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676.659Net Profit
25.896PSR
1.002Sharpe Ratio
0.682Alpha
0.915Beta
56.284CAR
68.3Drawdown
-6.18Loss Rate
0Parameters
0Security Types
1185Tradeable Dates
465Trades
0.828Treynor Ratio
11.9Win Rate
211.64Net Profit
49.821PSR
1.301Sharpe Ratio
0.574Alpha
1.758Beta
87.561CAR
41.6Drawdown
-6.08Loss Rate
0Parameters
0Security Types
466Tradeable Dates
218Trades
0.466Treynor Ratio
9.15Win Rate
754.778Net Profit
82.758PSR
3.861Sharpe Ratio
3.178Alpha
3.852Beta
408.329CAR
33.4Drawdown
-2.43Loss Rate
0Parameters
0Security Types
340Tradeable Dates
1718Trades
0.951Treynor Ratio
3.36Win Rate
0Parameters
1Security Types
336Tradeable Dates
34.412Net Profit
41.094PSR
0.642Sharpe Ratio
0.08Alpha
0.38Beta
15.983CAR
12.6Drawdown
-3.72Loss Rate
0Parameters
0Security Types
501Tradeable Dates
24Trades
0.214Treynor Ratio
6.24Win Rate
676.659Net Profit
25.896PSR
1.002Sharpe Ratio
0.682Alpha
0.915Beta
56.284CAR
68.3Drawdown
-6.18Loss Rate
0Parameters
0Security Types
1185Tradeable Dates
465Trades
0.828Treynor Ratio
11.9Win Rate
211.64Net Profit
49.821PSR
1.301Sharpe Ratio
0.574Alpha
1.758Beta
87.561CAR
41.6Drawdown
-6.08Loss Rate
0Parameters
0Security Types
466Tradeable Dates
218Trades
0.466Treynor Ratio
9.15Win Rate
754.778Net Profit
82.758PSR
3.861Sharpe Ratio
3.178Alpha
3.852Beta
408.329CAR
33.4Drawdown
-2.43Loss Rate
0Parameters
0Security Types
340Tradeable Dates
1718Trades
0.951Treynor Ratio
3.36Win Rate
0Parameters
1Security Types
336Tradeable Dates
34.412Net Profit
41.094PSR
0.642Sharpe Ratio
0.08Alpha
0.38Beta
15.983CAR
12.6Drawdown
-3.72Loss Rate
0Parameters
0Security Types
501Tradeable Dates
24Trades
0.214Treynor Ratio
6.24Win Rate
Vikram left a comment in the discussion High Volume Node Retracements
Fixed the use of the history API to backfill indicators.
Vikram left a comment in the discussion High Volume Node Retracements
Fixed the use of the history API to backfill indicators.
3 months ago