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Public Backtests (12)

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Upgraded Fluorescent Pink Rat

941.821Net Profit

17.809PSR

0.733Sharpe Ratio

0.032Alpha

0.87Beta

16.795CAR

29.8Drawdown

-0.78Loss Rate

23Parameters

0Security Types

3794Tradeable Dates

921Trades

0.124Treynor Ratio

0.86Win Rate

Well Dressed Blue Pig

1521.511Net Profit

23.398PSR

0.803Sharpe Ratio

0Alpha

0Beta

20.269CAR

30.8Drawdown

-4.17Loss Rate

16Parameters

0Security Types

3794Tradeable Dates

109Trades

0Treynor Ratio

7.79Win Rate

Square Orange Fish

1629.776Net Profit

26.823PSR

0.828Sharpe Ratio

0Alpha

0Beta

20.785CAR

29.7Drawdown

-3.41Loss Rate

16Parameters

0Security Types

3794Tradeable Dates

109Trades

0Treynor Ratio

7.75Win Rate

Formal Fluorescent Orange Wolf

1410.987Net Profit

19.731PSR

0.773Sharpe Ratio

0Alpha

0Beta

19.708CAR

32.8Drawdown

-4.24Loss Rate

15Parameters

0Security Types

3794Tradeable Dates

108Trades

0Treynor Ratio

7.47Win Rate

Swimming Fluorescent Pink Goat

1183.739Net Profit

0.055PSR

0.377Sharpe Ratio

0.047Alpha

0.78Beta

11.199CAR

57.8Drawdown

-0.74Loss Rate

35Parameters

0Security Types

6044Tradeable Dates

2999Trades

0.101Treynor Ratio

0.89Win Rate


Community

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Xavier started the discussion Set_holdings not using all available equity

I have this “strategy” that produces random portfolio weights of 4 companies that sum to 0.99....

10 days ago

Xavier left a comment in the discussion Set_holdings not using all available equity

As that is literally the same code as before, I won't be responding to mia as this is going...

10 days ago

Xavier left a comment in the discussion Set_holdings not using all available equity

Mia Alissi This still doesn't fix the issue, and it looks a lot like my original code. The issue at...

10 days ago

Xavier left a comment in the discussion Set_holdings not using all available equity

Mia Alissi I have implemented your code while fixing some import errors and nothing seems to have...

10 days ago

Upgraded Fluorescent Pink Rat

941.821Net Profit

17.809PSR

0.733Sharpe Ratio

0.032Alpha

0.87Beta

16.795CAR

29.8Drawdown

-0.78Loss Rate

23Parameters

0Security Types

3794Tradeable Dates

921Trades

0.124Treynor Ratio

0.86Win Rate

Well Dressed Blue Pig

1521.511Net Profit

23.398PSR

0.803Sharpe Ratio

0Alpha

0Beta

20.269CAR

30.8Drawdown

-4.17Loss Rate

16Parameters

0Security Types

3794Tradeable Dates

109Trades

0Treynor Ratio

7.79Win Rate

Square Orange Fish

1629.776Net Profit

26.823PSR

0.828Sharpe Ratio

0Alpha

0Beta

20.785CAR

29.7Drawdown

-3.41Loss Rate

16Parameters

0Security Types

3794Tradeable Dates

109Trades

0Treynor Ratio

7.75Win Rate

Formal Fluorescent Orange Wolf

1410.987Net Profit

19.731PSR

0.773Sharpe Ratio

0Alpha

0Beta

19.708CAR

32.8Drawdown

-4.24Loss Rate

15Parameters

0Security Types

3794Tradeable Dates

108Trades

0Treynor Ratio

7.47Win Rate

Swimming Fluorescent Pink Goat

1183.739Net Profit

0.055PSR

0.377Sharpe Ratio

0.047Alpha

0.78Beta

11.199CAR

57.8Drawdown

-0.74Loss Rate

35Parameters

0Security Types

6044Tradeable Dates

2999Trades

0.101Treynor Ratio

0.89Win Rate

Logical Light Brown kitten

8204.387Net Profit

28.088PSR

0.861Sharpe Ratio

0.133Alpha

0.969Beta

24.672CAR

44.4Drawdown

-0.56Loss Rate

19Parameters

0Security Types

5038Tradeable Dates

3210Trades

0.17Treynor Ratio

0.81Win Rate

Pensive Violet Pig

492.428Net Profit

2.698PSR

0.521Sharpe Ratio

0.013Alpha

0.968Beta

13.514CAR

34.5Drawdown

-0.64Loss Rate

17Parameters

0Security Types

3529Tradeable Dates

2059Trades

0.099Treynor Ratio

0.76Win Rate

Hyper Active Orange Owl

362.899Net Profit

4.398PSR

0.53Sharpe Ratio

-0.004Alpha

0.858Beta

11.224CAR

28.4Drawdown

-0.1Loss Rate

0Parameters

0Security Types

3623Tradeable Dates

2811Trades

0.082Treynor Ratio

0.22Win Rate

Jumping Violet Owl

4573434.211Net Profit

0PSR

0.502Sharpe Ratio

0.643Alpha

1.329Beta

55.214CAR

81.9Drawdown

-5.84Loss Rate

7Parameters

0Security Types

6136Tradeable Dates

587Trades

0.526Treynor Ratio

13.26Win Rate

Formal Violet Snake

154.949Net Profit

61.64PSR

1.399Sharpe Ratio

0.367Alpha

1.232Beta

59.808CAR

21.1Drawdown

-2.75Loss Rate

10Parameters

0Security Types

504Tradeable Dates

48Trades

0.363Treynor Ratio

7.01Win Rate

Smooth Light Brown Monkey

41457.066Net Profit

57.552PSR

1.192Sharpe Ratio

0.294Alpha

1.127Beta

52.007CAR

54.2Drawdown

-4.65Loss Rate

7Parameters

0Security Types

3621Tradeable Dates

345Trades

0.348Treynor Ratio

9.39Win Rate

Logical Asparagus Fly

27181.008Net Profit

47.551PSR

1.115Sharpe Ratio

0.265Alpha

1.114Beta

47.624CAR

54.2Drawdown

-4.64Loss Rate

7Parameters

0Security Types

3621Tradeable Dates

347Trades

0.325Treynor Ratio

8.81Win Rate

Xavier started the discussion Set_holdings not using all available equity

I have this “strategy” that produces random portfolio weights of 4 companies that sum to 0.99....

10 days ago

Xavier left a comment in the discussion Set_holdings not using all available equity

As that is literally the same code as before, I won't be responding to mia as this is going...

10 days ago

Xavier left a comment in the discussion Set_holdings not using all available equity

Mia Alissi This still doesn't fix the issue, and it looks a lot like my original code. The issue at...

10 days ago

Xavier left a comment in the discussion Set_holdings not using all available equity

Mia Alissi I have implemented your code while fixing some import errors and nothing seems to have...

10 days ago