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    Cryptocurrency algos issues

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    • S
      Sheikh last edited by Sheikh

      Hi @support,
      I believe something has gone wrong with the cryptocurrency algos on your Quantiacs system.

      1. The top 30 algos on your Leaderboard are all Futures strategies. Not a single crypto algo is in your top 30. The cryptos have all dropped to the bottom. Several of the backtest Sharpe Ratios for cryptocurrency algos are showing as less than 1 even though they had to score greater than one to get into the competition. Something is not looking right.

      2. Yesterday, I submitted a cryptocurrency algo using the ML VotingClassifier. It had a backtest Sharpe Ratio of 2.41 and made $440M in seven years. This is a copy of the chart when it was accepted to the contest yesterday Sunday:
        SPCVMLTA.PNG

      Today, when I checked it on the Leaderboard, the backtest SR is less than 1. And in my account, it is stating that it is ineligible for the competition even though it was already accepted to the competition with an SR = 2.41 yesterday. And the OS Sharpe is 76.40 for 1 live day. That is just crazy.
      spcvmlta2.PNG

      Actually, now all of my cryptocurrency algos have a backtest SR of less than 1 even though they were accepted to the competition.

      Please have a look.
      Thanks.

      ql.PNG

      support 2 Replies Last reply Reply Quote 1
      • support
        support @Sheikh last edited by

        @sheikh sure, thanks for pointing out, we refresh evaluations and let you know. Please be patient as we replaced the BTC Futures (5 days per week) with the BTC spot price (7 days), we need to fix some detail.

        1 Reply Last reply Reply Quote 0
        • support
          support @Sheikh last edited by

          @sheikh

          Hello.

          We've fixed the evaluation. The old systems will continue with the futures data.

          You can check the leaderboard.

          Regards.

          S 1 Reply Last reply Reply Quote 1
          • S
            Sheikh @support last edited by

            @support
            Thanks.
            You guys are the best!🏆

            1 Reply Last reply Reply Quote 0
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