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14265659.74Net Profit
77.814PSR
1.395Sharpe Ratio
0.417Alpha
0.591Beta
62.284CAR
45.2Drawdown
-0.24Loss Rate
48Parameters
0Security Types
2.747Sortino Ratio
6164Tradeable Dates
61513Trades
0.77Treynor Ratio
0.3Win Rate
22822968.099Net Profit
92.631PSR
1.382Sharpe Ratio
0.306Alpha
0.644Beta
46.145CAR
50.7Drawdown
-0.41Loss Rate
48Parameters
0Security Types
1.754Sortino Ratio
8252Tradeable Dates
36911Trades
0.524Treynor Ratio
0.51Win Rate
-2.999Net Profit
0PSR
-1.785Sharpe Ratio
-0.436Alpha
-1.375Beta
-97.539CAR
3.9Drawdown
-1.2Loss Rate
33Parameters
0Security Types
7.9228162514264E+28Sortino Ratio
3Tradeable Dates
15Trades
0.71Treynor Ratio
0.9Win Rate
Panda started the discussion Backtest Keeps Pausing and won't continue
Having an issue that in my backtests it's pausing on random dates and not continue forward, still...
Panda started the discussion Backtests don't include delisted stocks
Found a pretty big issue in my backtesting. Any stock that is delisted in the present day is not...
Panda left a comment in the discussion Backtests don't include delisted stocks
Thanks. I’m in the same boat though. I can’t think of a scenario where including this...
Panda left a comment in the discussion Backtests don't include delisted stocks
Can you expand on what you mean by non algo frameworks? Appreciate the answer!!
14265659.74Net Profit
77.814PSR
1.395Sharpe Ratio
0.417Alpha
0.591Beta
62.284CAR
45.2Drawdown
-0.24Loss Rate
48Parameters
0Security Types
2.747Sortino Ratio
6164Tradeable Dates
61513Trades
0.77Treynor Ratio
0.3Win Rate
22822968.099Net Profit
92.631PSR
1.382Sharpe Ratio
0.306Alpha
0.644Beta
46.145CAR
50.7Drawdown
-0.41Loss Rate
48Parameters
0Security Types
1.754Sortino Ratio
8252Tradeable Dates
36911Trades
0.524Treynor Ratio
0.51Win Rate
-2.999Net Profit
0PSR
-1.785Sharpe Ratio
-0.436Alpha
-1.375Beta
-97.539CAR
3.9Drawdown
-1.2Loss Rate
33Parameters
0Security Types
7.9228162514264E+28Sortino Ratio
3Tradeable Dates
15Trades
0.71Treynor Ratio
0.9Win Rate
Panda started the discussion Backtest Keeps Pausing and won't continue
Having an issue that in my backtests it's pausing on random dates and not continue forward, still...
Panda started the discussion Backtests don't include delisted stocks
Found a pretty big issue in my backtesting. Any stock that is delisted in the present day is not...
Panda left a comment in the discussion Backtests don't include delisted stocks
Hi Louis,
Panda left a comment in the discussion Backtests don't include delisted stocks
Thanks. I’m in the same boat though. I can’t think of a scenario where including this...
Panda left a comment in the discussion Backtests don't include delisted stocks
Can you expand on what you mean by non algo frameworks? Appreciate the answer!!
Panda started the discussion Screen Stocks based on Gap and Volume
I'm trying to create a universe filter to emulate what I was doing using pipeline in Quantopian...
Panda started the discussion AccumulateWithClassSelection for Universe Selection
Trying to use AccumulateWithClassSelection for course universe selection instead of...
Panda started the discussion Looking to Hire a Coder to translate old Quantopian Code to Quantconnect in Python
Are there any coders here or any recommendations on people who may be interested in translating...
Panda started the discussion Holdings amount not changing for stock splits?
Hi all,
Panda started the discussion How to allow partial shares trading?
I'm trying to allow my backtests to trade partial shares, but every time I try to run it assuming...
Panda started the discussion Volume data inconsistent from other sources
Looking into bugs in some algos I'm running and one of the common issues I'm seeing is that the...
Panda left a comment in the discussion Backtests don't include delisted stocks
Hi Louis,
1 years ago