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Same strategy. Three differ versions. Which one actually survives? #algorithmictrading #quantinsti
Long-Short: 2.68% return, Sharpe 0.11, drawdown 53%.
Long-Only: 16.95% return, Sharpe 1.02, drawdown 21%.
MA200 Filtered: 14.53% return, Sharpe 0.89, drawdown 25%.
One simple MA200 filter changed everything.
Not just returns the entire risk profile.
This is what strategy development in Python actually looks like.
Build it. Compare it. Look at Sharpe. Look at drawdown.
Never just look at the return number alone.
Watch the full video here:
https://youtu.be/8A_JiLqA5DM
Want to build strategies like this yourself?
Explore EPAT:
https://www.quantinsti.com/epat
#DonchianChannel #Backtesting #PythonTrading #AlgorithmicTrading #QuantTrading #SharpeRatio #TradingStrategy #TradingShorts #QuantInsti
Видео Same strategy. Three differ versions. Which one actually survives? #algorithmictrading #quantinsti канала QuantInsti Quantitative Learning
Long-Only: 16.95% return, Sharpe 1.02, drawdown 21%.
MA200 Filtered: 14.53% return, Sharpe 0.89, drawdown 25%.
One simple MA200 filter changed everything.
Not just returns the entire risk profile.
This is what strategy development in Python actually looks like.
Build it. Compare it. Look at Sharpe. Look at drawdown.
Never just look at the return number alone.
Watch the full video here:
https://youtu.be/8A_JiLqA5DM
Want to build strategies like this yourself?
Explore EPAT:
https://www.quantinsti.com/epat
#DonchianChannel #Backtesting #PythonTrading #AlgorithmicTrading #QuantTrading #SharpeRatio #TradingStrategy #TradingShorts #QuantInsti
Видео Same strategy. Three differ versions. Which one actually survives? #algorithmictrading #quantinsti канала QuantInsti Quantitative Learning
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25 мая 2026 г. 16:26:10
00:00:33
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