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Public Backtests (2)

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SPY ab 2008

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

von 01.01.2005, atr 20, 12 stock

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


Community

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Toaster started the discussion Update Trailing Stop in Portfolio, Datatype

Hi, i have a problem updating all trailing stops for my portfolio.

2 years ago

Toaster left a comment in the discussion [Sharing] Forex grid trading strategy

Hi Michael,

2 years ago

Toaster left a comment in the discussion Alpha Streams Market

Hi All,

2 years ago

Toaster left a comment in the discussion Momentum framework, with spy risk model

Hi Lucas,

2 years ago

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:

2 years ago

SPY ab 2008

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

von 01.01.2005, atr 20, 12 stock

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.

2 years ago

Toaster left a comment in the discussion [Sharing] Forex grid trading strategy

Hi Michael,

2 years ago

Toaster left a comment in the discussion Alpha Streams Market

Hi All,

2 years ago

Toaster left a comment in the discussion Momentum framework, with spy risk model

Hi Lucas,

2 years ago

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:

2 years ago

Toaster started the discussion Order Event backtest issue

Hi,

3 years ago

Toaster left a comment in the discussion Developing and Backtesting Algorithms for European Markets

Hi,

3 years ago