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.
3057.588Net Profit
8.569PSR
0.781Sharpe Ratio
0.215Alpha
0.883Beta
31.632CAR
55.4Drawdown
42Loss Rate
0Parameters
1Security Types
0.0367Sortino Ratio
3158Tradeable Dates
1875Trades
0.342Treynor Ratio
58Win Rate
-83.024Net Profit
0PSR
-2.67Sharpe Ratio
-0.709Alpha
0.231Beta
-82.941CAR
83.8Drawdown
-0.99Loss Rate
14Parameters
0Security Types
-3.403Sortino Ratio
253Tradeable Dates
1008Trades
-3.01Treynor Ratio
0.7Win Rate
RyanB left a comment in the discussion Enhanced Charting for Quantitative Analysis
Excellent!
3057.588Net Profit
8.569PSR
0.781Sharpe Ratio
0.215Alpha
0.883Beta
31.632CAR
55.4Drawdown
42Loss Rate
0Parameters
1Security Types
0.0367Sortino Ratio
3158Tradeable Dates
1875Trades
0.342Treynor Ratio
58Win Rate
-83.024Net Profit
0PSR
-2.67Sharpe Ratio
-0.709Alpha
0.231Beta
-82.941CAR
83.8Drawdown
-0.99Loss Rate
14Parameters
0Security Types
-3.403Sortino Ratio
253Tradeable Dates
1008Trades
-3.01Treynor Ratio
0.7Win Rate
RyanB left a comment in the discussion Enhanced Charting for Quantitative Analysis
RyanB left a comment in the discussion Enhanced Charting for Quantitative Analysis
Excellent!
RyanB left a comment in the discussion Enhanced Charting for Quantitative Analysis
9 months ago