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This repository was archived by the owner on Feb 16, 2020. It is now read-only.

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@stereohelix
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  • What kind of change does this PR introduce? (Bug fix, feature, docs update, ...)

Fix: Sharpe ratio calculated according to the standard meaning.

Features:

  • Added total exposure as a percentage to backtest report
  • Added expected downside (as Bessel-corrected downside quartile) to backtest report
  • What is the current behavior? (You can also link to an open issue here)

Incorrect Sharpe: #2064

  • What is the new behavior (if this is a feature change)?

More better backtest stats! :)

  • Other information:

@askmike
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askmike commented May 17, 2018

👍

@askmike askmike merged commit c6faee1 into askmike:feature/sync-gekko-events May 17, 2018
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2 participants