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21.77Net Profit
0.196Sharpe Ratio
-0.011Alpha
0.524Beta
2.19CAR
38.6Drawdown
53Loss Rate
1Security Types
0.11922162129477Sortino Ratio
2289Tradeable Dates
172Trades
0.053Treynor Ratio
47Win Rate
Rob started the discussion MACD History / Rolling Window
Hello,
Rob started the discussion Issues with the SetHoldings Mechanism
Hi Everyone,
21.77Net Profit
0.196Sharpe Ratio
-0.011Alpha
0.524Beta
2.19CAR
38.6Drawdown
53Loss Rate
1Security Types
0.11922162129477Sortino Ratio
2289Tradeable Dates
172Trades
0.053Treynor Ratio
47Win Rate
Rob started the discussion MACD History / Rolling Window
Hello,
Rob started the discussion Issues with the SetHoldings Mechanism
Hi Everyone,