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11.67Net Profit
20.883PSR
0.459Sharpe Ratio
-0.013Alpha
0.836Beta
7.693CAR
19.3Drawdown
0Loss Rate
3Parameters
1Security Types
0Sortino Ratio
377Tradeable Dates
3Trades
0.071Treynor Ratio
0Win Rate
0Net Profit
0PSR
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
2Parameters
0Security Types
7.9228162514264E+28Sortino Ratio
0Tradeable Dates
0Trades
0Treynor Ratio
0Win Rate
0Net Profit
0PSR
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
0Parameters
0Security Types
7.9228162514264E+28Sortino Ratio
0Tradeable Dates
0Trades
0Treynor Ratio
0Win Rate
0Net Profit
0PSR
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
0Parameters
0Security Types
7.9228162514264E+28Sortino Ratio
0Tradeable Dates
0Trades
0Treynor Ratio
0Win Rate
0Net Profit
0PSR
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
0Parameters
1Security Types
0Sortino Ratio
0Tradeable Dates
0Trades
0Treynor Ratio
0Win Rate
Varad left a comment in the discussion Unholy Grails by Nick Radge - New Yearly High Strategy on S&P500
Hi Jeremy,Thank you for sharing the algorithm with the community.In the above, the max indicator...
Varad left a comment in the discussion Lean-CLI Interactive Live Mode Fatal Error
Hi Shaohua Lu,Please get in touch with support@quantconnect.com and attach the full logs.Best,Varad...
Varad left a comment in the discussion I'm a newbie, but let's develop the best strategy together!
Hi Zhi Han Chew,Thank you for sharing the algorithms with the community.The above method of...
Varad left a comment in the discussion Is it possible to request the most recent price of a securitty without having it in your list of added securities?
Hi Haakon Flaarønning,We believe a Historical data request for all the securities at a specific...
11.67Net Profit
20.883PSR
0.459Sharpe Ratio
-0.013Alpha
0.836Beta
7.693CAR
19.3Drawdown
0Loss Rate
3Parameters
1Security Types
0Sortino Ratio
377Tradeable Dates
3Trades
0.071Treynor Ratio
0Win Rate
0Net Profit
0PSR
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
2Parameters
0Security Types
7.9228162514264E+28Sortino Ratio
0Tradeable Dates
0Trades
0Treynor Ratio
0Win Rate
0Net Profit
0PSR
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
0Parameters
0Security Types
7.9228162514264E+28Sortino Ratio
0Tradeable Dates
0Trades
0Treynor Ratio
0Win Rate
0Net Profit
0PSR
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
0Parameters
0Security Types
7.9228162514264E+28Sortino Ratio
0Tradeable Dates
0Trades
0Treynor Ratio
0Win Rate
0Net Profit
0PSR
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
0Parameters
1Security Types
0Sortino Ratio
0Tradeable Dates
0Trades
0Treynor Ratio
0Win Rate
7.363Net Profit
61.7PSR
6.603Sharpe Ratio
0Alpha
0Beta
635.027CAR
13.7Drawdown
0Loss Rate
40Parameters
0Security Types
8.483Sortino Ratio
134Tradeable Dates
1Trades
0Treynor Ratio
0Win Rate
13.292Net Profit
17.396PSR
0.376Sharpe Ratio
0.052Alpha
0.455Beta
8.691CAR
25.9Drawdown
0Loss Rate
1Parameters
1Security Types
0Sortino Ratio
547Tradeable Dates
1Trades
0.175Treynor Ratio
0Win Rate
0Net Profit
0PSR
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
16Parameters
0Security Types
7.9228162514264E+28Sortino Ratio
8826Tradeable Dates
234Trades
0Treynor Ratio
0Win Rate
0Net Profit
0PSR
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
16Parameters
0Security Types
7.9228162514264E+28Sortino Ratio
8826Tradeable Dates
0Trades
0Treynor Ratio
0Win Rate
0Net Profit
0PSR
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
0Parameters
1Security Types
0Sortino Ratio
486Tradeable Dates
0Trades
0Treynor Ratio
0Win Rate
0Net Profit
0PSR
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
3Parameters
0Security Types
7.9228162514264E+28Sortino Ratio
2Tradeable Dates
0Trades
0Treynor Ratio
0Win Rate
2.272Net Profit
58.479PSR
1.719Sharpe Ratio
0.118Alpha
-0.096Beta
30.276CAR
2.4Drawdown
-0.47Loss Rate
0Parameters
0Security Types
6.219Sortino Ratio
26Tradeable Dates
42Trades
-1.433Treynor Ratio
0.55Win Rate
0Net Profit
0PSR
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
1Parameters
1Security Types
0Sortino Ratio
425Tradeable Dates
0Trades
0Treynor Ratio
0Win Rate
0Net Profit
0PSR
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
0Parameters
0Security Types
7.9228162514264E+28Sortino Ratio
83Tradeable Dates
0Trades
0Treynor Ratio
0Win Rate
-0.039Net Profit
7.847PSR
-1.248Sharpe Ratio
0Alpha
0.004Beta
-0.138CAR
0.1Drawdown
0Loss Rate
2Parameters
1Security Types
0Sortino Ratio
72Tradeable Dates
1Trades
-0.218Treynor Ratio
0Win Rate
-0.15Net Profit
23.636PSR
-3.134Sharpe Ratio
0Alpha
0Beta
-7.517CAR
0.7Drawdown
-0.26Loss Rate
7Parameters
0Security Types
-143.768Sortino Ratio
6Tradeable Dates
34Trades
0Treynor Ratio
0.11Win Rate
78.712Net Profit
61.687PSR
1.581Sharpe Ratio
0.738Alpha
-0.666Beta
78.712CAR
29.5Drawdown
-1.2Loss Rate
12Parameters
0Security Types
2.836Sortino Ratio
0Tradeable Dates
188Trades
-0.909Treynor Ratio
3.74Win Rate
0Net Profit
0PSR
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
5Parameters
0Security Types
7.9228162514264E+28Sortino Ratio
0Tradeable Dates
0Trades
0Treynor Ratio
0Win Rate
0Net Profit
0PSR
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
0Parameters
0Security Types
7.9228162514264E+28Sortino Ratio
3Tradeable Dates
0Trades
0Treynor Ratio
0Win Rate
0Net Profit
0PSR
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
0Parameters
1Security Types
0Sortino Ratio
450Tradeable Dates
0Trades
0Treynor Ratio
0Win Rate
9.7Net Profit
44.839PSR
0.931Sharpe Ratio
-0.005Alpha
0.375Beta
6.376CAR
5.9Drawdown
0Loss Rate
4Parameters
1Security Types
0Sortino Ratio
378Tradeable Dates
1Trades
0.117Treynor Ratio
0Win Rate
-0.916Net Profit
0PSR
-6.667Sharpe Ratio
0.601Alpha
-5.402Beta
-71.622CAR
1.1Drawdown
0Loss Rate
0Parameters
0Security Types
7.9228162514264E+28Sortino Ratio
1Tradeable Dates
1Trades
0.127Treynor Ratio
0Win Rate
-0.696Net Profit
0PSR
-7.483Sharpe Ratio
0.393Alpha
-4.105Beta
-61.557CAR
0.8Drawdown
0Loss Rate
0Parameters
0Security Types
7.9228162514264E+28Sortino Ratio
1Tradeable Dates
1Trades
0.142Treynor Ratio
0Win Rate
21.834Net Profit
6.04PSR
0.362Sharpe Ratio
0.026Alpha
0.155Beta
5.059CAR
28.6Drawdown
-1.21Loss Rate
8Parameters
0Security Types
0.494Sortino Ratio
0Tradeable Dates
287Trades
0.268Treynor Ratio
2.27Win Rate
-0.022Net Profit
1.216PSR
-7.882Sharpe Ratio
0Alpha
0Beta
-1.709CAR
0Drawdown
0Loss Rate
7Parameters
0Security Types
7.9228162514264E+28Sortino Ratio
5Tradeable Dates
1Trades
0Treynor Ratio
0Win Rate
0Net Profit
0PSR
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
5Parameters
0Security Types
0Sortino Ratio
3Tradeable Dates
1Trades
0Treynor Ratio
0Win Rate
-12.484Net Profit
0PSR
-7.719Sharpe Ratio
-0.471Alpha
-0.278Beta
-86.052CAR
12.5Drawdown
-0.19Loss Rate
1Parameters
0Security Types
-9.644Sortino Ratio
22Tradeable Dates
248Trades
2.63Treynor Ratio
0.14Win Rate
0Net Profit
0PSR
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
0Parameters
1Security Types
0Sortino Ratio
126Tradeable Dates
0Trades
0Treynor Ratio
0Win Rate
0Net Profit
0PSR
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
0Parameters
1Security Types
0Sortino Ratio
0Tradeable Dates
0Trades
0Treynor Ratio
0Win Rate
0Net Profit
0PSR
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
0Parameters
1Security Types
0Sortino Ratio
0Tradeable Dates
0Trades
0Treynor Ratio
0Win Rate
Varad left a comment in the discussion MorningStar ESG ranking
Hi S.T.E,No, the dataset we have acquired from Morningstar does not include ESG ranking.Regarding...
Varad left a comment in the discussion Unholy Grails by Nick Radge - New Yearly High Strategy on S&P500
Hi Jeremy,Thank you for sharing the algorithm with the community.In the above, the max indicator...
Varad left a comment in the discussion Lean-CLI Interactive Live Mode Fatal Error
Hi Shaohua Lu,Please get in touch with support@quantconnect.com and attach the full logs.Best,Varad...
Varad left a comment in the discussion I'm a newbie, but let's develop the best strategy together!
Hi Zhi Han Chew,Thank you for sharing the algorithms with the community.The above method of...
Varad left a comment in the discussion Is it possible to request the most recent price of a securitty without having it in your list of added securities?
Hi Haakon Flaarønning,We believe a Historical data request for all the securities at a specific...
Varad left a comment in the discussion Correlation Coefficient Algorithm Trading ( CAD/JPY & 6L ( Brazilian Real Futures) )
Hi Luis,To use indicators with futures, we need to create an indicator on individual contracts in...
Varad left a comment in the discussion MorningStar ESG ranking
Hi S.T.E,No, the dataset we have acquired from Morningstar does not include ESG ranking.Regarding...
2 years ago