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214.73Net Profit
87.447PSR
1.775Sharpe Ratio
0Alpha
0Beta
38.219CAR
12.8Drawdown
-1.29Loss Rate
79Parameters
1Security Types
2.19Sortino Ratio
891Tradeable Dates
401Trades
0Treynor Ratio
5.83Win Rate
17.294Net Profit
21.213PSR
0.614Sharpe Ratio
0Alpha
0Beta
4.606CAR
9.1Drawdown
-0.98Loss Rate
79Parameters
1Security Types
0.376Sortino Ratio
891Tradeable Dates
134Trades
0Treynor Ratio
5.99Win Rate
356.26Net Profit
93PSR
1.952Sharpe Ratio
0.296Alpha
0.555Beta
35.455CAR
20.6Drawdown
52Loss Rate
10Parameters
1Security Types
1.3025Sortino Ratio
1260Tradeable Dates
264Trades
0.686Treynor Ratio
48Win Rate
0Parameters
0Security Types
1337Tradeable Dates
Will left a comment in the discussion Shorting bubbles at the top
I have expanded on Frank Schikarski 's version, thanks for the clean code I had a lot of fun and...
214.73Net Profit
87.447PSR
1.775Sharpe Ratio
0Alpha
0Beta
38.219CAR
12.8Drawdown
-1.29Loss Rate
79Parameters
1Security Types
2.19Sortino Ratio
891Tradeable Dates
401Trades
0Treynor Ratio
5.83Win Rate
17.294Net Profit
21.213PSR
0.614Sharpe Ratio
0Alpha
0Beta
4.606CAR
9.1Drawdown
-0.98Loss Rate
79Parameters
1Security Types
0.376Sortino Ratio
891Tradeable Dates
134Trades
0Treynor Ratio
5.99Win Rate
356.26Net Profit
93PSR
1.952Sharpe Ratio
0.296Alpha
0.555Beta
35.455CAR
20.6Drawdown
52Loss Rate
10Parameters
1Security Types
1.3025Sortino Ratio
1260Tradeable Dates
264Trades
0.686Treynor Ratio
48Win Rate
0Parameters
0Security Types
1337Tradeable Dates
Will left a comment in the discussion Shorting bubbles at the top
I noticed a lot of my orders were being rejected by my broker because the stock wasn't available...
Will left a comment in the discussion Shorting bubbles at the top
I have expanded on Frank Schikarski 's version, thanks for the clean code I had a lot of fun and...
Will left a comment in the discussion Shorting bubbles at the top
I noticed a lot of my orders were being rejected by my broker because the stock wasn't available...
3 years ago