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Public Backtests (5)

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Focused Fluorescent Yellow Monkey

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

Dancing Orange Koala

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

Energetic Blue Gull

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

Retrospective Sky Blue Guanaco

0Parameters

1Security Types

336Tradeable Dates

Determined Red Orange Cobra

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


Community

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Vikram left a comment in the discussion High Volume Node Retracements

Fixed the use of the history API to backfill indicators.

3 months ago

Focused Fluorescent Yellow Monkey

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

Dancing Orange Koala

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

Energetic Blue Gull

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

Retrospective Sky Blue Guanaco

0Parameters

1Security Types

336Tradeable Dates

Determined Red Orange Cobra

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.

3 months ago