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Public Backtests (3)
View More29.144Net Profit
56.814PSR
1.303Sharpe Ratio
0.01Alpha
1.705Beta
22.72CAR
18.2Drawdown
-0.25Loss Rate
17Parameters
0Security Types
1.357Sortino Ratio
314Tradeable Dates
60Trades
0.147Treynor Ratio
0.25Win Rate
0.555Net Profit
97.248PSR
7.295Sharpe Ratio
0.113Alpha
0.262Beta
11.223CAR
0.3Drawdown
0Loss Rate
0Parameters
0Security Types
7.9228162514264E+28Sortino Ratio
12Tradeable Dates
12Trades
0.47Treynor Ratio
0Win Rate
0.555Net Profit
97.248PSR
7.295Sharpe Ratio
0.113Alpha
0.262Beta
11.223CAR
0.3Drawdown
0Loss Rate
0Parameters
0Security Types
7.9228162514264E+28Sortino Ratio
12Tradeable Dates
12Trades
0.47Treynor Ratio
0Win Rate
Community
View Moreplayer started the discussion Options Margin Calculation -Cash Covered Puts
https://www.quantconnect.com/terminal/processCache/?request=embedded_backtest_58ca1040e9b3648370fab1...
player left a comment in the discussion Short Interest Data
Derek I just stumbled upon this post, and you deserve a huge thank you.THANK YOU!!! That's all!
29.144Net Profit
56.814PSR
1.303Sharpe Ratio
0.01Alpha
1.705Beta
22.72CAR
18.2Drawdown
-0.25Loss Rate
17Parameters
0Security Types
1.357Sortino Ratio
314Tradeable Dates
60Trades
0.147Treynor Ratio
0.25Win Rate
0.555Net Profit
97.248PSR
7.295Sharpe Ratio
0.113Alpha
0.262Beta
11.223CAR
0.3Drawdown
0Loss Rate
0Parameters
0Security Types
7.9228162514264E+28Sortino Ratio
12Tradeable Dates
12Trades
0.47Treynor Ratio
0Win Rate
0.555Net Profit
97.248PSR
7.295Sharpe Ratio
0.113Alpha
0.262Beta
11.223CAR
0.3Drawdown
0Loss Rate
0Parameters
0Security Types
7.9228162514264E+28Sortino Ratio
12Tradeable Dates
12Trades
0.47Treynor Ratio
0Win Rate
player started the discussion Options Margin Calculation -Cash Covered Puts
https://www.quantconnect.com/terminal/processCache/?request=embedded_backtest_58ca1040e9b3648370fab1...
player left a comment in the discussion Options Margin Calculation -Cash Covered Puts
This doesn't seem to work. Still got margin called on a cash account? I'll post simplified backtest...
player left a comment in the discussion Short Interest Data
Derek I just stumbled upon this post, and you deserve a huge thank you.THANK YOU!!! That's all!
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player left a comment in the discussion Options Margin Calculation -Cash Covered Puts
This doesn't seem to work. Still got margin called on a cash account? I'll post simplified backtest...
3 years ago