[ { "expression": "ts_rank(close - vwap, 12)", "time_consuming": 15.79, "formatted_time": "15.79秒", "alpha_id": "/", "status": "failed", "description": "The read operation timed out", "simulation_timestamp": "2025-11-14 16:58:48", "metrics": null }, { "expression": "ts_mean((close - open) / (high - low + 0.001), 20)", "time_consuming": 109.71, "formatted_time": "1分49.71秒", "alpha_id": "VkjVwxrG", "status": "success", "description": "/", "simulation_timestamp": "2025-11-14 17:00:22", "metrics": { "id": "VkjVwxrG", "type": "REGULAR", "author": "YC93384", "settings": { "instrumentType": "EQUITY", "region": "USA", "universe": "TOP3000", "delay": 1, "decay": 0, "neutralization": "INDUSTRY", "truncation": 0.08, "pasteurization": "ON", "unitHandling": "VERIFY", "nanHandling": "OFF", "maxTrade": "OFF", "language": "FASTEXPR", "visualization": false, "startDate": "2018-01-20", "endDate": "2023-01-20" }, "regular": { "code": "ts_mean((close - open) / (high - low + 0.001), 20)", "description": null, "operatorCount": 5 }, "dateCreated": "2025-11-14T04:00:17-05:00", "dateSubmitted": null, "dateModified": "2025-11-14T04:00:18-05:00", "name": null, "favorite": false, "hidden": false, "color": null, "category": null, "tags": [], "classifications": [ { "id": "DATA_USAGE:SINGLE_DATA_SET", "name": "Single Data Set Alpha" } ], "grade": "INFERIOR", "stage": "IS", "status": "UNSUBMITTED", "is": { "pnl": -4252305, "bookSize": 20000000, "longCount": 1570, "shortCount": 1558, "turnover": 0.3075, "returns": -0.0859, "drawdown": 0.5096, "margin": -0.000559, "sharpe": -0.83, "fitness": -0.44, "startDate": "2018-01-20", "checks": [ { "name": "LOW_SHARPE", "result": "FAIL", "limit": 1.25, "value": -0.83 }, { "name": "LOW_FITNESS", "result": "FAIL", "limit": 1.0, "value": -0.44 }, { "name": "LOW_TURNOVER", "result": "PASS", "limit": 0.01, "value": 0.3075 }, { "name": "HIGH_TURNOVER", "result": "PASS", "limit": 0.7, "value": 0.3075 }, { "name": "CONCENTRATED_WEIGHT", "result": "PASS" }, { "name": "LOW_SUB_UNIVERSE_SHARPE", "result": "FAIL", "limit": -0.36, "value": -0.7 }, { "name": "UNITS", "result": "WARNING", "message": "Incompatible unit for input of \"add\" at index 1, expected \"Unit[CSPrice:1]\", found \"Unit[]\"" }, { "name": "SELF_CORRELATION", "result": "PENDING" }, { "name": "MATCHES_COMPETITION", "result": "PASS", "competitions": [ { "id": "challenge", "name": "Challenge" } ] } ] }, "os": null, "train": null, "test": null, "prod": null, "competitions": null, "themes": null, "pyramids": null, "pyramidThemes": null, "team": null } }, { "expression": "-ts_rank(ts_decay_linear(volume, 10), 30)", "time_consuming": 124.43, "formatted_time": "2分4.43秒", "alpha_id": "E5W10mem", "status": "success", "description": "/", "simulation_timestamp": "2025-11-14 17:00:37", "metrics": { "id": "E5W10mem", "type": "REGULAR", "author": "YC93384", "settings": { "instrumentType": "EQUITY", "region": "USA", "universe": "TOP3000", "delay": 1, "decay": 0, "neutralization": "INDUSTRY", "truncation": 0.08, "pasteurization": "ON", "unitHandling": "VERIFY", "nanHandling": "OFF", "maxTrade": "OFF", "language": "FASTEXPR", "visualization": false, "startDate": "2018-01-20", "endDate": "2023-01-20" }, "regular": { "code": "-ts_rank(ts_decay_linear(volume, 10), 30)", "description": null, "operatorCount": 3 }, "dateCreated": "2025-11-14T04:00:33-05:00", "dateSubmitted": null, "dateModified": "2025-11-14T04:00:34-05:00", "name": null, "favorite": false, "hidden": false, "color": null, "category": null, "tags": [], "classifications": [ { "id": "DATA_USAGE:SINGLE_DATA_SET", "name": "Single Data Set Alpha" } ], "grade": "INFERIOR", "stage": "IS", "status": "UNSUBMITTED", "is": { "pnl": -1352690, "bookSize": 20000000, "longCount": 1610, "shortCount": 1517, "turnover": 0.3383, "returns": -0.0273, "drawdown": 0.2176, "margin": -0.000162, "sharpe": -0.58, "fitness": -0.16, "startDate": "2018-01-20", "checks": [ { "name": "LOW_SHARPE", "result": "FAIL", "limit": 1.25, "value": -0.58 }, { "name": "LOW_FITNESS", "result": "FAIL", "limit": 1.0, "value": -0.16 }, { "name": "LOW_TURNOVER", "result": "PASS", "limit": 0.01, "value": 0.3383 }, { "name": "HIGH_TURNOVER", "result": "PASS", "limit": 0.7, "value": 0.3383 }, { "name": "CONCENTRATED_WEIGHT", "result": "PASS" }, { "name": "LOW_SUB_UNIVERSE_SHARPE", "result": "FAIL", "limit": -0.25, "value": -0.66 }, { "name": "SELF_CORRELATION", "result": "PENDING" }, { "name": "MATCHES_COMPETITION", "result": "PASS", "competitions": [ { "id": "challenge", "name": "Challenge" } ] } ] }, "os": null, "train": null, "test": null, "prod": null, "competitions": null, "themes": null, "pyramids": null, "pyramidThemes": null, "team": null } }, { "expression": "ts_rank(adv20 - volume, 15) + ts_rank(volume, 15)", "time_consuming": 85.26, "formatted_time": "1分25.26秒", "alpha_id": "0m3qkZN1", "status": "success", "description": "/", "simulation_timestamp": "2025-11-14 17:02:08", "metrics": { "id": "0m3qkZN1", "type": "REGULAR", "author": "YC93384", "settings": { "instrumentType": "EQUITY", "region": "USA", "universe": "TOP3000", "delay": 1, "decay": 0, "neutralization": "INDUSTRY", "truncation": 0.08, "pasteurization": "ON", "unitHandling": "VERIFY", "nanHandling": "OFF", "maxTrade": "OFF", "language": "FASTEXPR", "visualization": false, "startDate": "2018-01-20", "endDate": "2023-01-20" }, "regular": { "code": "ts_rank(adv20 - volume, 15) + ts_rank(volume, 15)", "description": null, "operatorCount": 4 }, "dateCreated": "2025-11-14T04:02:06-05:00", "dateSubmitted": null, "dateModified": "2025-11-14T04:02:07-05:00", "name": null, "favorite": false, "hidden": false, "color": null, "category": null, "tags": [], "classifications": [ { "id": "DATA_USAGE:SINGLE_DATA_SET", "name": "Single Data Set Alpha" } ], "grade": "INFERIOR", "stage": "IS", "status": "UNSUBMITTED", "is": { "pnl": 1607957, "bookSize": 20000000, "longCount": 1749, "shortCount": 1375, "turnover": 0.8699, "returns": 0.0325, "drawdown": 0.0811, "margin": 7.5e-05, "sharpe": 0.71, "fitness": 0.14, "startDate": "2018-01-20", "checks": [ { "name": "LOW_SHARPE", "result": "FAIL", "limit": 1.25, "value": 0.71 }, { "name": "LOW_FITNESS", "result": "FAIL", "limit": 1.0, "value": 0.14 }, { "name": "LOW_TURNOVER", "result": "PASS", "limit": 0.01, "value": 0.8699 }, { "name": "HIGH_TURNOVER", "result": "FAIL", "limit": 0.7, "value": 0.8699 }, { "name": "CONCENTRATED_WEIGHT", "result": "PASS" }, { "name": "LOW_SUB_UNIVERSE_SHARPE", "result": "PASS", "limit": 0.31, "value": 0.84 }, { "name": "SELF_CORRELATION", "result": "PENDING" }, { "name": "MATCHES_COMPETITION", "result": "PASS", "competitions": [ { "id": "challenge", "name": "Challenge" } ] } ] }, "os": null, "train": null, "test": null, "prod": null, "competitions": null, "themes": null, "pyramids": null, "pyramidThemes": null, "team": null } }, { "expression": "ts_mean(high - ts_delay(high, 1), 60) - ts_mean(low - ts_delay(low, 1), 60)", "time_consuming": 86.01, "formatted_time": "1分26.01秒", "alpha_id": "wpxqw73d", "status": "success", "description": "/", "simulation_timestamp": "2025-11-14 17:02:09", "metrics": { "id": "wpxqw73d", "type": "REGULAR", "author": "YC93384", "settings": { "instrumentType": "EQUITY", "region": "USA", "universe": "TOP3000", "delay": 1, "decay": 0, "neutralization": "INDUSTRY", "truncation": 0.08, "pasteurization": "ON", "unitHandling": "VERIFY", "nanHandling": "OFF", "maxTrade": "OFF", "language": "FASTEXPR", "visualization": false, "startDate": "2018-01-20", "endDate": "2023-01-20" }, "regular": { "code": "ts_mean(high - ts_delay(high, 1), 60) - ts_mean(low - ts_delay(low, 1), 60)", "description": null, "operatorCount": 7 }, "dateCreated": "2025-11-14T04:02:06-05:00", "dateSubmitted": null, "dateModified": "2025-11-14T04:02:06-05:00", "name": null, "favorite": false, "hidden": false, "color": null, "category": null, "tags": [], "classifications": [ { "id": "DATA_USAGE:SINGLE_DATA_SET", "name": "Single Data Set Alpha" } ], "grade": "INFERIOR", "stage": "IS", "status": "UNSUBMITTED", "is": { "pnl": -1454336, "bookSize": 20000000, "longCount": 1602, "shortCount": 1526, "turnover": 1.0897, "returns": -0.0294, "drawdown": 0.5598, "margin": -5.4e-05, "sharpe": -0.19, "fitness": -0.03, "startDate": "2018-01-20", "checks": [ { "name": "LOW_SHARPE", "result": "FAIL", "limit": 1.25, "value": -0.19 }, { "name": "LOW_FITNESS", "result": "FAIL", "limit": 1.0, "value": -0.03 }, { "name": "LOW_TURNOVER", "result": "PASS", "limit": 0.01, "value": 1.0897 }, { "name": "HIGH_TURNOVER", "result": "FAIL", "limit": 0.7, "value": 1.0897 }, { "name": "CONCENTRATED_WEIGHT", "result": "FAIL", "date": "2022-10-27", "limit": 0.1, "value": 0.298634 }, { "name": "LOW_SUB_UNIVERSE_SHARPE", "result": "FAIL", "limit": -0.08, "value": -0.37 }, { "name": "SELF_CORRELATION", "result": "PENDING" }, { "name": "MATCHES_COMPETITION", "result": "PASS", "competitions": [ { "id": "challenge", "name": "Challenge" } ] } ] }, "os": null, "train": null, "test": null, "prod": null, "competitions": null, "themes": null, "pyramids": null, "pyramidThemes": null, "team": null } } ]