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Improve Algorithm Performance With Optimize API

Hi All,

I'm trying to implement the optimize api in my algorithm but oddly enough, the returns are much worse with optimize than without. Could anyone point me in the right direction as what I'm doing wrong and how to fix it? Thanks in advance!

Rohit

Clone Algorithm
8
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Backtest from to with initial capital
Total Returns
--
Alpha
--
Beta
--
Sharpe
--
Sortino
--
Max Drawdown
--
Benchmark Returns
--
Volatility
--
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
Volatility 1 Month 3 Month 6 Month 12 Month
Max Drawdown 1 Month 3 Month 6 Month 12 Month
# Backtest ID: 59617841182f7c4de9836713
There was a runtime error.
1 response

I commented out some of the constraints and objectives to see if those were the issues as well as included more and less capital. However, the results were more or less the same. Does this mean there is a flaw in my strategy or just an error in the way I'm using the optimize API? Some help and advice would be appreciated.

Clone Algorithm
8
Loading...
Backtest from to with initial capital
Total Returns
--
Alpha
--
Beta
--
Sharpe
--
Sortino
--
Max Drawdown
--
Benchmark Returns
--
Volatility
--
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
Volatility 1 Month 3 Month 6 Month 12 Month
Max Drawdown 1 Month 3 Month 6 Month 12 Month
# Backtest ID: 597107ba2a67ab4e0fec7f33
There was a runtime error.