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Activity on QuantConnect

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Public Backtests (9)

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Calm Apricot Goat

28.16Net Profit

71.019PSR

1.149Sharpe Ratio

0.156Alpha

-0.077Beta

28.734CAR

9.9Drawdown

-0.13Loss Rate

40Parameters

0Security Types

248Tradeable Dates

29091Trades

-1.883Treynor Ratio

0.22Win Rate

Logical Red Salamander

39.85Net Profit

89.764PSR

1.879Sharpe Ratio

0.242Alpha

-0.027Beta

43.241CAR

5.2Drawdown

-0.1Loss Rate

33Parameters

0Security Types

236Tradeable Dates

38618Trades

-8.806Treynor Ratio

0.16Win Rate

Crying Black Owlet

26.592Net Profit

59.064PSR

0.961Sharpe Ratio

0.156Alpha

-0.03Beta

28.838CAR

9.4Drawdown

-0.14Loss Rate

33Parameters

0Security Types

235Tradeable Dates

30682Trades

-4.987Treynor Ratio

0.23Win Rate

Logical Blue Salmon

-7.414Net Profit

3.789PSR

-1.16Sharpe Ratio

-0.104Alpha

-0.014Beta

-7.944CAR

14Drawdown

-0.22Loss Rate

33Parameters

0Security Types

235Tradeable Dates

6128Trades

7.39Treynor Ratio

0.32Win Rate

Crying Magenta Chicken

-38.265Net Profit

0.639PSR

-1.271Sharpe Ratio

-0.301Alpha

-0.197Beta

-40.447CAR

48.1Drawdown

-0.31Loss Rate

32Parameters

0Security Types

235Tradeable Dates

33211Trades

1.686Treynor Ratio

0.44Win Rate


Community

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Calm Apricot Goat

28.16Net Profit

71.019PSR

1.149Sharpe Ratio

0.156Alpha

-0.077Beta

28.734CAR

9.9Drawdown

-0.13Loss Rate

40Parameters

0Security Types

248Tradeable Dates

29091Trades

-1.883Treynor Ratio

0.22Win Rate

Logical Red Salamander

39.85Net Profit

89.764PSR

1.879Sharpe Ratio

0.242Alpha

-0.027Beta

43.241CAR

5.2Drawdown

-0.1Loss Rate

33Parameters

0Security Types

236Tradeable Dates

38618Trades

-8.806Treynor Ratio

0.16Win Rate

Crying Black Owlet

26.592Net Profit

59.064PSR

0.961Sharpe Ratio

0.156Alpha

-0.03Beta

28.838CAR

9.4Drawdown

-0.14Loss Rate

33Parameters

0Security Types

235Tradeable Dates

30682Trades

-4.987Treynor Ratio

0.23Win Rate

Logical Blue Salmon

-7.414Net Profit

3.789PSR

-1.16Sharpe Ratio

-0.104Alpha

-0.014Beta

-7.944CAR

14Drawdown

-0.22Loss Rate

33Parameters

0Security Types

235Tradeable Dates

6128Trades

7.39Treynor Ratio

0.32Win Rate

Crying Magenta Chicken

-38.265Net Profit

0.639PSR

-1.271Sharpe Ratio

-0.301Alpha

-0.197Beta

-40.447CAR

48.1Drawdown

-0.31Loss Rate

32Parameters

0Security Types

235Tradeable Dates

33211Trades

1.686Treynor Ratio

0.44Win Rate

Ugly Light Brown Butterfly

-7.414Net Profit

3.789PSR

-1.16Sharpe Ratio

-0.104Alpha

-0.014Beta

-7.944CAR

14Drawdown

-0.22Loss Rate

35Parameters

0Security Types

235Tradeable Dates

6128Trades

7.39Treynor Ratio

0.32Win Rate

Ugly Brown Cat

33.376Net Profit

73.719PSR

1.338Sharpe Ratio

0.21Alpha

-0.075Beta

36.396CAR

8.7Drawdown

-0.13Loss Rate

33Parameters

0Security Types

234Tradeable Dates

30412Trades

-2.654Treynor Ratio

0.22Win Rate

Casual Blue Donkey

3.458Net Profit

37.156PSR

-0.796Sharpe Ratio

-0.024Alpha

-0.027Beta

3.732CAR

3.6Drawdown

-0.04Loss Rate

30Parameters

0Security Types

234Tradeable Dates

10688Trades

1.046Treynor Ratio

0.06Win Rate

Creative Sky Blue Llama

35.184Net Profit

77.213PSR

1.439Sharpe Ratio

0.223Alpha

-0.077Beta

38.391CAR

9Drawdown

-0.13Loss Rate

32Parameters

0Security Types

234Tradeable Dates

30416Trades

-2.721Treynor Ratio

0.22Win Rate