Skip to content

Commit 841f31c

Browse files
committed
DOC: Update README example stats since 028f02d (#156)
1 parent 940253a commit 841f31c

File tree

1 file changed

+6
-3
lines changed

1 file changed

+6
-3
lines changed

README.md

Lines changed: 6 additions & 3 deletions
Original file line numberDiff line numberDiff line change
@@ -63,6 +63,11 @@ Equity Final [$] 68935.12
6363
Equity Peak [$] 68991.22
6464
Return [%] 589.35
6565
Buy & Hold Return [%] 703.46
66+
Return (Ann.) [%] 25.42
67+
Volatility (Ann.) [%] 38.43
68+
Sharpe Ratio 0.66
69+
Sortino Ratio 1.30
70+
Calmar Ratio 0.77
6671
Max. Drawdown [%] -33.08
6772
Avg. Drawdown [%] -5.58
6873
Max. Drawdown Duration 688 days 00:00:00
@@ -77,12 +82,10 @@ Avg. Trade Duration 32 days 00:00:00
7782
Profit Factor 2.13
7883
Expectancy [%] 6.91
7984
SQN 1.78
80-
Sharpe Ratio 0.18
81-
Sortino Ratio 0.44
82-
Calmar Ratio 0.06
8385
_strategy SmaCross(n1=10, n2=20)
8486
_equity_curve Equ...
8587
_trades Size EntryB...
88+
dtype: object
8689
```
8790
[![plot of trading simulation](https://i.imgur.com/xRFNHfg.png)](https://kernc.github.io/backtesting.py/#example)
8891

0 commit comments

Comments
 (0)