We are pioneering the radical future for open-source quant finance. QuantConnect is the world's largest quant community, empowering 220,000 quants with a framework, data, and infrastructure for their investments.
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
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
-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
-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...
Tiago started the discussion Trouble Backtesting Crypto - Equity goes to negative on Cash account
Hello,
Tiago started the discussion Crypto Bitfinex Position.Quantity must be a whole number multiple of the UnitQuantity
Hello,
Tiago left a comment in the discussion Having trouble adding Crypto Symbols from Coinbase Pro / GDAX
Hi David,
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
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
-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
-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...
Tiago started the discussion Trouble Backtesting Crypto - Equity goes to negative on Cash account
Hello,
Tiago started the discussion Crypto Bitfinex Position.Quantity must be a whole number multiple of the UnitQuantity
Hello,
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.
Tiago left a comment in the discussion Having trouble adding Crypto Symbols from Coinbase Pro / GDAX
Hi David,
Tiago left a comment in the discussion Having trouble adding Crypto Symbols from Coinbase Pro / GDAX
Hi Derek,
Tiago left a comment in the discussion Trouble Backtesting Crypto - Equity goes to negative on Cash account
Hi Derek,
Tiago left a comment in the discussion Backtest - Stop Order getting filled with 0
Hi Derek, thank you for the info.
Tiago left a comment in the discussion Having trouble adding Crypto Symbols from Coinbase Pro / GDAX
Hello, this seems to not be working anymore.
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