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Public Backtests (2)

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Creative Green Lion

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

Focused Green Pony

-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


Community

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RyanB left a comment in the discussion Enhanced Charting for Quantitative Analysis

8 months ago

RyanB left a comment in the discussion Enhanced Charting for Quantitative Analysis

Excellent! 

8 months ago

Creative Green Lion

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

Focused Green Pony

-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

8 months ago

RyanB left a comment in the discussion Enhanced Charting for Quantitative Analysis

Excellent! 

8 months ago