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lines changed Original file line number Diff line number Diff line change @@ -63,6 +63,11 @@ Equity Final [$] 68935.12
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Equity Peak [$] 68991.22
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Return [%] 589.35
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Buy & Hold Return [%] 703.46
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+ Return (Ann.) [%] 25.42
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+ Volatility (Ann.) [%] 38.43
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+ Sharpe Ratio 0.66
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+ Sortino Ratio 1.30
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+ Calmar Ratio 0.77
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Max. Drawdown [%] -33.08
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Avg. Drawdown [%] -5.58
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Max. Drawdown Duration 688 days 00:00:00
@@ -77,12 +82,10 @@ Avg. Trade Duration 32 days 00:00:00
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Profit Factor 2.13
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Expectancy [%] 6.91
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SQN 1.78
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- Sharpe Ratio 0.18
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- Sortino Ratio 0.44
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- Calmar Ratio 0.06
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_strategy SmaCross(n1=10, n2=20)
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_equity_curve Equ...
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_trades Size EntryB...
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+ dtype: object
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```
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[ ![ plot of trading simulation] ( https://i.imgur.com/xRFNHfg.png )] ( https://kernc.github.io/backtesting.py/#example )
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