Performance Measures

Hi all,

I have backtested a strategy and am wondering how to get more metrics to determine just how good it is. I have downloaded the CloudQuant summary report, but I was looking to figure out other metrics (e.g. sharpe ratio), or whatever metrics Kershner uses to determine if an algo is worth investing in. If I am looking at Avg Efficiency, Win Percent, etc., then what numbers (roughly) should I be looking to achieve for these metrics?



  • cq_devcq_dev Posts: 5

    We have some more reports on our development schedule soon, that should provide some different analysis and KPI you can look at to judge your strategy.

    We will also have a leaderboard where you can see how your algorithms/backtests ranks compared to other users based off these metrics.

  • Oh ok great - I look forward to it!

  • The new report is now available. Let us know how they look and if you would like to see anything else added.

Sign In or Register to comment.