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-1.153Net Profit
3.81PSR
-4.945Sharpe Ratio
-0.073Alpha
0.013Beta
-2.288CAR
1.7Drawdown
-0.11Loss Rate
0Parameters
0Security Types
0Tradeable Dates
136Trades
-5.523Treynor Ratio
0.1Win Rate
173.01Net Profit
6.92PSR
0.493Sharpe Ratio
0.004Alpha
0.788Beta
10.566CAR
33.6Drawdown
-4.29Loss Rate
0Parameters
0Security Types
2516Tradeable Dates
16Trades
0.081Treynor Ratio
20.55Win Rate
Thomas started the discussion When will the InteractiveBrokersBrokerageModel support Crypto?
I am working on a simple crypto algorithm that works, but the backtest results do not incorporate...
Thomas started the discussion Runtime Error (No option type exists)
Hello,
Thomas started the discussion Security in universe returns options not equities
Hello,
-1.153Net Profit
3.81PSR
-4.945Sharpe Ratio
-0.073Alpha
0.013Beta
-2.288CAR
1.7Drawdown
-0.11Loss Rate
0Parameters
0Security Types
0Tradeable Dates
136Trades
-5.523Treynor Ratio
0.1Win Rate
173.01Net Profit
6.92PSR
0.493Sharpe Ratio
0.004Alpha
0.788Beta
10.566CAR
33.6Drawdown
-4.29Loss Rate
0Parameters
0Security Types
2516Tradeable Dates
16Trades
0.081Treynor Ratio
20.55Win Rate
Thomas started the discussion When will the InteractiveBrokersBrokerageModel support Crypto?
I am working on a simple crypto algorithm that works, but the backtest results do not incorporate...
Thomas left a comment in the discussion When will the InteractiveBrokersBrokerageModel support Crypto?
The AI did anwser my question in regards to solving the algo. I am still interested to know if or...
Thomas started the discussion Runtime Error (No option type exists)
Hello,
Thomas started the discussion Security in universe returns options not equities
Hello,
Thomas left a comment in the discussion When will the InteractiveBrokersBrokerageModel support Crypto?
The AI did anwser my question in regards to solving the algo. I am still interested to know if or...
10 days ago