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I am new to this and still trying all the different algorithms that everyone has been sharing. But so far this is my favorite, I have good results even using a conservative starting amount of $50, 000.

Clone Algorithm
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Backtest from to with initial capital ( data)
Cumulative performance:
Algorithm Benchmark
Custom data:
Week
Month
All
Total Returns
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Alpha
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Beta
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Sharpe
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Sortino
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Information Ratio
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Benchmark Returns
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Volatility
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Max Drawdown
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Returns 1 Month 3 Month 6 Month 12 Month
Alpha 1 Month 3 Month 6 Month 12 Month
Beta 1 Month 3 Month 6 Month 12 Month
Sharpe 1 Month 3 Month 6 Month 12 Month
Sortino 1 Month 3 Month 6 Month 12 Month
Information Ratio 1 Month 3 Month 6 Month 12 Month
Volatility 1 Month 3 Month 6 Month 12 Month
Max Drawdown 1 Month 3 Month 6 Month 12 Month
This backtest was created using an older version of the backtester. Please re-run this backtest to see results using the latest backtester. Learn more about the recent changes.
There was a runtime error.

oh, this was a clone from "The Theory of Anti-Gravity(With Overdraft Control) originally posted by John L.

Quick question from a noob.

Why do you use different equations for long and short positions? Why not buy (or sell) the same number of shares of a given security ir respective of weather you are going long or short

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