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Statistics & Reporting Calculations

Hello all, we updated the statistics calculations to tidy them up -

1. Removed the interest free rate of return from the sharpe ratio calculation, and made it based on daily returns. We assumed 252 trading days per year which is a safe bet for FOREX if you're only trading liquid days anyway.

2. We tidied up the text descriptions to make them more readable.

3. "Trade Frequency" is calculated by trades / days. The text-description is based on the number of trades divided into Second, Minute, Daily and Weekly timeframes. We fixed the report to show the text-description.

Next step is to break down the analysis by year. If you have any requests for the statistics reports should show, feel free to suggest them here -

Jared
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The material on this website is provided for informational purposes only and does not constitute an offer to sell, a solicitation to buy, or a recommendation or endorsement for any security or strategy, nor does it constitute an offer to provide investment advisory services by QuantConnect. In addition, the material offers no opinion with respect to the suitability of any security or specific investment. QuantConnect makes no guarantees as to the accuracy or completeness of the views expressed in the website. The views are subject to change, and may have become unreliable for various reasons, including changes in market conditions or economic circumstances. All investments involve risk, including loss of principal. You should consult with an investment professional before making any investment decisions.



Update Backtest





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The material on this website is provided for informational purposes only and does not constitute an offer to sell, a solicitation to buy, or a recommendation or endorsement for any security or strategy, nor does it constitute an offer to provide investment advisory services by QuantConnect. In addition, the material offers no opinion with respect to the suitability of any security or specific investment. QuantConnect makes no guarantees as to the accuracy or completeness of the views expressed in the website. The views are subject to change, and may have become unreliable for various reasons, including changes in market conditions or economic circumstances. All investments involve risk, including loss of principal. You should consult with an investment professional before making any investment decisions.


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