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Testing update

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Public Backtests (12)

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Geeky Red Bat

1.693Net Profit

67.609PSR

8.857Sharpe Ratio

-0.004Alpha

0.997Beta

271.627CAR

2.2Drawdown

0Loss Rate

0Parameters

0Security Types

5Tradeable Dates

1Trades

1.971Treynor Ratio

0Win Rate

Creative Sky Blue Guanaco

1.693Net Profit

67.609PSR

8.857Sharpe Ratio

-0.004Alpha

0.997Beta

271.627CAR

2.2Drawdown

0Loss Rate

0Parameters

0Security Types

5Tradeable Dates

1Trades

1.971Treynor Ratio

0Win Rate

Calm Apricot Monkey

32.199Net Profit

74.443PSR

0.945Sharpe Ratio

-0.017Alpha

0.745Beta

20.325CAR

10.1Drawdown

0Loss Rate

0Parameters

1Security Types

1.257Sortino Ratio

378Tradeable Dates

3Trades

0.115Treynor Ratio

0Win Rate

Adaptable Fluorescent Pink Fish

1.929Net Profit

70.322PSR

13.191Sharpe Ratio

1.111Alpha

0.988Beta

345.61CAR

1.9Drawdown

0Loss Rate

0Parameters

0Security Types

5Tradeable Dates

3Trades

3.101Treynor Ratio

0Win Rate

Crawling Fluorescent Yellow Goshawk

32.54Net Profit

71.717PSR

0.891Sharpe Ratio

-0.02Alpha

0.741Beta

20.53CAR

10.2Drawdown

0Loss Rate

0Parameters

1Security Types

1.185Sortino Ratio

378Tradeable Dates

3Trades

0.111Treynor Ratio

0Win Rate


Community

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Ronit left a comment in the discussion Weird Backtest List Behavior Today

Hey Marc! 

10 months ago

Ronit left a comment in the discussion 6E, Minute The issue starts from Dec 1st, 2010; and continues until Dec 1st, 2011

Nice

11 months ago

Ronit left a comment in the discussion Local Platform issues

Hey, thanks for reporting the issue. Can you please share the debug logs file using the...

1 years ago

Ronit left a comment in the discussion Missing Docker container

Hey, thanks for reporting the issue and sorry for the delay in response. Are you still facing the...

1 years ago

Ronit left a comment in the discussion New --pdf option doesn't work with Lean CLI

Hey, thanks for reporting the issue. Can you please update to the latest lean image.

1 years ago

Geeky Red Bat

1.693Net Profit

67.609PSR

8.857Sharpe Ratio

-0.004Alpha

0.997Beta

271.627CAR

2.2Drawdown

0Loss Rate

0Parameters

0Security Types

5Tradeable Dates

1Trades

1.971Treynor Ratio

0Win Rate

Creative Sky Blue Guanaco

1.693Net Profit

67.609PSR

8.857Sharpe Ratio

-0.004Alpha

0.997Beta

271.627CAR

2.2Drawdown

0Loss Rate

0Parameters

0Security Types

5Tradeable Dates

1Trades

1.971Treynor Ratio

0Win Rate

Calm Apricot Monkey

32.199Net Profit

74.443PSR

0.945Sharpe Ratio

-0.017Alpha

0.745Beta

20.325CAR

10.1Drawdown

0Loss Rate

0Parameters

1Security Types

1.257Sortino Ratio

378Tradeable Dates

3Trades

0.115Treynor Ratio

0Win Rate

Adaptable Fluorescent Pink Fish

1.929Net Profit

70.322PSR

13.191Sharpe Ratio

1.111Alpha

0.988Beta

345.61CAR

1.9Drawdown

0Loss Rate

0Parameters

0Security Types

5Tradeable Dates

3Trades

3.101Treynor Ratio

0Win Rate

Crawling Fluorescent Yellow Goshawk

32.54Net Profit

71.717PSR

0.891Sharpe Ratio

-0.02Alpha

0.741Beta

20.53CAR

10.2Drawdown

0Loss Rate

0Parameters

1Security Types

1.185Sortino Ratio

378Tradeable Dates

3Trades

0.111Treynor Ratio

0Win Rate

PensiveSkyBlueParrot

121.88Net Profit

1.184PSR

0.325Sharpe Ratio

-0.025Alpha

1.066Beta

8.28CAR

40.7Drawdown

0Loss Rate

0Parameters

0Security Types

2521Tradeable Dates

3Trades

0.053Treynor Ratio

0Win Rate

Dancing Blue Falcon

1.927Net Profit

70.326PSR

13.181Sharpe Ratio

1.108Alpha

0.987Beta

345.008CAR

1.9Drawdown

0Loss Rate

3Parameters

0Security Types

5Tradeable Dates

3Trades

3.098Treynor Ratio

0Win Rate

Crying Yellow Hornet

24.784Net Profit

47.526PSR

0.568Sharpe Ratio

-0.063Alpha

0.797Beta

15.869CAR

10.3Drawdown

0Loss Rate

3Parameters

0Security Types

376Tradeable Dates

3Trades

0.08Treynor Ratio

0Win Rate

Logical Red Orange Buffalo

18.78Net Profit

32.799PSR

0.364Sharpe Ratio

-0.013Alpha

0.799Beta

12.106CAR

16.2Drawdown

0Loss Rate

3Parameters

0Security Types

379Tradeable Dates

3Trades

0.056Treynor Ratio

0Win Rate

Alert Fluorescent Orange Chinchilla

1.928Net Profit

70.322PSR

13.186Sharpe Ratio

1.11Alpha

0.987Beta

345.35CAR

1.9Drawdown

0Loss Rate

3Parameters

0Security Types

5Tradeable Dates

3Trades

3.1Treynor Ratio

0Win Rate

Retrospective Sky Blue Rabbit

1.928Net Profit

70.322PSR

13.185Sharpe Ratio

1.11Alpha

0.987Beta

345.367CAR

1.9Drawdown

0Loss Rate

3Parameters

0Security Types

5Tradeable Dates

3Trades

3.1Treynor Ratio

0Win Rate

Retrospective Red Orange Termite

7.872Net Profit

11.007PSR

0.262Sharpe Ratio

0.025Alpha

0.826Beta

4.11CAR

22.7Drawdown

0Loss Rate

3Parameters

1Security Types

0Sortino Ratio

474Tradeable Dates

3Trades

0.046Treynor Ratio

0Win Rate

Ronit left a comment in the discussion Weird Backtest List Behavior Today

Hey Marc! 

10 months ago

Ronit left a comment in the discussion 6E, Minute The issue starts from Dec 1st, 2010; and continues until Dec 1st, 2011

Nice

11 months ago

Ronit left a comment in the discussion Local Platform issues

Hey, thanks for reporting the issue. Can you please share the debug logs file using the...

1 years ago

Ronit left a comment in the discussion Missing Docker container

Hey, thanks for reporting the issue and sorry for the delay in response. Are you still facing the...

1 years ago

Ronit left a comment in the discussion New --pdf option doesn't work with Lean CLI

Hey, thanks for reporting the issue. Can you please update to the latest lean image.

1 years ago

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