</> Codebase - Databank / Filter
StrategyQuant X platform codebase – a place to share coded customizations and extensions – among all users.
Columns > Databank / Filter
Return / Max Drawdown (Max Intraday Drawdown or Trade Drawdown)
This new code chooses the greater Drawdown (Max Intraday Drawdown or Trade Drawdown).
Columns > Databank / Filter
Symmetrical Profit Factor and Score
A four decimal profit factor that can be summed or averaged properly with a zero baseline.
profit factor
Columns > Databank / Filter
Timothy Masters Internal Profit Factor
Timothy Masters Internal Profit Factor
Timothy Masters Internal Profit Factor
Columns > Databank / Filter
Additional Markets Strategy Metrics Average Values
83 Additional Markets Strategy Metrics Average Values snippets
strategy metrics
Columns > Databank / Filter
Number of Profitable Additional Markets
Shows the number of profitable additional markets. I just made some small changes to one of Clonex's columns so yeah he did most of the work.
additional markets
Columns > Databank / Filter
Profit Factor / MC: Retest 95% Profit Factor Ratio
Profit Factor / MC: Retest 95% Profit Factor Ratio
Columns > Databank / Filter
Profit Factor / MC: Manipulation 95% Profit Factor Ratio
Profit Factor / MC: Manipulation 95% Profit Factor Ratio
Columns > Databank / Filter
Avg. DD Pct. / Avg. Net Profit Pct. Ratio
Avg. DD Pct / Avg Net Profit Pct. Ratio
databank column
Columns > Databank / Filter
Drawdown % of Initial Capital
When evaluating strategies, it useful to consider the maximum drawdown as a percentage, not only respect to the previous high, but to the initial capital, as theoretically, the maximum drawdown
Columns > Databank / Filter
Annual % Return / Max. Drawdown % of Initial Capital
When evaluating strategies, it useful to consider the maximum drawdown as a percentage, not only respect to the previous high, but to the initial capital, as theoretically, the maximum drawdown