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24.363Net Profit
2.292Sharpe Ratio
-7.879Alpha
748.802Beta
1202.843CAR
37.4Drawdown
43Loss Rate
1Security Types
0.017554926731358Sortino Ratio
31Tradeable Dates
352Trades
0.003Treynor Ratio
57Win Rate
57.287Net Profit
5.178Sharpe Ratio
8.167Alpha
-323.793Beta
20596.233CAR
34.1Drawdown
45Loss Rate
1Security Types
0.19448979021703Sortino Ratio
31Tradeable Dates
377Trades
-0.012Treynor Ratio
55Win Rate
80.382Net Profit
4.091Sharpe Ratio
2.609Alpha
210.402Beta
103765.185CAR
38.3Drawdown
46Loss Rate
1Security Types
0.21357969809415Sortino Ratio
31Tradeable Dates
377Trades
0.026Treynor Ratio
54Win Rate
Ronald left a comment in the discussion How to attempt a limit order, then cancel and make a market order
Thanks mate, saved me some time :). It probably nets you some loss since you don't check...
24.363Net Profit
2.292Sharpe Ratio
-7.879Alpha
748.802Beta
1202.843CAR
37.4Drawdown
43Loss Rate
1Security Types
0.017554926731358Sortino Ratio
31Tradeable Dates
352Trades
0.003Treynor Ratio
57Win Rate
57.287Net Profit
5.178Sharpe Ratio
8.167Alpha
-323.793Beta
20596.233CAR
34.1Drawdown
45Loss Rate
1Security Types
0.19448979021703Sortino Ratio
31Tradeable Dates
377Trades
-0.012Treynor Ratio
55Win Rate
80.382Net Profit
4.091Sharpe Ratio
2.609Alpha
210.402Beta
103765.185CAR
38.3Drawdown
46Loss Rate
1Security Types
0.21357969809415Sortino Ratio
31Tradeable Dates
377Trades
0.026Treynor Ratio
54Win Rate
Ronald left a comment in the discussion How to attempt a limit order, then cancel and make a market order
Actually, just realized looking back at this, your closing limit sell order is set to security...
Ronald left a comment in the discussion How to attempt a limit order, then cancel and make a market order
Thanks mate, saved me some time :). It probably nets you some loss since you don't check...
Ronald left a comment in the discussion How to attempt a limit order, then cancel and make a market order
Actually, just realized looking back at this, your closing limit sell order is set to security...
6 years ago