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Public Backtests (3)

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Measured Black Horse

0Parameters

1Security Types

0Tradeable Dates

Focused Fluorescent Yellow Chinchilla

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

Muscular Sky Blue Pony

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


Community

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Measured Black Horse

0Parameters

1Security Types

0Tradeable Dates

Focused Fluorescent Yellow Chinchilla

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

Muscular Sky Blue Pony

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