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2009.337Net Profit
0.752Sharpe Ratio
0.371Alpha
-10.471Beta
21.985CAR
44.5Drawdown
41Loss Rate
1Security Types
0.25504598951995Sortino Ratio
3859Tradeable Dates
951Trades
-0.019Treynor Ratio
59Win Rate
1748.567Net Profit
0.723Sharpe Ratio
0.357Alpha
-10.02Beta
20.94CAR
44.5Drawdown
41Loss Rate
1Security Types
0.21584828973831Sortino Ratio
3859Tradeable Dates
951Trades
-0.019Treynor Ratio
59Win Rate
2586.418Net Profit
0.808Sharpe Ratio
0.396Alpha
-11.24Beta
23.923CAR
37.1Drawdown
41Loss Rate
1Security Types
0.25213995401601Sortino Ratio
3859Tradeable Dates
951Trades
-0.019Treynor Ratio
59Win Rate
2876.319Net Profit
0.84Sharpe Ratio
0.41Alpha
-11.688Beta
25.058CAR
37.1Drawdown
41Loss Rate
1Security Types
0.24869282250952Sortino Ratio
3817Tradeable Dates
939Trades
-0.019Treynor Ratio
59Win Rate
144.9Net Profit
1.568Sharpe Ratio
0.708Alpha
-24.467Beta
41.383CAR
16.4Drawdown
28Loss Rate
1Security Types
0.52360222580329Sortino Ratio
650Tradeable Dates
155Trades
-0.012Treynor Ratio
72Win Rate
Nick started the discussion Cancel or Update Stop Market Order
Hi Guys,Quick question. Let's say I create a market order for a security using SetHoldings()...
Nick started the discussion T+3 rule for equitues on an IB cash account.
Hi guys,Quick question. Im planning to go live on IB but my main concern is the T+3 rule. My...
Nick left a comment in the discussion Crypto Buy-Dip, Price Percentage Delta- Top 1% of Community.
Hey Warden, I converted it to limit order but the return has a significant drop compared to...
Nick left a comment in the discussion Weather Based Rebalancing [CORN Edition]
Hi Alexandre, thanks for the quick response. Maybe there is an alternative api out there like...
2009.337Net Profit
0.752Sharpe Ratio
0.371Alpha
-10.471Beta
21.985CAR
44.5Drawdown
41Loss Rate
1Security Types
0.25504598951995Sortino Ratio
3859Tradeable Dates
951Trades
-0.019Treynor Ratio
59Win Rate
1748.567Net Profit
0.723Sharpe Ratio
0.357Alpha
-10.02Beta
20.94CAR
44.5Drawdown
41Loss Rate
1Security Types
0.21584828973831Sortino Ratio
3859Tradeable Dates
951Trades
-0.019Treynor Ratio
59Win Rate
2586.418Net Profit
0.808Sharpe Ratio
0.396Alpha
-11.24Beta
23.923CAR
37.1Drawdown
41Loss Rate
1Security Types
0.25213995401601Sortino Ratio
3859Tradeable Dates
951Trades
-0.019Treynor Ratio
59Win Rate
2876.319Net Profit
0.84Sharpe Ratio
0.41Alpha
-11.688Beta
25.058CAR
37.1Drawdown
41Loss Rate
1Security Types
0.24869282250952Sortino Ratio
3817Tradeable Dates
939Trades
-0.019Treynor Ratio
59Win Rate
144.9Net Profit
1.568Sharpe Ratio
0.708Alpha
-24.467Beta
41.383CAR
16.4Drawdown
28Loss Rate
1Security Types
0.52360222580329Sortino Ratio
650Tradeable Dates
155Trades
-0.012Treynor Ratio
72Win Rate
2022.312Net Profit
0.793Sharpe Ratio
0.32Alpha
-7.512Beta
22.302CAR
36Drawdown
40Loss Rate
1Security Types
0.25105364243466Sortino Ratio
3817Tradeable Dates
890Trades
-0.026Treynor Ratio
60Win Rate
1001.302Net Profit
0.704Sharpe Ratio
0.231Alpha
-4.669Beta
17.127CAR
44.7Drawdown
42Loss Rate
1Security Types
0.28525223763119Sortino Ratio
3817Tradeable Dates
889Trades
-0.033Treynor Ratio
58Win Rate
2022.391Net Profit
0.793Sharpe Ratio
0.321Alpha
-7.522Beta
22.302CAR
36Drawdown
40Loss Rate
1Security Types
0.25172983151958Sortino Ratio
3817Tradeable Dates
889Trades
-0.026Treynor Ratio
60Win Rate
1810.589Net Profit
0.766Sharpe Ratio
0.308Alpha
-7.079Beta
21.457CAR
36.3Drawdown
40Loss Rate
1Security Types
0.25854543391082Sortino Ratio
3817Tradeable Dates
907Trades
-0.027Treynor Ratio
60Win Rate
2818.801Net Profit
2.967Sharpe Ratio
4.898Alpha
-159.092Beta
2663.811CAR
51.4Drawdown
42Loss Rate
1Security Types
0.039912312361641Sortino Ratio
371Tradeable Dates
3301Trades
-0.017Treynor Ratio
58Win Rate
Nick started the discussion Cancel or Update Stop Market Order
Hi Guys,Quick question. Let's say I create a market order for a security using SetHoldings()...
Nick started the discussion T+3 rule for equitues on an IB cash account.
Hi guys,Quick question. Im planning to go live on IB but my main concern is the T+3 rule. My...
Nick left a comment in the discussion Cancel or Update Stop Market Order
Cheers Michael.
Nick left a comment in the discussion Crypto Buy-Dip, Price Percentage Delta- Top 1% of Community.
Hey Warden, I converted it to limit order but the return has a significant drop compared to...
Nick left a comment in the discussion Weather Based Rebalancing [CORN Edition]
Hi Alexandre, thanks for the quick response. Maybe there is an alternative api out there like...
Nick left a comment in the discussion Weather Based Rebalancing [CORN Edition]
Hi guys!Algorithm looks interesting! However, im trying to run it but no trades are being...
Nick left a comment in the discussion Cancel or Update Stop Market Order
Cheers Michael.
6 years ago