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963.801Net Profit
0.341PSR
0.555Sharpe Ratio
0.039Alpha
0.786Beta
10.609CAR
32.9Drawdown
51Loss Rate
28Parameters
1Security Types
0.0773Sortino Ratio
5895Tradeable Dates
1191Trades
0.108Treynor Ratio
49Win Rate
323.51Net Profit
0.347PSR
0.475Sharpe Ratio
0.011Alpha
0.775Beta
8.668CAR
48Drawdown
-2.14Loss Rate
17Parameters
1Security Types
4367Tradeable Dates
461Trades
0.092Treynor Ratio
2.21Win Rate
0Net Profit
0PSR
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
1Parameters
0Security Types
7.9228162514264E+28Sortino Ratio
3022Tradeable Dates
0Trades
0Treynor Ratio
0Win Rate
-0.33Net Profit
2.47PSR
-0.584Sharpe Ratio
-0.002Alpha
0.007Beta
-0.31CAR
0.4Drawdown
-0.01Loss Rate
14Parameters
1Security Types
-0.928Sortino Ratio
266Tradeable Dates
363Trades
-0.307Treynor Ratio
0.01Win Rate
0Net Profit
0PSR
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
11Parameters
1Security Types
0Sortino Ratio
264Tradeable Dates
0Trades
0Treynor Ratio
0Win Rate
Pardhu started the discussion ETF Trend Following Algorithm to beat S&P 500 returns
Hello QuantConnect Community,
Pardhu started the discussion Trend following futures strategy Nasdaq 100 futures
Hello team i am trying to test trend following strategy for Nasdaq 100 futures and i am not getting...
Pardhu started the discussion Trend following algorithm backtest doesn't have lot of data
Hello Team,
Pardhu started the discussion Noise calculation for all US stocks
Hello All,
963.801Net Profit
0.341PSR
0.555Sharpe Ratio
0.039Alpha
0.786Beta
10.609CAR
32.9Drawdown
51Loss Rate
28Parameters
1Security Types
0.0773Sortino Ratio
5895Tradeable Dates
1191Trades
0.108Treynor Ratio
49Win Rate
323.51Net Profit
0.347PSR
0.475Sharpe Ratio
0.011Alpha
0.775Beta
8.668CAR
48Drawdown
-2.14Loss Rate
17Parameters
1Security Types
4367Tradeable Dates
461Trades
0.092Treynor Ratio
2.21Win Rate
0Net Profit
0PSR
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
1Parameters
0Security Types
7.9228162514264E+28Sortino Ratio
3022Tradeable Dates
0Trades
0Treynor Ratio
0Win Rate
-0.33Net Profit
2.47PSR
-0.584Sharpe Ratio
-0.002Alpha
0.007Beta
-0.31CAR
0.4Drawdown
-0.01Loss Rate
14Parameters
1Security Types
-0.928Sortino Ratio
266Tradeable Dates
363Trades
-0.307Treynor Ratio
0.01Win Rate
0Net Profit
0PSR
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
11Parameters
1Security Types
0Sortino Ratio
264Tradeable Dates
0Trades
0Treynor Ratio
0Win Rate
-0.442Net Profit
1.897PSR
-0.252Sharpe Ratio
-0.002Alpha
0.008Beta
-0.215CAR
1.5Drawdown
0Loss Rate
7Parameters
1Security Types
-0.486Sortino Ratio
0Tradeable Dates
5Trades
-0.193Treynor Ratio
0Win Rate
0Net Profit
0PSR
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
0Parameters
0Security Types
7.9228162514264E+28Sortino Ratio
310Tradeable Dates
0Trades
0Treynor Ratio
0Win Rate
0Net Profit
0PSR
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
0Parameters
1Security Types
7.9228162514264E+28Sortino Ratio
4574Tradeable Dates
0Trades
0Treynor Ratio
0Win Rate
Pardhu started the discussion ETF Trend Following Algorithm to beat S&P 500 returns
Hello QuantConnect Community,
Pardhu started the discussion Trend following futures strategy Nasdaq 100 futures
Hello team i am trying to test trend following strategy for Nasdaq 100 futures and i am not getting...
Pardhu started the discussion Trend following algorithm backtest doesn't have lot of data
Hello Team,
Pardhu started the discussion Noise calculation for all US stocks
Hello All,