We are pioneering the radical future for open-source quant finance. QuantConnect is the world's largest quant community, empowering 220,000 quants with a framework, data, and infrastructure for their investments.
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
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
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
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
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
Ronit left a comment in the discussion 6E, Minute The issue starts from Dec 1st, 2010; and continues until Dec 1st, 2011
Nice
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...
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...
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.
1.693Net 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
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
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
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
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
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
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
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
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
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
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
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!
Ronit left a comment in the discussion 6E, Minute The issue starts from Dec 1st, 2010; and continues until Dec 1st, 2011
Nice
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...
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...
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.
QuantConnect Boot Camp is a comprehensive educational program designed to help individuals learn algorithmic trading and quantitative finance using the QuantConnect platform.
Get this certificate by completing QuantConnect Boot Camp Courses
Ronit left a comment in the discussion Weird Backtest List Behavior Today
Hey Marc!
10 months ago