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5.218Net Profit
81.606PSR
2.585Sharpe Ratio
0Alpha
0Beta
22.369CAR
1.9Drawdown
-0.23Loss Rate
538Parameters
0Security Types
0Tradeable Dates
58Trades
0Treynor Ratio
0.64Win Rate
-4.543Net Profit
4.665PSR
-0.121Sharpe Ratio
0Alpha
0Beta
-2.97CAR
16.2Drawdown
-0.65Loss Rate
528Parameters
0Security Types
0Tradeable Dates
317Trades
0Treynor Ratio
0.64Win Rate
0.641Net Profit
40.734PSR
0.342Sharpe Ratio
0Alpha
0Beta
7.827CAR
6.1Drawdown
-1.62Loss Rate
528Parameters
0Security Types
0Tradeable Dates
27Trades
0Treynor Ratio
1.14Win Rate
7.656Net Profit
36.171PSR
0.727Sharpe Ratio
0Alpha
0Beta
7.613CAR
5.4Drawdown
-0.32Loss Rate
528Parameters
0Security Types
0Tradeable Dates
368Trades
0Treynor Ratio
0.42Win Rate
2.939Net Profit
24.535PSR
0.376Sharpe Ratio
0Alpha
0Beta
3.528CAR
8.9Drawdown
-0.46Loss Rate
528Parameters
0Security Types
0Tradeable Dates
200Trades
0Treynor Ratio
0.43Win Rate
William started the discussion [Question] How do I request history data for every security in my universe?
Hi all,
5.218Net Profit
81.606PSR
2.585Sharpe Ratio
0Alpha
0Beta
22.369CAR
1.9Drawdown
-0.23Loss Rate
538Parameters
0Security Types
0Tradeable Dates
58Trades
0Treynor Ratio
0.64Win Rate
-4.543Net Profit
4.665PSR
-0.121Sharpe Ratio
0Alpha
0Beta
-2.97CAR
16.2Drawdown
-0.65Loss Rate
528Parameters
0Security Types
0Tradeable Dates
317Trades
0Treynor Ratio
0.64Win Rate
0.641Net Profit
40.734PSR
0.342Sharpe Ratio
0Alpha
0Beta
7.827CAR
6.1Drawdown
-1.62Loss Rate
528Parameters
0Security Types
0Tradeable Dates
27Trades
0Treynor Ratio
1.14Win Rate
7.656Net Profit
36.171PSR
0.727Sharpe Ratio
0Alpha
0Beta
7.613CAR
5.4Drawdown
-0.32Loss Rate
528Parameters
0Security Types
0Tradeable Dates
368Trades
0Treynor Ratio
0.42Win Rate
2.939Net Profit
24.535PSR
0.376Sharpe Ratio
0Alpha
0Beta
3.528CAR
8.9Drawdown
-0.46Loss Rate
528Parameters
0Security Types
0Tradeable Dates
200Trades
0Treynor Ratio
0.43Win Rate
7.211Net Profit
2.049PSR
0.157Sharpe Ratio
0Alpha
0Beta
1.754CAR
32.4Drawdown
-0.45Loss Rate
528Parameters
0Security Types
0Tradeable Dates
1247Trades
0Treynor Ratio
0.54Win Rate
12.002Net Profit
85.286PSR
12.223Sharpe Ratio
2.949Alpha
4.944Beta
890.528CAR
6Drawdown
-0.84Loss Rate
116Parameters
0Security Types
14Tradeable Dates
54Trades
0.961Treynor Ratio
0.94Win Rate
857.339Net Profit
99.96PSR
8.582Sharpe Ratio
4.429Alpha
0.554Beta
857.339CAR
14.9Drawdown
-0.15Loss Rate
18Parameters
0Security Types
28.004Sortino Ratio
251Tradeable Dates
8Trades
7.977Treynor Ratio
109.55Win Rate
20.551Net Profit
94.152PSR
2.515Sharpe Ratio
-0.005Alpha
0.985Beta
20.675CAR
2.6Drawdown
0Loss Rate
102Parameters
0Security Types
4.14Sortino Ratio
251Tradeable Dates
1Trades
0.143Treynor Ratio
0Win Rate
9.562Net Profit
32.729PSR
0.648Sharpe Ratio
-0.116Alpha
1.266Beta
9.617CAR
7.8Drawdown
0Loss Rate
104Parameters
0Security Types
1.123Sortino Ratio
251Tradeable Dates
2Trades
0.057Treynor Ratio
0Win Rate
-4.473Net Profit
6.024PSR
-0.293Sharpe Ratio
-0.109Alpha
0.554Beta
-4.497CAR
14Drawdown
0Loss Rate
100Parameters
0Security Types
-0.608Sortino Ratio
251Tradeable Dates
1Trades
-0.049Treynor Ratio
0Win Rate
23.597Net Profit
47.014PSR
1.017Sharpe Ratio
-0.105Alpha
1.893Beta
23.741CAR
13.2Drawdown
0Loss Rate
100Parameters
0Security Types
1.734Sortino Ratio
251Tradeable Dates
1Trades
0.093Treynor Ratio
0Win Rate
743.582Net Profit
99.958PSR
8.05Sharpe Ratio
3.903Alpha
0.51Beta
743.582CAR
14.3Drawdown
-0.17Loss Rate
18Parameters
0Security Types
25.96Sortino Ratio
251Tradeable Dates
8Trades
7.631Treynor Ratio
98.67Win Rate
-1.178Net Profit
5.904PSR
-0.301Sharpe Ratio
-0.007Alpha
0.022Beta
-1.178CAR
3.7Drawdown
-1.43Loss Rate
92Parameters
0Security Types
-0.419Sortino Ratio
251Tradeable Dates
38Trades
-0.364Treynor Ratio
1.79Win Rate
-5.989Net Profit
2.518PSR
-0.556Sharpe Ratio
-0.037Alpha
0.113Beta
-5.989CAR
13Drawdown
-1.87Loss Rate
92Parameters
0Security Types
-0.519Sortino Ratio
251Tradeable Dates
40Trades
-0.35Treynor Ratio
1.32Win Rate
4.398Net Profit
51.128PSR
1.039Sharpe Ratio
0.03Alpha
-0.03Beta
4.398CAR
1.9Drawdown
-0.43Loss Rate
93Parameters
0Security Types
1.712Sortino Ratio
251Tradeable Dates
18Trades
-1.013Treynor Ratio
0.33Win Rate
-3.742Net Profit
0.672PSR
-0.388Sharpe Ratio
-0.013Alpha
0.006Beta
-1.889CAR
8.2Drawdown
-1.81Loss Rate
102Parameters
0Security Types
-0.362Sortino Ratio
503Tradeable Dates
72Trades
-2.115Treynor Ratio
2.1Win Rate
0Net Profit
0PSR
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
98Parameters
0Security Types
7.9228162514264E+28Sortino Ratio
0Tradeable Dates
0Trades
0Treynor Ratio
0Win Rate
4.398Net Profit
51.128PSR
1.039Sharpe Ratio
0.03Alpha
-0.03Beta
4.398CAR
1.9Drawdown
-0.43Loss Rate
85Parameters
0Security Types
1.712Sortino Ratio
251Tradeable Dates
18Trades
-1.013Treynor Ratio
0.33Win Rate
-9.011Net Profit
0.359PSR
-1.081Sharpe Ratio
-0.064Alpha
-0.117Beta
-9.011CAR
9.2Drawdown
-0.41Loss Rate
84Parameters
0Security Types
-1.162Sortino Ratio
251Tradeable Dates
30Trades
0.53Treynor Ratio
0.28Win Rate
4.398Net Profit
51.128PSR
1.039Sharpe Ratio
0.03Alpha
-0.03Beta
4.398CAR
1.9Drawdown
-0.43Loss Rate
75Parameters
0Security Types
1.712Sortino Ratio
251Tradeable Dates
18Trades
-1.013Treynor Ratio
0.33Win Rate
0Net Profit
0PSR
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
71Parameters
0Security Types
7.9228162514264E+28Sortino Ratio
251Tradeable Dates
0Trades
0Treynor Ratio
0Win Rate
0Net Profit
0PSR
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
66Parameters
0Security Types
7.9228162514264E+28Sortino Ratio
251Tradeable Dates
0Trades
0Treynor Ratio
0Win Rate
0Net Profit
0PSR
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
66Parameters
0Security Types
7.9228162514264E+28Sortino Ratio
251Tradeable Dates
0Trades
0Treynor Ratio
0Win Rate
-11.979Net Profit
4.755PSR
-0.43Sharpe Ratio
-0.076Alpha
-0.009Beta
-12.943CAR
25.3Drawdown
-0.97Loss Rate
72Parameters
0Security Types
-0.828Sortino Ratio
231Tradeable Dates
214Trades
8.302Treynor Ratio
0.95Win Rate
-14.376Net Profit
3.686PSR
-0.52Sharpe Ratio
-0.122Alpha
0.183Beta
-15.515CAR
27.2Drawdown
-1.47Loss Rate
66Parameters
0Security Types
-0.934Sortino Ratio
231Tradeable Dates
159Trades
-0.519Treynor Ratio
1.18Win Rate
-12.143Net Profit
8.734PSR
-0.174Sharpe Ratio
-0.024Alpha
-0.187Beta
-13.119CAR
36.4Drawdown
-2.78Loss Rate
64Parameters
0Security Types
-0.514Sortino Ratio
231Tradeable Dates
55Trades
0.277Treynor Ratio
5.94Win Rate
-12.077Net Profit
0.673PSR
-0.445Sharpe Ratio
-0.024Alpha
-0.103Beta
-6.216CAR
20.6Drawdown
0Loss Rate
33Parameters
0Security Types
-0.798Sortino Ratio
504Tradeable Dates
2Trades
0.391Treynor Ratio
0Win Rate
66.544Net Profit
59.906PSR
1.26Sharpe Ratio
0.162Alpha
0.303Beta
28.962CAR
9.5Drawdown
0Loss Rate
35Parameters
0Security Types
2.351Sortino Ratio
504Tradeable Dates
4Trades
0.694Treynor Ratio
0Win Rate
-9.167Net Profit
0.838PSR
-0.402Sharpe Ratio
-0.017Alpha
-0.085Beta
-4.681CAR
16.4Drawdown
-0.14Loss Rate
28Parameters
0Security Types
-0.706Sortino Ratio
504Tradeable Dates
1005Trades
0.357Treynor Ratio
0.1Win Rate
William started the discussion [Question] How do I request history data for every security in my universe?
Hi all,
William left a comment in the discussion [Question] How do I request history data for every security in my universe?
Ahhhh okay okay I think that makes more sense now, you're right, I thought Initialize() was...
William left a comment in the discussion [Question] How do I request history data for every security in my universe?
Ahhhh okay okay I think that makes more sense now, you're right, I thought Initialize() was...
1 years ago