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Public Backtests (4)

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Jumping Violet Duck

0.012Net Profit

55.357PSR

1.511Sharpe Ratio

0.001Alpha

0.001Beta

0.224CAR

0Drawdown

0Loss Rate

0Parameters

1Security Types

0Sortino Ratio

19Tradeable Dates

9Trades

2.723Treynor Ratio

100Win Rate

Virtual Asparagus Gull

593.34Net Profit

99.294PSR

56347885.047Sharpe Ratio

301448846.886Alpha

-1.484Beta

11953875552.058CAR

0.2Drawdown

0Loss Rate

5Parameters

0Security Types

39578331051.829Sortino Ratio

38Tradeable Dates

3876Trades

-203184278.389Treynor Ratio

0.1Win Rate

Calculating Asparagus Seahorse

-538.202Net Profit

1.027PSR

-0.037Sharpe Ratio

-0.62Alpha

-0.698Beta

0CAR

510.9Drawdown

0Loss Rate

1Parameters

0Security Types

0.459Sortino Ratio

1007Tradeable Dates

1Trades

1.433Treynor Ratio

0Win Rate

Alert Violet Duck

-37.973Net Profit

0.806PSR

-0.91Sharpe Ratio

-0.488Alpha

0.069Beta

-67.75CAR

47.5Drawdown

-17.68Loss Rate

3Parameters

0Security Types

-0.854Sortino Ratio

154Tradeable Dates

8Trades

-6.743Treynor Ratio

0Win Rate


Community

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Tiago started the discussion Backtest - Stop Order getting filled with 0

Hello,I'm trying to have my code execute a trade with a stop trailing loss but no initial stop...

3 years ago

Tiago started the discussion Trouble Backtesting Crypto - Equity goes to negative on Cash account

Hello,

3 years ago

Tiago started the discussion Crypto Bitfinex Position.Quantity must be a whole number multiple of the UnitQuantity

Hello,

3 years ago

Tiago left a comment in the discussion Crypto Bitfinex Position.Quantity must be a whole number multiple of the UnitQuantity

I'm testing now buying 1 unit of NEOUSD, about 100 USD. 

3 years ago

Tiago left a comment in the discussion Having trouble adding Crypto Symbols from Coinbase Pro / GDAX

Hi David,

3 years ago

Jumping Violet Duck

0.012Net Profit

55.357PSR

1.511Sharpe Ratio

0.001Alpha

0.001Beta

0.224CAR

0Drawdown

0Loss Rate

0Parameters

1Security Types

0Sortino Ratio

19Tradeable Dates

9Trades

2.723Treynor Ratio

100Win Rate

Virtual Asparagus Gull

593.34Net Profit

99.294PSR

56347885.047Sharpe Ratio

301448846.886Alpha

-1.484Beta

11953875552.058CAR

0.2Drawdown

0Loss Rate

5Parameters

0Security Types

39578331051.829Sortino Ratio

38Tradeable Dates

3876Trades

-203184278.389Treynor Ratio

0.1Win Rate

Calculating Asparagus Seahorse

-538.202Net Profit

1.027PSR

-0.037Sharpe Ratio

-0.62Alpha

-0.698Beta

0CAR

510.9Drawdown

0Loss Rate

1Parameters

0Security Types

0.459Sortino Ratio

1007Tradeable Dates

1Trades

1.433Treynor Ratio

0Win Rate

Alert Violet Duck

-37.973Net Profit

0.806PSR

-0.91Sharpe Ratio

-0.488Alpha

0.069Beta

-67.75CAR

47.5Drawdown

-17.68Loss Rate

3Parameters

0Security Types

-0.854Sortino Ratio

154Tradeable Dates

8Trades

-6.743Treynor Ratio

0Win Rate

Tiago started the discussion Backtest - Stop Order getting filled with 0

Hello,I'm trying to have my code execute a trade with a stop trailing loss but no initial stop...

3 years ago

Tiago started the discussion Trouble Backtesting Crypto - Equity goes to negative on Cash account

Hello,

3 years ago

Tiago started the discussion Crypto Bitfinex Position.Quantity must be a whole number multiple of the UnitQuantity

Hello,

3 years ago

Tiago left a comment in the discussion Crypto Bitfinex Position.Quantity must be a whole number multiple of the UnitQuantity

I'm testing now buying 1 unit of NEOUSD, about 100 USD. 

3 years ago

Tiago left a comment in the discussion Having trouble adding Crypto Symbols from Coinbase Pro / GDAX

Hi David,

3 years ago

Tiago left a comment in the discussion Having trouble adding Crypto Symbols from Coinbase Pro / GDAX

Hi Derek,

3 years ago

Tiago left a comment in the discussion Trouble Backtesting Crypto - Equity goes to negative on Cash account

Hi Derek,

3 years ago

Tiago left a comment in the discussion Backtest - Stop Order getting filled with 0

Hi Derek, thank you for the info.

3 years ago

Tiago left a comment in the discussion Having trouble adding Crypto Symbols from Coinbase Pro / GDAX

Hello, this seems to not be working anymore. 

3 years ago