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Public Backtests (4)

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Muscular Blue Coyote

-88.092Net Profit

0.007PSR

-0.98Sharpe Ratio

-0.636Alpha

0.603Beta

-71.921CAR

88.2Drawdown

-0.43Loss Rate

11Parameters

0Security Types

-1.214Sortino Ratio

724Tradeable Dates

10001Trades

-0.861Treynor Ratio

30.63Win Rate

Calculating Yellow-Green Bison

0Net Profit

0PSR

0Sharpe Ratio

0Alpha

0Beta

0CAR

0Drawdown

0Loss Rate

11Parameters

1Security Types

7.9228162514264E+28Sortino Ratio

636Tradeable Dates

0Trades

0Treynor Ratio

0Win Rate

Measured Yellow Pelican

0Net Profit

0PSR

0Sharpe Ratio

0Alpha

0Beta

0CAR

0Drawdown

0Loss Rate

4Parameters

0Security Types

7.9228162514264E+28Sortino Ratio

1Tradeable Dates

0Trades

0Treynor Ratio

0Win Rate

Casual Asparagus Tapir

0.945Net Profit

37.644PSR

0.785Sharpe Ratio

-0.001Alpha

0.042Beta

0.63CAR

0.7Drawdown

0Loss Rate

2Parameters

1Security Types

0Sortino Ratio

377Tradeable Dates

1Trades

0.102Treynor Ratio

0Win Rate


Community

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Shner started the discussion Trying to place stop loss thru onOrderEvent ()

Hey, I'm trying to use the onOrderEvent function to place a stop loss once the entry order is...

2 years ago

Shner started the discussion Using a custom Selector function for the EMA indicator

Hey guys I'm trying to pass a custom selector so I can use the midpoint value of the candle to...

2 years ago

Shner started the discussion How to Initiate and Update indicators in Futures continuos contracts

Hey guys, so im pretty new to futures, and usually you just register the indicators at the top with...

2 years ago

Shner started the discussion How to access bar data on continous Futures contract

Hey Guys im having trouble accessing bar data for my continous Futures contract, I need the High,...

2 years ago

Shner left a comment in the discussion Indicator - Pivot Point High Low

Hey Louis Szeto, I see there are two documentation URL's, one for lean V1 and for version 2, is...

2 years ago

Muscular Blue Coyote

-88.092Net Profit

0.007PSR

-0.98Sharpe Ratio

-0.636Alpha

0.603Beta

-71.921CAR

88.2Drawdown

-0.43Loss Rate

11Parameters

0Security Types

-1.214Sortino Ratio

724Tradeable Dates

10001Trades

-0.861Treynor Ratio

30.63Win Rate

Calculating Yellow-Green Bison

0Net Profit

0PSR

0Sharpe Ratio

0Alpha

0Beta

0CAR

0Drawdown

0Loss Rate

11Parameters

1Security Types

7.9228162514264E+28Sortino Ratio

636Tradeable Dates

0Trades

0Treynor Ratio

0Win Rate

Measured Yellow Pelican

0Net Profit

0PSR

0Sharpe Ratio

0Alpha

0Beta

0CAR

0Drawdown

0Loss Rate

4Parameters

0Security Types

7.9228162514264E+28Sortino Ratio

1Tradeable Dates

0Trades

0Treynor Ratio

0Win Rate

Casual Asparagus Tapir

0.945Net Profit

37.644PSR

0.785Sharpe Ratio

-0.001Alpha

0.042Beta

0.63CAR

0.7Drawdown

0Loss Rate

2Parameters

1Security Types

0Sortino Ratio

377Tradeable Dates

1Trades

0.102Treynor Ratio

0Win Rate

Shner started the discussion Trying to place stop loss thru onOrderEvent ()

Hey, I'm trying to use the onOrderEvent function to place a stop loss once the entry order is...

2 years ago

Shner started the discussion Using a custom Selector function for the EMA indicator

Hey guys I'm trying to pass a custom selector so I can use the midpoint value of the candle to...

2 years ago

Shner started the discussion How to Initiate and Update indicators in Futures continuos contracts

Hey guys, so im pretty new to futures, and usually you just register the indicators at the top with...

2 years ago

Shner started the discussion How to access bar data on continous Futures contract

Hey Guys im having trouble accessing bar data for my continous Futures contract, I need the High,...

2 years ago

Shner left a comment in the discussion Indicator - Pivot Point High Low

Hey Louis Szeto, I see there are two documentation URL's, one for lean V1 and for version 2, is...

2 years ago

Shner left a comment in the discussion The Super Trend Indicator(Python)

Wow glad they finally add it, great addittion. hopefully they will add it here too! 

2 years ago

Shner left a comment in the discussion Indicator - Pivot Point High Low

Very nice, I changed it slightly so it will always find the index in the middle of the window, as...

2 years ago

Shner left a comment in the discussion How to Initiate and Update indicators in Futures continuos contracts

Thanks Vladimir It looks great, I just wanted to ask a few questions:

2 years ago

Shner left a comment in the discussion How to Initiate and Update indicators in Futures continuos contracts

Hey Vladimir I did have a look at it, I although it wasnt what I was looking for, I closed the...

2 years ago

Shner left a comment in the discussion Using a custom Selector function for the EMA indicator

Hey Vladimir, I was testing the code that you sent me for consolidating the High + Low / 2 and it...

2 years ago