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Public Backtests (9)

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Long M5R1 Nano

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

Long M5R1 1000

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

Alert Apricot Butterfly

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

Creative Orange Jellyfish

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

Smooth Red Eagle

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


Community

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Long M5R1 Nano

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

Long M5R1 1000

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

Alert Apricot Butterfly

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

Creative Orange Jellyfish

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

Smooth Red Eagle

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

Jumping Violet Termite

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

Crawling Red Fish

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

Square Asparagus Eagle

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

Focused Apricot Horse

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