We are pioneering the radical future for open-source quant finance. QuantConnect is the world's largest quant community, empowering 220,000 quants with a framework, data, and infrastructure for their investments.
26.593Net Profit
82.876PSR
2.233Sharpe Ratio
0.317Alpha
0.387Beta
66.432CAR
4.7Drawdown
-0.36Loss Rate
0Parameters
0Security Types
0Tradeable Dates
410Trades
1.009Treynor Ratio
0.53Win Rate
17.56Net Profit
91.449PSR
2.358Sharpe Ratio
0.176Alpha
0.305Beta
42.733CAR
4.1Drawdown
-0.08Loss Rate
0Parameters
0Security Types
0Tradeable Dates
1206Trades
0.759Treynor Ratio
0.12Win Rate
32.822Net Profit
73.977PSR
2.036Sharpe Ratio
0.362Alpha
1.365Beta
91.891CAR
17.8Drawdown
-1.11Loss Rate
18Parameters
0Security Types
0Tradeable Dates
133Trades
0.425Treynor Ratio
1.48Win Rate
28.598Net Profit
68.012PSR
1.738Sharpe Ratio
0.273Alpha
1.413Beta
78.167CAR
18.8Drawdown
-1.15Loss Rate
18Parameters
0Security Types
0Tradeable Dates
145Trades
0.353Treynor Ratio
1.32Win Rate
9.384Net Profit
50.235PSR
0.731Sharpe Ratio
-0.053Alpha
1.034Beta
22.869CAR
9.8Drawdown
-0.6Loss Rate
18Parameters
0Security Types
0Tradeable Dates
133Trades
0.109Treynor Ratio
0.66Win Rate
26.593Net Profit
82.876PSR
2.233Sharpe Ratio
0.317Alpha
0.387Beta
66.432CAR
4.7Drawdown
-0.36Loss Rate
0Parameters
0Security Types
0Tradeable Dates
410Trades
1.009Treynor Ratio
0.53Win Rate
17.56Net Profit
91.449PSR
2.358Sharpe Ratio
0.176Alpha
0.305Beta
42.733CAR
4.1Drawdown
-0.08Loss Rate
0Parameters
0Security Types
0Tradeable Dates
1206Trades
0.759Treynor Ratio
0.12Win Rate
32.822Net Profit
73.977PSR
2.036Sharpe Ratio
0.362Alpha
1.365Beta
91.891CAR
17.8Drawdown
-1.11Loss Rate
18Parameters
0Security Types
0Tradeable Dates
133Trades
0.425Treynor Ratio
1.48Win Rate
28.598Net Profit
68.012PSR
1.738Sharpe Ratio
0.273Alpha
1.413Beta
78.167CAR
18.8Drawdown
-1.15Loss Rate
18Parameters
0Security Types
0Tradeable Dates
145Trades
0.353Treynor Ratio
1.32Win Rate
9.384Net Profit
50.235PSR
0.731Sharpe Ratio
-0.053Alpha
1.034Beta
22.869CAR
9.8Drawdown
-0.6Loss Rate
18Parameters
0Security Types
0Tradeable Dates
133Trades
0.109Treynor Ratio
0.66Win Rate
28.598Net Profit
68.012PSR
1.738Sharpe Ratio
0.273Alpha
1.413Beta
78.167CAR
18.8Drawdown
-1.15Loss Rate
18Parameters
0Security Types
0Tradeable Dates
145Trades
0.353Treynor Ratio
1.32Win Rate
28.598Net Profit
68.012PSR
1.738Sharpe Ratio
0.273Alpha
1.413Beta
78.167CAR
18.8Drawdown
-1.15Loss Rate
18Parameters
0Security Types
0Tradeable Dates
145Trades
0.353Treynor Ratio
1.32Win Rate
12.693Net Profit
47.46PSR
0.797Sharpe Ratio
-0.014Alpha
1.265Beta
31.572CAR
14Drawdown
-0.52Loss Rate
18Parameters
0Security Types
0Tradeable Dates
309Trades
0.149Treynor Ratio
0.51Win Rate
16.303Net Profit
75.583PSR
2.861Sharpe Ratio
0.463Alpha
1.143Beta
124.938CAR
5Drawdown
-0.32Loss Rate
18Parameters
0Security Types
0Tradeable Dates
167Trades
0.676Treynor Ratio
0.56Win Rate