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Public Backtests (15)

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Fat Asparagus Pelican

125.477Net Profit

21.866PSR

0.75Sharpe Ratio

0.1Alpha

0.395Beta

12.866CAR

34.3Drawdown

44Loss Rate

25Parameters

2Security Types

0.3795Sortino Ratio

1692Tradeable Dates

72Trades

0.385Treynor Ratio

56Win Rate

Focused Asparagus Lion

26.18Net Profit

0.197PSR

0.199Sharpe Ratio

0.06Alpha

-0.12Beta

2.197CAR

58.2Drawdown

54Loss Rate

14Parameters

1Security Types

0.0213Sortino Ratio

0Tradeable Dates

56294Trades

-0.383Treynor Ratio

46Win Rate

Dancing Red-Orange Antelope

23.865Net Profit

0.179PSR

0.191Sharpe Ratio

0.056Alpha

-0.111Beta

2.022CAR

62.7Drawdown

53Loss Rate

20Parameters

1Security Types

0.0095Sortino Ratio

0Tradeable Dates

25470Trades

-0.388Treynor Ratio

47Win Rate

Ugly Apricot Manatee

500.753Net Profit

13.908PSR

0.762Sharpe Ratio

0.098Alpha

0.534Beta

13.482CAR

31.1Drawdown

74Loss Rate

3Parameters

1Security Types

0.4197Sortino Ratio

0Tradeable Dates

222Trades

0.301Treynor Ratio

26Win Rate

Calm Yellow Gaur

0Parameters

0Security Types

2Tradeable Dates


Community

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Tamim started the discussion Confusion about SecurityManager

According to the reference, Securities is a Dictionary<Symbol, Security> so you can access...

4 years ago

Tamim started the discussion What happens to active securities when removed from the universe?

If I have active securities that are removed from the universe, are they automatically liquidated?...

4 years ago

Tamim started the discussion Trading View and Quantconnect not matching up

I am running a basic MACD crossover on the EURJPY. I am looking at when the insights are emitted,...

4 years ago

Tamim started the discussion EnterpriseValue

I am getting the error that Fine Fundamental object does not have Enterprise Value. In...

4 years ago

Tamim started the discussion Market order inner workings

If a market order is partially filled, does the algo keep trying to purchase it until is completed?...

4 years ago

Fat Asparagus Pelican

125.477Net Profit

21.866PSR

0.75Sharpe Ratio

0.1Alpha

0.395Beta

12.866CAR

34.3Drawdown

44Loss Rate

25Parameters

2Security Types

0.3795Sortino Ratio

1692Tradeable Dates

72Trades

0.385Treynor Ratio

56Win Rate

Focused Asparagus Lion

26.18Net Profit

0.197PSR

0.199Sharpe Ratio

0.06Alpha

-0.12Beta

2.197CAR

58.2Drawdown

54Loss Rate

14Parameters

1Security Types

0.0213Sortino Ratio

0Tradeable Dates

56294Trades

-0.383Treynor Ratio

46Win Rate

Dancing Red-Orange Antelope

23.865Net Profit

0.179PSR

0.191Sharpe Ratio

0.056Alpha

-0.111Beta

2.022CAR

62.7Drawdown

53Loss Rate

20Parameters

1Security Types

0.0095Sortino Ratio

0Tradeable Dates

25470Trades

-0.388Treynor Ratio

47Win Rate

Ugly Apricot Manatee

500.753Net Profit

13.908PSR

0.762Sharpe Ratio

0.098Alpha

0.534Beta

13.482CAR

31.1Drawdown

74Loss Rate

3Parameters

1Security Types

0.4197Sortino Ratio

0Tradeable Dates

222Trades

0.301Treynor Ratio

26Win Rate

Calm Yellow Gaur

0Parameters

0Security Types

2Tradeable Dates

Focused Brown Dogfish

0.349Net Profit

21.071PSR

0.123Sharpe Ratio

0.006Alpha

-0.005Beta

0.509CAR

5.4Drawdown

47Loss Rate

29Parameters

1Security Types

0.0204Sortino Ratio

0Tradeable Dates

72Trades

-0.923Treynor Ratio

53Win Rate

Ugly Light Brown Butterfly

-3.962Net Profit

5.91PSR

-0.766Sharpe Ratio

-0.048Alpha

-0.024Beta

-6.542CAR

6.3Drawdown

56Loss Rate

16Parameters

1Security Types

-0.0819Sortino Ratio

0Tradeable Dates

140Trades

2.131Treynor Ratio

44Win Rate

Adaptable Green Albatross

-5.789Net Profit

2.578PSR

-1.271Sharpe Ratio

-0.069Alpha

-0.046Beta

-9.461CAR

7.2Drawdown

65Loss Rate

15Parameters

1Security Types

-0.2789Sortino Ratio

0Tradeable Dates

41Trades

1.625Treynor Ratio

35Win Rate

Casual Yellow-Green Goat

0.412Net Profit

25.805PSR

0.084Sharpe Ratio

-0.019Alpha

0.218Beta

0.82CAR

9.1Drawdown

100Loss Rate

7Parameters

1Security Types

0Sortino Ratio

129Tradeable Dates

3Trades

0.038Treynor Ratio

0Win Rate

Virtual Light Brown Rabbit

-0.97Net Profit

0PSR

-1.663Sharpe Ratio

-0.018Alpha

0Beta

-1.672CAR

1.3Drawdown

100Loss Rate

4Parameters

1Security Types

0Sortino Ratio

0Tradeable Dates

2Trades

-51.837Treynor Ratio

0Win Rate

Crawling Fluorescent Pink Bear

-0.662Net Profit

0.012PSR

-1.185Sharpe Ratio

-0.014Alpha

0.001Beta

-1.142CAR

1Drawdown

100Loss Rate

2Parameters

1Security Types

0Sortino Ratio

0Tradeable Dates

2Trades

-19.084Treynor Ratio

0Win Rate

Hipster Fluorescent Orange Seahorse

0Parameters

0Security Types

4Tradeable Dates

Retrospective Violet Eagle

-100.021Net Profit

0PSR

-0.41Sharpe Ratio

-0.387Alpha

2.249Beta

0CAR

100Drawdown

97Loss Rate

9Parameters

1Security Types

-0.4943Sortino Ratio

0Tradeable Dates

29140Trades

-0.445Treynor Ratio

3Win Rate

Geeky Yellow-Green Elephant

-3.164Net Profit

22.098PSR

-0.243Sharpe Ratio

-0.107Alpha

0.291Beta

-9.517CAR

19.7Drawdown

54Loss Rate

0Parameters

3Security Types

0.5731Sortino Ratio

205Tradeable Dates

72Trades

-0.212Treynor Ratio

46Win Rate

Smooth Light Brown Rhinoceros

0Parameters

0Security Types

91Tradeable Dates

Tamim started the discussion Confusion about SecurityManager

According to the reference, Securities is a Dictionary<Symbol, Security> so you can access...

4 years ago

Tamim started the discussion What happens to active securities when removed from the universe?

If I have active securities that are removed from the universe, are they automatically liquidated?...

4 years ago

Tamim started the discussion Trading View and Quantconnect not matching up

I am running a basic MACD crossover on the EURJPY. I am looking at when the insights are emitted,...

4 years ago

Tamim started the discussion EnterpriseValue

I am getting the error that Fine Fundamental object does not have Enterprise Value. In...

4 years ago

Tamim started the discussion Market order inner workings

If a market order is partially filled, does the algo keep trying to purchase it until is completed?...

4 years ago

Tamim left a comment in the discussion Market order inner workings

If that is the case, why does the model above record how many shares are left to order? And in back...

4 years ago

Tamim left a comment in the discussion InternFund Begins Live Trading

I just ran it, and the reason it works is because 99% of the time, the only call options with a low...

4 years ago

Tamim left a comment in the discussion InternFund Begins Live Trading

For the option straddle strategy, it only gets the option with the absolute lowest strike price....

4 years ago

Tamim left a comment in the discussion Trading View and Quantconnect not matching up

I have put a log message in the Update function in the Alpha Model and it seems it is only getting...

4 years ago

Tamim left a comment in the discussion InternFund Begins Live Trading

Shile,

4 years ago