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Public Backtests (1)

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Crying Violet Dragonfly

207.983Net Profit

2.072PSR

0.491Sharpe Ratio

0.388Alpha

0.388Beta

9.074CAR

86.9Drawdown

-12.12Loss Rate

37Parameters

1Security Types

0.193Sortino Ratio

3260Tradeable Dates

143Trades

-0.285Treynor Ratio

25.39Win Rate


Community

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Raymond left a comment in the discussion Amazing returns = superior stock selection strategy + superior in & out strategy

Hi Guy, 

3 years ago

Crying Violet Dragonfly

207.983Net Profit

2.072PSR

0.491Sharpe Ratio

0.388Alpha

0.388Beta

9.074CAR

86.9Drawdown

-12.12Loss Rate

37Parameters

1Security Types

0.193Sortino Ratio

3260Tradeable Dates

143Trades

-0.285Treynor Ratio

25.39Win Rate

Raymond left a comment in the discussion Amazing returns = superior stock selection strategy + superior in & out strategy

Hi Guy, 

3 years ago