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1883.56Net Profit
80.054PSR
1.283Sharpe Ratio
0.152Alpha
0.175Beta
23.6CAR
19.4Drawdown
-3.48Loss Rate
0Parameters
1Security Types
2.133Sortino Ratio
3548Tradeable Dates
69Trades
0.954Treynor Ratio
11.57Win Rate
1313.533Net Profit
1.848PSR
0.62Sharpe Ratio
0.097Alpha
0.579Beta
17.041CAR
49.4Drawdown
42Loss Rate
11Parameters
1Security Types
0.1735Sortino Ratio
4236Tradeable Dates
2695Trades
0.252Treynor Ratio
58Win Rate
Toaster started the discussion Update Trailing Stop in Portfolio, Datatype
Hi, i have a problem updating all trailing stops for my portfolio.
Toaster left a comment in the discussion Alpha Streams Market
Hi All,
Toaster left a comment in the discussion Momentum framework, with spy risk model
Hi Lucas,
Toaster left a comment in the discussion Update Trailing Stop in Portfolio, Datatype
Thanks for the answer, so i solved problem Nr.1 but not Nr.2:
1883.56Net Profit
80.054PSR
1.283Sharpe Ratio
0.152Alpha
0.175Beta
23.6CAR
19.4Drawdown
-3.48Loss Rate
0Parameters
1Security Types
2.133Sortino Ratio
3548Tradeable Dates
69Trades
0.954Treynor Ratio
11.57Win Rate
1313.533Net Profit
1.848PSR
0.62Sharpe Ratio
0.097Alpha
0.579Beta
17.041CAR
49.4Drawdown
42Loss Rate
11Parameters
1Security Types
0.1735Sortino Ratio
4236Tradeable Dates
2695Trades
0.252Treynor Ratio
58Win Rate
Toaster started the discussion Update Trailing Stop in Portfolio, Datatype
Hi, i have a problem updating all trailing stops for my portfolio.
Toaster left a comment in the discussion [Sharing] Forex grid trading strategy
Hi Michael,
Toaster left a comment in the discussion Alpha Streams Market
Hi All,
Toaster left a comment in the discussion Momentum framework, with spy risk model
Hi Lucas,
Toaster left a comment in the discussion Update Trailing Stop in Portfolio, Datatype
Thanks for the answer, so i solved problem Nr.1 but not Nr.2:
Toaster started the discussion Order Event backtest issue
Hi,
Toaster left a comment in the discussion Developing and Backtesting Algorithms for European Markets
Hi,
Toaster left a comment in the discussion [Sharing] Forex grid trading strategy
Hi Michael,
2 years ago