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README.md
@@ -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
-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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[](https://kernc.github.io/backtesting.py/#example)
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