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Public Backtests (23)

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Weekly after rebalancing at once

8.058Net Profit

5.364PSR

-0.102Sharpe Ratio

-0.021Alpha

0.253Beta

2.617CAR

17.4Drawdown

-0.05Loss Rate

0Parameters

1Security Types

752Tradeable Dates

7891Trades

-0.04Treynor Ratio

0.07Win Rate

Monthly Test 1

-19.496Net Profit

0.061PSR

-0.932Sharpe Ratio

-0.076Alpha

-0.048Beta

-6.974CAR

32.5Drawdown

-0.02Loss Rate

0Parameters

1Security Types

752Tradeable Dates

15244Trades

1.638Treynor Ratio

0.07Win Rate

Weekly Test 2

15.48Net Profit

56.937PSR

0.594Sharpe Ratio

0.035Alpha

0.169Beta

15.48CAR

7.8Drawdown

0Loss Rate

0Parameters

1Security Types

251Tradeable Dates

194785Trades

0.323Treynor Ratio

0.01Win Rate

Weekly Test 1

14.871Net Profit

54.781PSR

0.55Sharpe Ratio

0.031Alpha

0.17Beta

14.871CAR

7.8Drawdown

0Loss Rate

0Parameters

1Security Types

251Tradeable Dates

239986Trades

0.298Treynor Ratio

0.01Win Rate

Short The Direction Modified Without Stops

-14.331Net Profit

0.067PSR

-0.229Sharpe Ratio

-0.052Alpha

0.265Beta

-2.377CAR

34.4Drawdown

0Loss Rate

0Parameters

0Security Types

0Tradeable Dates

873235Trades

-0.118Treynor Ratio

0Win Rate


Community

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Tushar started the discussion Backtest is not generating trades

I am trying to have a basic momentum strategy but am unable to generate any tradesCan you please...

9 months ago

Tushar started the discussion Weekly and Monthly Consolidators having issues

 I am trying to generate weekly and monthly logs but since the max resolution is daily level I am...

10 months ago

Tushar started the discussion Too many invalid orders

HI everyone I am starting with the platform and am unable to understand how and why the number of...

10 months ago

Tushar started the discussion Unable to place orders for majority of back test due to insufficient finds.

Hi 

11 months ago

Tushar started the discussion Are the backtest limited to 10000 orders ?

I am trying to run few backetsts and all my runs are being limited ot 10000 orders . Is there a...

11 months ago

Weekly after rebalancing at once

8.058Net Profit

5.364PSR

-0.102Sharpe Ratio

-0.021Alpha

0.253Beta

2.617CAR

17.4Drawdown

-0.05Loss Rate

0Parameters

1Security Types

752Tradeable Dates

7891Trades

-0.04Treynor Ratio

0.07Win Rate

Monthly Test 1

-19.496Net Profit

0.061PSR

-0.932Sharpe Ratio

-0.076Alpha

-0.048Beta

-6.974CAR

32.5Drawdown

-0.02Loss Rate

0Parameters

1Security Types

752Tradeable Dates

15244Trades

1.638Treynor Ratio

0.07Win Rate

Weekly Test 2

15.48Net Profit

56.937PSR

0.594Sharpe Ratio

0.035Alpha

0.169Beta

15.48CAR

7.8Drawdown

0Loss Rate

0Parameters

1Security Types

251Tradeable Dates

194785Trades

0.323Treynor Ratio

0.01Win Rate

Weekly Test 1

14.871Net Profit

54.781PSR

0.55Sharpe Ratio

0.031Alpha

0.17Beta

14.871CAR

7.8Drawdown

0Loss Rate

0Parameters

1Security Types

251Tradeable Dates

239986Trades

0.298Treynor Ratio

0.01Win Rate

Short The Direction Modified Without Stops

-14.331Net Profit

0.067PSR

-0.229Sharpe Ratio

-0.052Alpha

0.265Beta

-2.377CAR

34.4Drawdown

0Loss Rate

0Parameters

0Security Types

0Tradeable Dates

873235Trades

-0.118Treynor Ratio

0Win Rate

Short The Direction Modified

-14.331Net Profit

0.067PSR

-0.229Sharpe Ratio

-0.052Alpha

0.265Beta

-2.377CAR

34.4Drawdown

0Loss Rate

0Parameters

0Security Types

0Tradeable Dates

873235Trades

-0.118Treynor Ratio

0Win Rate

Follow Direction Without Stops

4.615Net Profit

0.321PSR

-0.07Sharpe Ratio

0.011Alpha

-0.266Beta

0.704CAR

39.3Drawdown

0Loss Rate

0Parameters

0Security Types

0Tradeable Dates

871444Trades

0.036Treynor Ratio

0Win Rate

Follow Direction Modified

4.669Net Profit

0.323PSR

-0.07Sharpe Ratio

0.011Alpha

-0.266Beta

0.712CAR

39.2Drawdown

0Loss Rate

0Parameters

0Security Types

0Tradeable Dates

871355Trades

0.036Treynor Ratio

0Win Rate

Gap Trading Test - 2 Day Exit Without Fees

30.871Net Profit

1.834PSR

0.105Sharpe Ratio

0.029Alpha

-0.21Beta

4.273CAR

24Drawdown

-0.02Loss Rate

14Parameters

0Security Types

0Tradeable Dates

261473Trades

-0.057Treynor Ratio

0.02Win Rate

Gap Trading Test - 2 Day Exit

10.566Net Profit

0.498PSR

-0.057Sharpe Ratio

0.01Alpha

-0.21Beta

1.575CAR

26.9Drawdown

-0.02Loss Rate

14Parameters

0Security Types

0Tradeable Dates

260903Trades

0.031Treynor Ratio

0.02Win Rate

Gap Trading Test - Follow Direction

-26.891Net Profit

0.002PSR

-0.658Sharpe Ratio

-0.044Alpha

-0.129Beta

-4.762CAR

30.2Drawdown

0Loss Rate

0Parameters

0Security Types

0Tradeable Dates

447849Trades

0.417Treynor Ratio

0Win Rate

Short Only with stops ATR

15.356Net Profit

1.597PSR

-0.106Sharpe Ratio

-0.002Alpha

-0.055Beta

2.257CAR

12.3Drawdown

-0.66Loss Rate

16Parameters

0Security Types

0Tradeable Dates

278Trades

0.119Treynor Ratio

1.36Win Rate

Short Only without STops

13.961Net Profit

1.305PSR

-0.124Sharpe Ratio

-0.003Alpha

-0.057Beta

2.063CAR

12.3Drawdown

-0.68Loss Rate

15Parameters

0Security Types

0Tradeable Dates

222Trades

0.135Treynor Ratio

1.36Win Rate

Long Only with Stops ATR

6.41Net Profit

0.492PSR

-0.295Sharpe Ratio

-0.017Alpha

0.01Beta

0.975CAR

9.9Drawdown

-0.86Loss Rate

16Parameters

0Security Types

0Tradeable Dates

475Trades

-1.525Treynor Ratio

1.09Win Rate

Long Only Base Case Without Stops

4.671Net Profit

0.363PSR

-0.326Sharpe Ratio

-0.018Alpha

0.012Beta

0.716CAR

12.3Drawdown

-0.9Loss Rate

7Parameters

0Security Types

0Tradeable Dates

408Trades

-1.516Treynor Ratio

1.09Win Rate

Base Case Test v1

10.513Net Profit

0.531PSR

-0.089Sharpe Ratio

-0.029Alpha

0.253Beta

1.574CAR

34.6Drawdown

-0.01Loss Rate

14Parameters

0Security Types

0Tradeable Dates

101081Trades

-0.034Treynor Ratio

0.01Win Rate

Trailing stop Atr Test 2 v2

12.011Net Profit

0.603PSR

-0.073Sharpe Ratio

-0.027Alpha

0.251Beta

1.788CAR

35.5Drawdown

-0.01Loss Rate

14Parameters

0Security Types

0Tradeable Dates

101039Trades

-0.028Treynor Ratio

0.01Win Rate

Trailing Stop Test v1

-13.032Net Profit

0.016PSR

-0.518Sharpe Ratio

-0.02Alpha

-0.21Beta

-2.159CAR

20Drawdown

-0.07Loss Rate

14Parameters

0Security Types

0Tradeable Dates

4046Trades

0.174Treynor Ratio

0.02Win Rate

Liquidate edit test2 without liquidate function

-83.693Net Profit

0.001PSR

-0.708Sharpe Ratio

-0.231Alpha

0.019Beta

-33.797CAR

84.8Drawdown

-0.02Loss Rate

0Parameters

0Security Types

0Tradeable Dates

1376954Trades

-12.322Treynor Ratio

0.03Win Rate

Liquidate Edit Test 1 with liquidate function

356.771Net Profit

27.652PSR

0.859Sharpe Ratio

0.355Alpha

0.043Beta

41.263CAR

43.3Drawdown

-0.02Loss Rate

0Parameters

0Security Types

0Tradeable Dates

1532593Trades

8.403Treynor Ratio

0.03Win Rate

Buy After Flip Test v1

615.711Net Profit

24.428PSR

0.828Sharpe Ratio

0.282Alpha

0.095Beta

36.077CAR

53.2Drawdown

-0.01Loss Rate

0Parameters

0Security Types

0Tradeable Dates

2261937Trades

3.042Treynor Ratio

0.02Win Rate

BuyC=9 and Initial Capital 1 Million

72.995Net Profit

4.494PSR

0.326Sharpe Ratio

-0.013Alpha

1.028Beta

9.57CAR

40.5Drawdown

-0.02Loss Rate

0Parameters

0Security Types

0Tradeable Dates

13611Trades

0.063Treynor Ratio

0.03Win Rate

Muscular Fluorescent Yellow Antelope

516.051Net Profit

62.272PSR

1.821Sharpe Ratio

1.78Alpha

-2.148Beta

147.895CAR

70.1Drawdown

-4.07Loss Rate

0Parameters

0Security Types

0Tradeable Dates

4167Trades

-0.651Treynor Ratio

115.16Win Rate

Tushar started the discussion Backtest is not generating trades

I am trying to have a basic momentum strategy but am unable to generate any tradesCan you please...

9 months ago

Tushar started the discussion Weekly and Monthly Consolidators having issues

 I am trying to generate weekly and monthly logs but since the max resolution is daily level I am...

10 months ago

Tushar started the discussion Too many invalid orders

HI everyone I am starting with the platform and am unable to understand how and why the number of...

10 months ago

Tushar started the discussion Unable to place orders for majority of back test due to insufficient finds.

Hi 

11 months ago

Tushar started the discussion Are the backtest limited to 10000 orders ?

I am trying to run few backetsts and all my runs are being limited ot 10000 orders . Is there a...

11 months ago

Tushar started the discussion Universe selection - How to select and index as universe

Hi I wanted to know if there are ways where I can sleect and index like S & P as my universe...

11 months ago

Tushar started the discussion FIlter universe by market cap

HiI am trying to create a universe of equities which have market cap more than 10 billion. But the...

11 months ago

Tushar started the discussion Unable to load reports and results of backtest ?

Hi I am newbie here . Just wanted to know if anyone else is facing erro in loading up of results...

11 months ago

Tushar started the discussion Scheduling after market open

Hi I am scheduling the orders 1 minute after market open 

11 months ago