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Public Backtests (52)

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Energetic Red Dog

215.535Net Profit

55.368PSR

0.924Sharpe Ratio

0.108Alpha

0.165Beta

21.166CAR

22.5Drawdown

-1.06Loss Rate

41Parameters

0Security Types

1506Tradeable Dates

102Trades

0.758Treynor Ratio

5.32Win Rate

Pensive Violet Dinosaur

754.344Net Profit

67.388PSR

1.21Sharpe Ratio

0.256Alpha

0.323Beta

43.107CAR

34.1Drawdown

-2.13Loss Rate

41Parameters

0Security Types

1506Tradeable Dates

102Trades

0.902Treynor Ratio

10.7Win Rate

Calculating Tan Panda

8584.569Net Profit

82.19PSR

1.75Sharpe Ratio

0.768Alpha

0.771Beta

110.83CAR

51.6Drawdown

-5.35Loss Rate

41Parameters

0Security Types

1506Tradeable Dates

102Trades

1.103Treynor Ratio

26.78Win Rate

Emotional Apricot Pelican

5127.824Net Profit

73.161PSR

1.554Sharpe Ratio

0.66Alpha

0.673Beta

93.688CAR

46.1Drawdown

-7Loss Rate

41Parameters

0Security Types

1506Tradeable Dates

127Trades

1.087Treynor Ratio

21.77Win Rate

Smooth Red Orange Chicken

754.344Net Profit

67.388PSR

1.21Sharpe Ratio

0.256Alpha

0.323Beta

43.107CAR

34.1Drawdown

-2.13Loss Rate

38Parameters

0Security Types

1506Tradeable Dates

102Trades

0.902Treynor Ratio

10.7Win Rate


Community

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Energetic Red Dog

215.535Net Profit

55.368PSR

0.924Sharpe Ratio

0.108Alpha

0.165Beta

21.166CAR

22.5Drawdown

-1.06Loss Rate

41Parameters

0Security Types

1506Tradeable Dates

102Trades

0.758Treynor Ratio

5.32Win Rate

Pensive Violet Dinosaur

754.344Net Profit

67.388PSR

1.21Sharpe Ratio

0.256Alpha

0.323Beta

43.107CAR

34.1Drawdown

-2.13Loss Rate

41Parameters

0Security Types

1506Tradeable Dates

102Trades

0.902Treynor Ratio

10.7Win Rate

Calculating Tan Panda

8584.569Net Profit

82.19PSR

1.75Sharpe Ratio

0.768Alpha

0.771Beta

110.83CAR

51.6Drawdown

-5.35Loss Rate

41Parameters

0Security Types

1506Tradeable Dates

102Trades

1.103Treynor Ratio

26.78Win Rate

Emotional Apricot Pelican

5127.824Net Profit

73.161PSR

1.554Sharpe Ratio

0.66Alpha

0.673Beta

93.688CAR

46.1Drawdown

-7Loss Rate

41Parameters

0Security Types

1506Tradeable Dates

127Trades

1.087Treynor Ratio

21.77Win Rate

Smooth Red Orange Chicken

754.344Net Profit

67.388PSR

1.21Sharpe Ratio

0.256Alpha

0.323Beta

43.107CAR

34.1Drawdown

-2.13Loss Rate

38Parameters

0Security Types

1506Tradeable Dates

102Trades

0.902Treynor Ratio

10.7Win Rate

Pensive Yellow Koala

215.535Net Profit

55.368PSR

0.924Sharpe Ratio

0.108Alpha

0.165Beta

21.166CAR

22.5Drawdown

-1.06Loss Rate

38Parameters

0Security Types

1506Tradeable Dates

102Trades

0.758Treynor Ratio

5.32Win Rate

Pensive Black Dolphin

8584.569Net Profit

82.19PSR

1.75Sharpe Ratio

0.768Alpha

0.771Beta

110.83CAR

51.6Drawdown

-5.35Loss Rate

38Parameters

0Security Types

1506Tradeable Dates

102Trades

1.103Treynor Ratio

26.78Win Rate

Pensive Green Manatee

737.049Net Profit

60.371PSR

1.147Sharpe Ratio

0.256Alpha

0.357Beta

42.709CAR

31.7Drawdown

-2.68Loss Rate

52Parameters

0Security Types

1504Tradeable Dates

184Trades

0.822Treynor Ratio

5.97Win Rate

Formal Blue Bat

3603.743Net Profit

57.647PSR

1.364Sharpe Ratio

0.613Alpha

0.871Beta

83.046CAR

70.9Drawdown

-7.19Loss Rate

42Parameters

0Security Types

1504Tradeable Dates

114Trades

0.808Treynor Ratio

19.75Win Rate

Adaptable Green Caribou

2608.399Net Profit

49.586PSR

1.245Sharpe Ratio

0.557Alpha

0.747Beta

73.703CAR

67.6Drawdown

-7.69Loss Rate

42Parameters

0Security Types

1504Tradeable Dates

152Trades

0.851Treynor Ratio

23.11Win Rate

Jumping Fluorescent Pink Hornet

2608.399Net Profit

49.586PSR

1.245Sharpe Ratio

0.557Alpha

0.747Beta

73.703CAR

67.6Drawdown

-7.69Loss Rate

42Parameters

0Security Types

1504Tradeable Dates

152Trades

0.851Treynor Ratio

23.11Win Rate

Hipster Sky Blue Owl

190.668Net Profit

11.181PSR

0.567Sharpe Ratio

0.115Alpha

0.19Beta

19.554CAR

32.7Drawdown

-5.46Loss Rate

0Parameters

0Security Types

1504Tradeable Dates

83Trades

0.713Treynor Ratio

12.24Win Rate

Measured Yellow Frog

597.521Net Profit

47.364PSR

1.015Sharpe Ratio

0.231Alpha

0.341Beta

38.419CAR

32.9Drawdown

-3Loss Rate

50Parameters

0Security Types

1504Tradeable Dates

102Trades

0.783Treynor Ratio

11.69Win Rate

Creative Sky Blue Caterpillar

596.021Net Profit

47.226PSR

1.014Sharpe Ratio

0.231Alpha

0.341Beta

38.369CAR

33.4Drawdown

-3.02Loss Rate

40Parameters

0Security Types

1504Tradeable Dates

102Trades

0.782Treynor Ratio

11.7Win Rate

Well Dressed Blue Rabbit

42.066Net Profit

7.499PSR

0.214Sharpe Ratio

0.003Alpha

0.142Beta

6.053CAR

19.1Drawdown

-1.56Loss Rate

40Parameters

0Security Types

1504Tradeable Dates

112Trades

0.13Treynor Ratio

2.51Win Rate

Crawling Light Brown Zebra

1996.931Net Profit

29.538PSR

1.174Sharpe Ratio

0.828Alpha

1.926Beta

66.42CAR

90.6Drawdown

-12.4Loss Rate

40Parameters

0Security Types

1504Tradeable Dates

81Trades

0.535Treynor Ratio

57.41Win Rate

Calm Brown Pelican

16776.574Net Profit

56.201PSR

1.824Sharpe Ratio

1.658Alpha

1.652Beta

135.941CAR

90.6Drawdown

-15.07Loss Rate

40Parameters

0Security Types

1504Tradeable Dates

102Trades

1.109Treynor Ratio

58.45Win Rate

Well Dressed Fluorescent Pink Galago

202.284Net Profit

10.192PSR

0.534Sharpe Ratio

0.117Alpha

0.454Beta

20.341CAR

62.1Drawdown

-6.46Loss Rate

40Parameters

0Security Types

1504Tradeable Dates

91Trades

0.363Treynor Ratio

13.8Win Rate

Logical Asparagus Dog

175.396Net Profit

42.944PSR

0.801Sharpe Ratio

0.085Alpha

0.216Beta

18.479CAR

15Drawdown

-3.2Loss Rate

40Parameters

0Security Types

1504Tradeable Dates

104Trades

0.498Treynor Ratio

4.22Win Rate

Adaptable Black Butterfly

175.396Net Profit

42.944PSR

0.801Sharpe Ratio

0.085Alpha

0.216Beta

18.479CAR

15Drawdown

-3.2Loss Rate

40Parameters

0Security Types

1504Tradeable Dates

104Trades

0.498Treynor Ratio

4.22Win Rate

Retrospective Black Guanaco

183.569Net Profit

6.954PSR

0.491Sharpe Ratio

0.132Alpha

0.768Beta

19.06CAR

76Drawdown

-7.75Loss Rate

40Parameters

0Security Types

1504Tradeable Dates

112Trades

0.277Treynor Ratio

12.76Win Rate

Retrospective Fluorescent Orange Caterpillar

11.837Net Profit

16.415PSR

-0.232Sharpe Ratio

-0.032Alpha

0.023Beta

1.889CAR

5.3Drawdown

-0.4Loss Rate

51Parameters

0Security Types

2181Tradeable Dates

212Trades

-0.324Treynor Ratio

0.5Win Rate

Upgraded Fluorescent Orange Whale

4850.429Net Profit

72.325PSR

1.538Sharpe Ratio

0.652Alpha

0.666Beta

92.212CAR

45.8Drawdown

-6.87Loss Rate

39Parameters

0Security Types

1503Tradeable Dates

125Trades

1.082Treynor Ratio

22.26Win Rate

Swimming Fluorescent Pink Gull

-9.508Net Profit

0.131PSR

-0.229Sharpe Ratio

-0.029Alpha

-0.007Beta

-1.659CAR

38.7Drawdown

-1.54Loss Rate

37Parameters

0Security Types

1503Tradeable Dates

502Trades

4.266Treynor Ratio

0.93Win Rate

Geeky Black Salamander

6.29Net Profit

0.493PSR

-0.152Sharpe Ratio

-0.016Alpha

0.006Beta

1.027CAR

35.4Drawdown

-1.21Loss Rate

37Parameters

0Security Types

1503Tradeable Dates

586Trades

-2.317Treynor Ratio

0.86Win Rate

Swimming Fluorescent Orange Seahorse

53.921Net Profit

6.656PSR

0.272Sharpe Ratio

0.032Alpha

-0.004Beta

7.489CAR

23.7Drawdown

-0.95Loss Rate

32Parameters

0Security Types

1503Tradeable Dates

607Trades

-8.631Treynor Ratio

0.91Win Rate

Well Dressed Fluorescent Orange Donkey

95.548Net Profit

19.336PSR

0.514Sharpe Ratio

0.049Alpha

0.123Beta

11.885CAR

15Drawdown

-1.3Loss Rate

32Parameters

0Security Types

1503Tradeable Dates

330Trades

0.498Treynor Ratio

2.4Win Rate

Emotional Yellow Green Pig

937.031Net Profit

24.92PSR

0.905Sharpe Ratio

0.397Alpha

0.862Beta

47.945CAR

73.6Drawdown

-8.06Loss Rate

25Parameters

0Security Types

1503Tradeable Dates

196Trades

0.564Treynor Ratio

14.57Win Rate

Virtual Light Brown Alpaca

2962.287Net Profit

53.005PSR

1.292Sharpe Ratio

0.582Alpha

0.748Beta

77.357CAR

66.9Drawdown

-7.96Loss Rate

34Parameters

0Security Types

1503Tradeable Dates

152Trades

0.882Treynor Ratio

22.14Win Rate

Geeky Asparagus Caterpillar

78.518Net Profit

6.786PSR

0.35Sharpe Ratio

0.043Alpha

0.133Beta

10.196CAR

34.6Drawdown

-2.16Loss Rate

14Parameters

0Security Types

1502Tradeable Dates

293Trades

0.423Treynor Ratio

3.3Win Rate