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-0.022Net Profit
1.216PSR
-7.882Sharpe Ratio
0Alpha
0Beta
-1.709CAR
0Drawdown
0Loss Rate
7Parameters
0Security Types
7.9228162514264E+28Sortino Ratio
5Tradeable Dates
1Trades
0Treynor Ratio
0Win Rate
0Net Profit
0PSR
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
1Parameters
0Security Types
7.9228162514264E+28Sortino Ratio
10Tradeable Dates
0Trades
0Treynor Ratio
0Win Rate
-0.333Net Profit
14.218PSR
-6.605Sharpe Ratio
0Alpha
0Beta
-22.886CAR
0.5Drawdown
0Loss Rate
5Parameters
0Security Types
7.9228162514264E+28Sortino Ratio
5Tradeable Dates
2Trades
0Treynor Ratio
15.98Win Rate
Rocco started the discussion Issues with Index Options: Zero DTE and Fills at Stale Price
Dear QuantConnect team,
Rocco left a comment in the discussion Issues with Index Options: Zero DTE and Fills at Stale Price
Hi Varad,
Rocco left a comment in the discussion Issues with Index Options: Zero DTE and Fills at Stale Price
Thank you Louis,
-0.022Net Profit
1.216PSR
-7.882Sharpe Ratio
0Alpha
0Beta
-1.709CAR
0Drawdown
0Loss Rate
7Parameters
0Security Types
7.9228162514264E+28Sortino Ratio
5Tradeable Dates
1Trades
0Treynor Ratio
0Win Rate
0Net Profit
0PSR
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
1Parameters
0Security Types
7.9228162514264E+28Sortino Ratio
10Tradeable Dates
0Trades
0Treynor Ratio
0Win Rate
-0.333Net Profit
14.218PSR
-6.605Sharpe Ratio
0Alpha
0Beta
-22.886CAR
0.5Drawdown
0Loss Rate
5Parameters
0Security Types
7.9228162514264E+28Sortino Ratio
5Tradeable Dates
2Trades
0Treynor Ratio
15.98Win Rate
Rocco left a comment in the discussion Issues with Index Options: Zero DTE and Fills at Stale Price
Hi Louis,
Rocco started the discussion Issues with Index Options: Zero DTE and Fills at Stale Price
Dear QuantConnect team,
Rocco left a comment in the discussion Issues with Index Options: Zero DTE and Fills at Stale Price
Hi Varad,
Rocco left a comment in the discussion Issues with Index Options: Zero DTE and Fills at Stale Price
Thank you Louis,
Rocco left a comment in the discussion Issues with Index Options: Zero DTE and Fills at Stale Price
Hi Louis,
2 years ago