bbgo icon indicating copy to clipboard operation
bbgo copied to clipboard

integrate trade stats into the backtest report structure

Open c9s opened this issue 3 years ago • 0 comments

  • [ ] initial deposit asset value
  • [ ] final asset value
  • [ ] winning ratio
  • [ ] gross profit
  • [ ] gross loss
  • [ ] most profitable trade
  • [ ] most loss trade
  • [ ] profit factor
  • [ ] sharpe ratio
  • [ ] base asset performance (base line)

c9s avatar Jul 06 '22 18:07 c9s