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lines changed Original file line number Diff line number Diff line change @@ -1096,6 +1096,11 @@ def run(self, **kwargs) -> pd.Series:
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Equity Peak [$] 75787.4
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Return [%] 419.599
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Buy & Hold Return [%] 703.458
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+ Return (Ann.) [%] 21.328
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+ Volatility (Ann.) [%] 36.5383
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+ Sharpe Ratio 0.583718
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+ Sortino Ratio 1.09239
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+ Calmar Ratio 0.444518
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Max. Drawdown [%] -47.9801
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Avg. Drawdown [%] -5.92585
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Max. Drawdown Duration 584 days 00:00:00
@@ -1110,9 +1115,6 @@ def run(self, **kwargs) -> pd.Series:
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Profit Factor 2.08802
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Expectancy [%] 8.79171
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SQN 0.916893
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- Sharpe Ratio 0.179141
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- Sortino Ratio 0.55887
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- Calmar Ratio 0.049056
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_strategy SmaCross
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_equity_curve Eq...
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_trades Size EntryB...
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