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lines changed Original file line number Diff line number Diff line change @@ -58,31 +58,34 @@ Results in:
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Start 2004-08-19 00:00:00
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End 2013-03-01 00:00:00
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Duration 3116 days 00:00:00
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- Exposure Time [%] 94.27
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- 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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- Max. Drawdown [%] -33.08
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- Avg. Drawdown [%] -5.58
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+ Exposure Time [%] 94.2737
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+ Equity Final [$] 68935.1
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+ Equity Peak [$] 68991.2
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+ Return [%] 589.351
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+ Buy & Hold Return [%] 703.458
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+ Return (Ann.) [%] 25.4193
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+ Volatility (Ann.) [%] 38.4296
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+ Sharpe Ratio 0.661452
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+ Sortino Ratio 1.29661
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+ Calmar Ratio 0.76837
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+ Max. Drawdown [%] -33.0822
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+ Avg. Drawdown [%] -5.58151
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Max. Drawdown Duration 688 days 00:00:00
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Avg. Drawdown Duration 41 days 00:00:00
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# Trades 93
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- Win Rate [%] 53.76
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- Best Trade [%] 57.12
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- Worst Trade [%] -16.63
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- Avg. Trade [%] 1.96
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+ Win Rate [%] 53.7634
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+ Best Trade [%] 57.1193
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+ Worst Trade [%] -16.6299
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+ Avg. Trade [%] 1.95909
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Max. Trade Duration 121 days 00:00:00
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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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+ Profit Factor 2.12576
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+ Expectancy [%] 6.91487
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+ SQN 1.77528
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_strategy SmaCross(n1=10, n2=20)
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- _equity_curve Equ ...
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+ _equity_curve ...
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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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