Rupert Johnes
Quant
Date Joined
14th November, 2022
Bootcamp progress
41% Complete
Achievements
Backtester
Run at least 100 backtests on QuantConnect's cloud.
2022-11-26 01:17:47
Python Programming
Choose Python as your preferred programming language.
2022-11-14 14:19:53
Boot Camp Private
Complete a beginner bootcamp in the algorithm lab.
2022-11-15 15:31:36
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Activity on QuantConnect
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Public Backtests (5)
View More3.489Net Profit
10.525PSR
0.285Sharpe Ratio
0.008Alpha
0.034Beta
1.661CAR
8.3Drawdown
-0.41Loss Rate
18Parameters
0Security Types
0.506Sortino Ratio
649Tradeable Dates
478Trades
0.365Treynor Ratio
0.8Win Rate
3.489Net Profit
10.525PSR
0.285Sharpe Ratio
0.008Alpha
0.034Beta
1.661CAR
8.3Drawdown
-0.41Loss Rate
19Parameters
0Security Types
0.506Sortino Ratio
649Tradeable Dates
478Trades
0.365Treynor Ratio
0.8Win Rate
2.834Net Profit
8.147PSR
0.196Sharpe Ratio
0.008Alpha
0.023Beta
1.351CAR
9.8Drawdown
-0.02Loss Rate
18Parameters
0Security Types
0.308Sortino Ratio
649Tradeable Dates
4Trades
0.469Treynor Ratio
0Win Rate
0Net Profit
0PSR
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
18Parameters
0Security Types
7.9228162514264E+28Sortino Ratio
6591Tradeable Dates
0Trades
0Treynor Ratio
0Win Rate
-0.418Net Profit
9.89PSR
-0.033Sharpe Ratio
0.006Alpha
-0.039Beta
-0.386CAR
5.8Drawdown
-0.41Loss Rate
18Parameters
0Security Types
-0.111Sortino Ratio
336Tradeable Dates
304Trades
0.04Treynor Ratio
0.79Win Rate
Community
View MoreRupert started the discussion Can't figure out how to plot 1h candles
I have created a new chart in Initialize and added new series to that chart. I can successfully...
3.489Net Profit
10.525PSR
0.285Sharpe Ratio
0.008Alpha
0.034Beta
1.661CAR
8.3Drawdown
-0.41Loss Rate
18Parameters
0Security Types
0.506Sortino Ratio
649Tradeable Dates
478Trades
0.365Treynor Ratio
0.8Win Rate
3.489Net Profit
10.525PSR
0.285Sharpe Ratio
0.008Alpha
0.034Beta
1.661CAR
8.3Drawdown
-0.41Loss Rate
19Parameters
0Security Types
0.506Sortino Ratio
649Tradeable Dates
478Trades
0.365Treynor Ratio
0.8Win Rate
2.834Net Profit
8.147PSR
0.196Sharpe Ratio
0.008Alpha
0.023Beta
1.351CAR
9.8Drawdown
-0.02Loss Rate
18Parameters
0Security Types
0.308Sortino Ratio
649Tradeable Dates
4Trades
0.469Treynor Ratio
0Win Rate
0Net Profit
0PSR
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
18Parameters
0Security Types
7.9228162514264E+28Sortino Ratio
6591Tradeable Dates
0Trades
0Treynor Ratio
0Win Rate
-0.418Net Profit
9.89PSR
-0.033Sharpe Ratio
0.006Alpha
-0.039Beta
-0.386CAR
5.8Drawdown
-0.41Loss Rate
18Parameters
0Security Types
-0.111Sortino Ratio
336Tradeable Dates
304Trades
0.04Treynor Ratio
0.79Win Rate
Rupert started the discussion Can't figure out how to plot 1h candles
I have created a new chart in Initialize and added new series to that chart. I can successfully...
Rupert left a comment in the discussion Stop Loss/ Take profit strategy
from datetime import timedelta from AlgorithmImports import * STOCK = "SPY" class...
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Rupert left a comment in the discussion Stop Loss/ Take profit strategy
from datetime import timedelta from AlgorithmImports import * STOCK = "SPY" class...
2 years ago