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Public Backtests (1)

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Fat Violet Guanaco

59.105Net Profit

0.194PSR

0.286Sharpe Ratio

-0.017Alpha

0.47Beta

4.21CAR

38.1Drawdown

0Loss Rate

0Parameters

0Security Types

0.313Sortino Ratio

2834Tradeable Dates

132Trades

0.081Treynor Ratio

0Win Rate


Community

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Patrick left a comment in the discussion Machine Learning - LSTM

for me, after training LSTM 10 mins, the kernal dead...

4 years ago

Fat Violet Guanaco

59.105Net Profit

0.194PSR

0.286Sharpe Ratio

-0.017Alpha

0.47Beta

4.21CAR

38.1Drawdown

0Loss Rate

0Parameters

0Security Types

0.313Sortino Ratio

2834Tradeable Dates

132Trades

0.081Treynor Ratio

0Win Rate

Patrick left a comment in the discussion Machine Learning - LSTM

for me, after training LSTM 10 mins, the kernal dead...

4 years ago