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-7.936Net Profit
-0.343Sharpe Ratio
-0.004Alpha
-0.001Beta
-0.523CAR
11.3Drawdown
67Loss Rate
1Security Types
-0.23630756811062Sortino Ratio
5Tradeable Dates
94Trades
3.1Treynor Ratio
33Win Rate
nullptr started the discussion Trades Summary Enums
Greetings. I am running a simple backtest in Python, and in my code I have a scheduler run every 30...
-7.936Net Profit
-0.343Sharpe Ratio
-0.004Alpha
-0.001Beta
-0.523CAR
11.3Drawdown
67Loss Rate
1Security Types
-0.23630756811062Sortino Ratio
5Tradeable Dates
94Trades
3.1Treynor Ratio
33Win Rate
nullptr started the discussion Trades Summary Enums
Greetings. I am running a simple backtest in Python, and in my code I have a scheduler run every 30...
nullptr left a comment in the discussion Trades Summary Enums
Sure - Here is one that exhibits the behavior.
nullptr left a comment in the discussion Trades Summary Enums
Sure - Here is one that exhibits the behavior.
7 years ago