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Public Backtests (8)

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Determined Magenta Lion

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

Muscular Fluorescent Yellow Dolphin

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

Logical Violet Termite

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

Formal Blue Flamingo

-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

Creative Red Donkey

0Net Profit

0PSR

0Sharpe Ratio

0Alpha

0Beta

0CAR

0Drawdown

0Loss Rate

11Parameters

1Security Types

0Sortino Ratio

264Tradeable Dates

0Trades

0Treynor Ratio

0Win Rate


Community

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Pardhu started the discussion ETF Trend Following Algorithm to beat S&P 500 returns

Hello QuantConnect Community,

1 years ago

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...

1 years ago

Pardhu started the discussion Trend following algorithm backtest doesn't have lot of data

Hello Team,

1 years ago

Pardhu started the discussion Noise calculation for all US stocks

Hello All,

1 years ago

Determined Magenta Lion

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

Muscular Fluorescent Yellow Dolphin

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

Logical Violet Termite

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

Formal Blue Flamingo

-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

Creative Red Donkey

0Net Profit

0PSR

0Sharpe Ratio

0Alpha

0Beta

0CAR

0Drawdown

0Loss Rate

11Parameters

1Security Types

0Sortino Ratio

264Tradeable Dates

0Trades

0Treynor Ratio

0Win Rate

Well Dressed Yellow Rat

-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

Muscular Apricot Pig

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

Upgraded Green Caribou

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,

1 years ago

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...

1 years ago

Pardhu started the discussion Trend following algorithm backtest doesn't have lot of data

Hello Team,

1 years ago

Pardhu started the discussion Noise calculation for all US stocks

Hello All,

1 years ago