Strongs
Quant
Date Joined
23rd November, 2018
Bootcamp progress
68% Complete
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Public Backtests (32)
View More132.443Net Profit
53.775PSR
1.133Sharpe Ratio
0.175Alpha
0.096Beta
25.239CAR
15.6Drawdown
17Loss Rate
50Parameters
2Security Types
5.6767Sortino Ratio
1368Tradeable Dates
25Trades
1.914Treynor Ratio
83Win Rate
3613.424Net Profit
79.698PSR
1.277Sharpe Ratio
0.173Alpha
0.139Beta
25.807CAR
19.4Drawdown
-2.66Loss Rate
50Parameters
2Security Types
5747Tradeable Dates
95Trades
1.325Treynor Ratio
12.95Win Rate
3881.103Net Profit
83.267PSR
1.308Sharpe Ratio
0.177Alpha
0.129Beta
26.364CAR
19.4Drawdown
-2.71Loss Rate
50Parameters
2Security Types
5747Tradeable Dates
95Trades
1.457Treynor Ratio
12.7Win Rate
3701.17Net Profit
81.89PSR
1.295Sharpe Ratio
0.175Alpha
0.13Beta
25.992CAR
16.9Drawdown
20Loss Rate
50Parameters
2Security Types
1.9766Sortino Ratio
5747Tradeable Dates
93Trades
1.428Treynor Ratio
80Win Rate
645.817Net Profit
43.257PSR
1.015Sharpe Ratio
0.101Alpha
0.135Beta
15.887CAR
15Drawdown
-0.51Loss Rate
7Parameters
2Security Types
4974Tradeable Dates
1300Trades
0.849Treynor Ratio
0.58Win Rate
Community
View MoreStrongs left a comment in the discussion The In & Out Strategy - Continued from Quantopian
hello everybody,it's been a long time since I posted here in this topic.A while back I had raised...
Strongs left a comment in the discussion Minimum Variance Adaptive Asset Allocation Strategy
hello everyone, in 2022 the strategy also suffered a hard drawdown. Have there been any...
Strongs started the discussion Problem with rebalance
Hi guys can someone help me to parameterize the rebalance to make it possible to set different...
Strongs started the discussion Problem with Backtest (maybe a Bug)
Using the same algorithm code that I have in live. From today the backtest is no longer run, the...
132.443Net Profit
53.775PSR
1.133Sharpe Ratio
0.175Alpha
0.096Beta
25.239CAR
15.6Drawdown
17Loss Rate
50Parameters
2Security Types
5.6767Sortino Ratio
1368Tradeable Dates
25Trades
1.914Treynor Ratio
83Win Rate
3613.424Net Profit
79.698PSR
1.277Sharpe Ratio
0.173Alpha
0.139Beta
25.807CAR
19.4Drawdown
-2.66Loss Rate
50Parameters
2Security Types
5747Tradeable Dates
95Trades
1.325Treynor Ratio
12.95Win Rate
3881.103Net Profit
83.267PSR
1.308Sharpe Ratio
0.177Alpha
0.129Beta
26.364CAR
19.4Drawdown
-2.71Loss Rate
50Parameters
2Security Types
5747Tradeable Dates
95Trades
1.457Treynor Ratio
12.7Win Rate
3701.17Net Profit
81.89PSR
1.295Sharpe Ratio
0.175Alpha
0.13Beta
25.992CAR
16.9Drawdown
20Loss Rate
50Parameters
2Security Types
1.9766Sortino Ratio
5747Tradeable Dates
93Trades
1.428Treynor Ratio
80Win Rate
645.817Net Profit
43.257PSR
1.015Sharpe Ratio
0.101Alpha
0.135Beta
15.887CAR
15Drawdown
-0.51Loss Rate
7Parameters
2Security Types
4974Tradeable Dates
1300Trades
0.849Treynor Ratio
0.58Win Rate
170.67Net Profit
20.565PSR
0.762Sharpe Ratio
0.07Alpha
0.346Beta
13.803CAR
25.6Drawdown
36Loss Rate
29Parameters
1Security Types
0.5106Sortino Ratio
1935Tradeable Dates
318Trades
0.3Treynor Ratio
64Win Rate
140.271Net Profit
20.827PSR
0.863Sharpe Ratio
0.091Alpha
-0.038Beta
12.069CAR
9.7Drawdown
43Loss Rate
10Parameters
1Security Types
1.2909Sortino Ratio
1934Tradeable Dates
75Trades
-2.276Treynor Ratio
57Win Rate
140.765Net Profit
53.834PSR
1.064Sharpe Ratio
0.085Alpha
0.015Beta
12.275CAR
6.5Drawdown
-0.25Loss Rate
6Parameters
0Security Types
2770Tradeable Dates
369Trades
5.756Treynor Ratio
0.94Win Rate
55.021Net Profit
44.277PSR
0.999Sharpe Ratio
0.103Alpha
-0.018Beta
14.039CAR
7.6Drawdown
-0.28Loss Rate
6Parameters
0Security Types
1218Tradeable Dates
181Trades
-5.724Treynor Ratio
1.29Win Rate
3974.795Net Profit
88.491PSR
1.634Sharpe Ratio
0.381Alpha
0.677Beta
61.945CAR
28Drawdown
42Loss Rate
21Parameters
1Security Types
0.1441Sortino Ratio
1933Tradeable Dates
1742Trades
0.662Treynor Ratio
58Win Rate
117.808Net Profit
18.383PSR
0.783Sharpe Ratio
0.067Alpha
0.104Beta
10.652CAR
10.2Drawdown
45Loss Rate
1Parameters
2Security Types
0.2098Sortino Ratio
2807Tradeable Dates
649Trades
0.745Treynor Ratio
55Win Rate
88.919Net Profit
56.474PSR
1.157Sharpe Ratio
0.089Alpha
0.594Beta
21.486CAR
13.6Drawdown
11Loss Rate
1Parameters
2Security Types
0.2756Sortino Ratio
1193Tradeable Dates
1399Trades
0.259Treynor Ratio
89Win Rate
1290.953Net Profit
81.345PSR
1.258Sharpe Ratio
0.112Alpha
0.216Beta
18.282CAR
14.4Drawdown
23Loss Rate
26Parameters
2Security Types
1.9139Sortino Ratio
5725Tradeable Dates
97Trades
0.596Treynor Ratio
77Win Rate
3904.516Net Profit
84.264PSR
1.318Sharpe Ratio
0.178Alpha
0.128Beta
26.534CAR
16.9Drawdown
20Loss Rate
50Parameters
2Security Types
1.977Sortino Ratio
5725Tradeable Dates
93Trades
1.469Treynor Ratio
80Win Rate
4891.116Net Profit
99.098PSR
2.125Sharpe Ratio
0.433Alpha
0.214Beta
66.455CAR
30.8Drawdown
-0.62Loss Rate
1Parameters
2Security Types
2802Tradeable Dates
3034Trades
2.122Treynor Ratio
0.48Win Rate
31.348Net Profit
6.056PSR
0.408Sharpe Ratio
0.016Alpha
0.166Beta
4.804CAR
24Drawdown
-0.7Loss Rate
12Parameters
2Security Types
2802Tradeable Dates
10001Trades
0.226Treynor Ratio
0.67Win Rate
1600.041Net Profit
24.751PSR
0.919Sharpe Ratio
0Alpha
0Beta
19.809CAR
34.4Drawdown
48Loss Rate
0Parameters
1Security Types
0.5216Sortino Ratio
3944Tradeable Dates
225Trades
0Treynor Ratio
52Win Rate
1348.743Net Profit
15.682PSR
0.832Sharpe Ratio
0.085Alpha
0.707Beta
18.593CAR
30.7Drawdown
51Loss Rate
0Parameters
1Security Types
0.3488Sortino Ratio
3944Tradeable Dates
277Trades
0.2Treynor Ratio
49Win Rate
20.612Net Profit
54.717PSR
1.185Sharpe Ratio
0.167Alpha
0.057Beta
22.679CAR
10.1Drawdown
-1.61Loss Rate
28Parameters
0Security Types
231Tradeable Dates
41Trades
2.866Treynor Ratio
3.21Win Rate
2615.708Net Profit
26.307PSR
0.938Sharpe Ratio
0.117Alpha
0.231Beta
18.33CAR
23Drawdown
-3.6Loss Rate
18Parameters
2Security Types
7160Tradeable Dates
171Trades
0.585Treynor Ratio
7.14Win Rate
4356.196Net Profit
28.99PSR
0.992Sharpe Ratio
0.201Alpha
1.129Beta
38.353CAR
37.8Drawdown
-4.08Loss Rate
0Parameters
1Security Types
2939Tradeable Dates
420Trades
0.282Treynor Ratio
12.06Win Rate
257.246Net Profit
75.404PSR
1.487Sharpe Ratio
0.306Alpha
-0.027Beta
42.393CAR
15.4Drawdown
-1.25Loss Rate
16Parameters
1Security Types
905Tradeable Dates
1674Trades
-11.194Treynor Ratio
0.65Win Rate
24.15Net Profit
40.028PSR
0.879Sharpe Ratio
0.105Alpha
0.315Beta
14.638CAR
9.8Drawdown
50Loss Rate
0Parameters
1Security Types
0.5994Sortino Ratio
396Tradeable Dates
13Trades
0.34Treynor Ratio
50Win Rate
1486.887Net Profit
3.431PSR
0.667Sharpe Ratio
0.077Alpha
1.096Beta
19.395CAR
39.9Drawdown
-0.07Loss Rate
6Parameters
1Security Types
0Tradeable Dates
12Trades
0.151Treynor Ratio
46.41Win Rate
236.692Net Profit
75.963PSR
1.393Sharpe Ratio
0.201Alpha
0.05Beta
29.002CAR
15.7Drawdown
21Loss Rate
50Parameters
2Security Types
4.3282Sortino Ratio
1740Tradeable Dates
29Trades
4.077Treynor Ratio
79Win Rate
32.269Net Profit
11.778PSR
0.47Sharpe Ratio
0.066Alpha
0.116Beta
9.012CAR
31.5Drawdown
67Loss Rate
25Parameters
2Security Types
0.1763Sortino Ratio
1183Tradeable Dates
25Trades
0.646Treynor Ratio
33Win Rate
1048.541Net Profit
60.503PSR
1.121Sharpe Ratio
0.1Alpha
0.311Beta
17.48CAR
16.8Drawdown
-3.06Loss Rate
0Parameters
1Security Types
3813Tradeable Dates
73Trades
0.4Treynor Ratio
12.52Win Rate
4342.852Net Profit
92.621PSR
1.457Sharpe Ratio
0.206Alpha
0.15Beta
31.099CAR
18Drawdown
-0.64Loss Rate
21Parameters
0Security Types
3526Tradeable Dates
434Trades
1.464Treynor Ratio
3.89Win Rate
0Net Profit
0PSR
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
8Parameters
1Security Types
0Sortino Ratio
3796Tradeable Dates
0Trades
0Treynor Ratio
0Win Rate
2107.69Net Profit
85.327PSR
1.384Sharpe Ratio
0.218Alpha
0.075Beta
26.078CAR
18Drawdown
-0.52Loss Rate
0Parameters
1Security Types
2.286Sortino Ratio
3359Tradeable Dates
1016Trades
2.998Treynor Ratio
1.27Win Rate
Strongs left a comment in the discussion The In & Out Strategy - Continued from Quantopian
Hi Peter Guenther and TBird , your reasoning is correct, of course the whole thing has to be...
Strongs left a comment in the discussion The In & Out Strategy - Continued from Quantopian
hello everybody,it's been a long time since I posted here in this topic.A while back I had raised...
Strongs left a comment in the discussion Minimum Variance Adaptive Asset Allocation Strategy
hello everyone, in 2022 the strategy also suffered a hard drawdown. Have there been any...
Strongs started the discussion Problem with rebalance
Hi guys can someone help me to parameterize the rebalance to make it possible to set different...
Strongs started the discussion Problem with Backtest (maybe a Bug)
Using the same algorithm code that I have in live. From today the backtest is no longer run, the...
Strongs left a comment in the discussion Problem with Backtest (maybe a Bug)
Colton Sellers Jared Broad, It works perfectly again, thanks for fixing guys
Strongs left a comment in the discussion Problem with Backtest (maybe a Bug)
Colton Sellers Has been solved? Because I still don't like it
Strongs left a comment in the discussion Problem with Backtest (maybe a Bug)
spacetime with quantconnect's data
Strongs started the discussion NOOB NEED HELP
Strongs started the discussion HELP!!
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Strongs left a comment in the discussion The In & Out Strategy - Continued from Quantopian
Hi Peter Guenther and TBird , your reasoning is correct, of course the whole thing has to be...
1 years ago