Market order going short

Hi Cole, 

2 years ago

Nicholas left a comment in the discussion Stop Market order going short

Hi Cole,

2 years ago

Nicholas left a comment in the discussion Stop Market order going short

KCC Backtest:

2 years ago

Nicholas left a comment in the discussion Stop Market order going short

Hi Cole, 

2 years ago

Nicholas started the discussion Register Indicator for Donchian Channels

Hi All,

3 years ago

Nicholas started the discussion Cannot Get Managed Object

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3 years ago

Nicholas started the discussion OBV cannot get managed object

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3 years ago

Nicholas started the discussion Over Trading

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3 years ago

Nicholas started the discussion Bolinger Band Issues in Universe Selection

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3 years ago

Nicholas started the discussion Indicator Universe Creation

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3 years ago

Nicholas started the discussion Keltner Channel Universe

Hi there,

3 years ago

Nicholas started the discussion No Insights Being Generated

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3 years ago

Nicholas started the discussion ATR Stop Loss

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3 years ago