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Public Backtests (417)

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Pensive Apricot Salamander

70.292Net Profit

90.82PSR

4.047Sharpe Ratio

2.595Alpha

1.153Beta

2785.169CAR

14.3Drawdown

33Loss Rate

1Parameters

1Security Types

0Sortino Ratio

59Tradeable Dates

6Trades

2.066Treynor Ratio

67Win Rate

Measured Magenta Mule

23.661Net Profit

80.256PSR

3.032Sharpe Ratio

2.028Alpha

1.113Beta

282.399CAR

19.2Drawdown

67Loss Rate

1Parameters

1Security Types

1.2669Sortino Ratio

59Tradeable Dates

12Trades

1.637Treynor Ratio

33Win Rate

Calculating Sky Blue Cobra

14.429Net Profit

81.41PSR

3.159Sharpe Ratio

1.987Alpha

0.942Beta

134.259CAR

19.7Drawdown

57Loss Rate

1Parameters

1Security Types

0.8023Sortino Ratio

59Tradeable Dates

14Trades

1.924Treynor Ratio

43Win Rate

Smooth Brown Koala

1Parameters

0Security Types

123Tradeable Dates

Geeky Yellow-Green Dragonfly

1Parameters

0Security Types

31Tradeable Dates


Community

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Xavier started the discussion Bitfinex features missing

Hello,

5 years ago

Xavier left a comment in the discussion BTCUSD, Hour The issue starts from Apr 13th, 2019; and continues until now

Hello,Any update on this issue?Thanks for your support

5 years ago

Xavier started the discussion Log Issue: GDAXBrokerage.Subscribe Duplicated Messages

HelloI have a strategy connected live to GDAX and I'm having this issue in the log, this...

6 years ago

Xavier started the discussion Questions about the Log

The log is a great tool for us to debug and check if the behaviour of our algorithm is...

6 years ago

Xavier started the discussion Retrieve GDAX funds currently on hold.

I'm having problems updating a Stop Market Order on GDAX,

6 years ago

Pensive Apricot Salamander

70.292Net Profit

90.82PSR

4.047Sharpe Ratio

2.595Alpha

1.153Beta

2785.169CAR

14.3Drawdown

33Loss Rate

1Parameters

1Security Types

0Sortino Ratio

59Tradeable Dates

6Trades

2.066Treynor Ratio

67Win Rate

Measured Magenta Mule

23.661Net Profit

80.256PSR

3.032Sharpe Ratio

2.028Alpha

1.113Beta

282.399CAR

19.2Drawdown

67Loss Rate

1Parameters

1Security Types

1.2669Sortino Ratio

59Tradeable Dates

12Trades

1.637Treynor Ratio

33Win Rate

Calculating Sky Blue Cobra

14.429Net Profit

81.41PSR

3.159Sharpe Ratio

1.987Alpha

0.942Beta

134.259CAR

19.7Drawdown

57Loss Rate

1Parameters

1Security Types

0.8023Sortino Ratio

59Tradeable Dates

14Trades

1.924Treynor Ratio

43Win Rate

Smooth Brown Koala

1Parameters

0Security Types

123Tradeable Dates

Geeky Yellow-Green Dragonfly

1Parameters

0Security Types

31Tradeable Dates

Determined Fluorescent Pink Jellyfish

1Parameters

0Security Types

31Tradeable Dates

Creative Fluorescent Yellow Salmon

1Parameters

0Security Types

61Tradeable Dates

Hyper-Active Fluorescent Orange Hyena

1Parameters

0Security Types

365Tradeable Dates

Ugly Yellow Hornet

1Parameters

0Security Types

365Tradeable Dates

Retrospective Magenta Dog

1Parameters

0Security Types

365Tradeable Dates

Geeky Red Viper

1Parameters

0Security Types

31Tradeable Dates

Measured Red-Orange Lion

1Parameters

0Security Types

304Tradeable Dates

Emotional Asparagus Caterpillar

1Parameters

0Security Types

30Tradeable Dates

Muscular Violet Fly

1Parameters

0Security Types

30Tradeable Dates

Focused Asparagus Snake

1Parameters

0Security Types

30Tradeable Dates

Hyper-Active Red-Orange Duck

1Parameters

0Security Types

518Tradeable Dates

Calm Asparagus Armadillo

1Parameters

0Security Types

153Tradeable Dates

Emotional Magenta Gaur

1Parameters

0Security Types

184Tradeable Dates

Calm Apricot Chinchilla

-14.38Net Profit

9.15PSR

-1.755Sharpe Ratio

-0.569Alpha

-0.069Beta

-59.917CAR

19.4Drawdown

71Loss Rate

8Parameters

1Security Types

-1.1693Sortino Ratio

62Tradeable Dates

14Trades

8.272Treynor Ratio

29Win Rate

Pensive Red Cormorant

8Parameters

1Security Types

62Tradeable Dates

Muscular Blue Pony

-9.375Net Profit

5.028PSR

-3.737Sharpe Ratio

-0.747Alpha

0.061Beta

-68.621CAR

9.5Drawdown

100Loss Rate

8Parameters

1Security Types

-1.3942Sortino Ratio

31Tradeable Dates

6Trades

-12.396Treynor Ratio

0Win Rate

Calculating Fluorescent Pink Leopard

-9.375Net Profit

5.028PSR

-3.737Sharpe Ratio

-0.747Alpha

0.061Beta

-68.621CAR

9.5Drawdown

100Loss Rate

8Parameters

1Security Types

-1.3942Sortino Ratio

31Tradeable Dates

6Trades

-12.396Treynor Ratio

0Win Rate

Retrospective Red Anguilline

8Parameters

1Security Types

548Tradeable Dates

Virtual Brown Hamster

8Parameters

1Security Types

548Tradeable Dates

Alert Yellow-Green Whale

8Parameters

1Security Types

122Tradeable Dates

Calm Fluorescent Pink Bee

8Parameters

1Security Types

122Tradeable Dates

Pensive Orange Whale

8Parameters

1Security Types

518Tradeable Dates

Focused Fluorescent Orange Fish

8Parameters

1Security Types

122Tradeable Dates

Virtual Yellow-Green Barracuda

8Parameters

1Security Types

122Tradeable Dates

Well Dressed Yellow-Green Goshawk

8Parameters

1Security Types

122Tradeable Dates

Xavier started the discussion Bitfinex features missing

Hello,

5 years ago

Xavier left a comment in the discussion BTCUSD, Hour The issue starts from Apr 13th, 2019; and continues until now

Hello,Any update on this issue?Thanks for your support

5 years ago

Xavier started the discussion Log Issue: GDAXBrokerage.Subscribe Duplicated Messages

HelloI have a strategy connected live to GDAX and I'm having this issue in the log, this...

6 years ago

Xavier started the discussion Questions about the Log

The log is a great tool for us to debug and check if the behaviour of our algorithm is...

6 years ago

Xavier started the discussion Retrieve GDAX funds currently on hold.

I'm having problems updating a Stop Market Order on GDAX,

6 years ago

Xavier started the discussion How do I use consolidators with this kind of indicator?

Hello,

6 years ago

Xavier started the discussion How to convert bar time to UTC?

I have a simple question,

6 years ago

Xavier left a comment in the discussion How to convert bar time to UTC?

Hello Jing,

6 years ago

Xavier left a comment in the discussion Using Lean with Visual Studio 2017 and Anaconda3

Hello Mathias,Your post is really helpful.However, I'm still not able to get Intellisense...

6 years ago

Xavier left a comment in the discussion How do I use consolidators with this kind of indicator?

Thank you, Sawhney,

6 years ago

Xavier left a comment in the discussion Preprocessor Directives

Hello, 

6 years ago

Xavier left a comment in the discussion Log Issue: GDAXBrokerage.Subscribe Duplicated Messages

Thanks, Michael, for your response, will try and subscribe to more currencies and check it...

6 years ago