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13.823Net Profit
35.586PSR
0.411Sharpe Ratio
-0.002Alpha
0.898Beta
16.467CAR
20.1Drawdown
-0.67Loss Rate
0Parameters
0Security Types
0Tradeable Dates
293Trades
0.084Treynor Ratio
0.9Win Rate
13.823Net Profit
35.586PSR
0.411Sharpe Ratio
-0.002Alpha
0.898Beta
16.467CAR
20.1Drawdown
-0.67Loss Rate
0Parameters
0Security Types
0Tradeable Dates
293Trades
0.084Treynor Ratio
0.9Win Rate
Sachin left a comment in the discussion [Update] Dividends, Splits and Custom Price Normalization
How does DataNormalizationMode.TotalReturn mode handle splits? With quantity or price?
Sachin left a comment in the discussion [Update] Dividends, Splits and Custom Price Normalization
How does DataNormalizationMode.TotalReturn mode handle splits? With quantity or price?
4 months ago