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Activity on QuantConnect

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Public Backtests (6)

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Retrospective Green Rat

0Net Profit

0PSR

0Sharpe Ratio

0Alpha

0Beta

0CAR

0Drawdown

0Loss Rate

131Parameters

0Security Types

7.9228162514264E+28Sortino Ratio

504Tradeable Dates

0Trades

0Treynor Ratio

0Win Rate

Logical Violet Barracuda

-31.875Net Profit

0.001PSR

-0.197Sharpe Ratio

-0.021Alpha

-0.011Beta

-3.38CAR

64.8Drawdown

-0.97Loss Rate

2Parameters

0Security Types

-0.217Sortino Ratio

2807Tradeable Dates

708Trades

1.964Treynor Ratio

1.9Win Rate

Post Recession

10.462Net Profit

91.297PSR

1.989Sharpe Ratio

0.057Alpha

0Beta

6.873CAR

1.5Drawdown

-0.39Loss Rate

160Parameters

0Security Types

2.735Sortino Ratio

3018Tradeable Dates

216Trades

233.917Treynor Ratio

0.44Win Rate

Alert Fluorescent Yellow Termite

588.802Net Profit

23.975PSR

0.876Sharpe Ratio

0.178Alpha

-0.08Beta

18.128CAR

33.4Drawdown

-0.37Loss Rate

2Parameters

0Security Types

1.177Sortino Ratio

2913Tradeable Dates

5436Trades

-2.115Treynor Ratio

0.48Win Rate

Muscular Light Brown Crocodile

3.371Net Profit

72.055PSR

1.976Sharpe Ratio

0Alpha

0Beta

10.485CAR

2.1Drawdown

-0.81Loss Rate

159Parameters

0Security Types

2.042Sortino Ratio

250Tradeable Dates

36Trades

0Treynor Ratio

1.2Win Rate


Community

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Retrospective Green Rat

0Net Profit

0PSR

0Sharpe Ratio

0Alpha

0Beta

0CAR

0Drawdown

0Loss Rate

131Parameters

0Security Types

7.9228162514264E+28Sortino Ratio

504Tradeable Dates

0Trades

0Treynor Ratio

0Win Rate

Logical Violet Barracuda

-31.875Net Profit

0.001PSR

-0.197Sharpe Ratio

-0.021Alpha

-0.011Beta

-3.38CAR

64.8Drawdown

-0.97Loss Rate

2Parameters

0Security Types

-0.217Sortino Ratio

2807Tradeable Dates

708Trades

1.964Treynor Ratio

1.9Win Rate

Post Recession

10.462Net Profit

91.297PSR

1.989Sharpe Ratio

0.057Alpha

0Beta

6.873CAR

1.5Drawdown

-0.39Loss Rate

160Parameters

0Security Types

2.735Sortino Ratio

3018Tradeable Dates

216Trades

233.917Treynor Ratio

0.44Win Rate

Alert Fluorescent Yellow Termite

588.802Net Profit

23.975PSR

0.876Sharpe Ratio

0.178Alpha

-0.08Beta

18.128CAR

33.4Drawdown

-0.37Loss Rate

2Parameters

0Security Types

1.177Sortino Ratio

2913Tradeable Dates

5436Trades

-2.115Treynor Ratio

0.48Win Rate

Muscular Light Brown Crocodile

3.371Net Profit

72.055PSR

1.976Sharpe Ratio

0Alpha

0Beta

10.485CAR

2.1Drawdown

-0.81Loss Rate

159Parameters

0Security Types

2.042Sortino Ratio

250Tradeable Dates

36Trades

0Treynor Ratio

1.2Win Rate

F_SHORT_ONLY

803.668Net Profit

85.157PSR

1.428Sharpe Ratio

0.214Alpha

-0.014Beta

24.613CAR

21.4Drawdown

-0.14Loss Rate

2Parameters

0Security Types

1.908Sortino Ratio

2828Tradeable Dates

10001Trades

-15.496Treynor Ratio

0.24Win Rate