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Public Backtests (4)

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Best Risk/Return MIN_Price = 5, Naive

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

Best Risk/Return, Shortable

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

Virtual Fluorescent Yellow Rabbit

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

5 Years 94% Profit 28.6%DD

0Parameters

0Security Types

1337Tradeable Dates


Community

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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

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...

3 years ago

Best Risk/Return MIN_Price = 5, Naive

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

Best Risk/Return, Shortable

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

Virtual Fluorescent Yellow Rabbit

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

5 Years 94% Profit 28.6%DD

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...

3 years ago

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...

3 years ago