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Public Backtests (3)

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Calm Black Jackal

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

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 return

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


Community

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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

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...

6 years ago

Calm Black Jackal

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

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 return

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...

6 years ago

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...

6 years ago