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.
0Parameters
1Security Types
0Tradeable Dates
8.153Net Profit
46.166PSR
0.201Sharpe Ratio
-0.059Alpha
0.536Beta
9.701CAR
11.6Drawdown
-0.1Loss Rate
0Parameters
1Security Types
212Tradeable Dates
867Trades
0.028Treynor Ratio
0.12Win Rate
30.232Net Profit
91.984PSR
2.093Sharpe Ratio
0.119Alpha
0.764Beta
40.932CAR
6.4Drawdown
-0.13Loss Rate
17Parameters
0Security Types
0Tradeable Dates
1257Trades
0.295Treynor Ratio
0.15Win Rate
0Parameters
1Security Types
0Tradeable Dates
8.153Net Profit
46.166PSR
0.201Sharpe Ratio
-0.059Alpha
0.536Beta
9.701CAR
11.6Drawdown
-0.1Loss Rate
0Parameters
1Security Types
212Tradeable Dates
867Trades
0.028Treynor Ratio
0.12Win Rate
30.232Net Profit
91.984PSR
2.093Sharpe Ratio
0.119Alpha
0.764Beta
40.932CAR
6.4Drawdown
-0.13Loss Rate
17Parameters
0Security Types
0Tradeable Dates
1257Trades
0.295Treynor Ratio
0.15Win Rate