Comments (1)
The trade statistics actually include some non-analytical values that are useful, such as number of transactions, max winner/loser, etc. There are some values such as Annualized Sharpe that probably shouldn't be included but otherwise the bulk of statistics are useful. Closing this.
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Related Issues (14)
- Partial order handling HOT 1
- More realistic exchange simulator HOT 1
- How to plug-in function sets for different brokers/exchanges
- Backtesting verification
- Write tests for results from sample trading strategies HOT 5
- Scaffold testing framework HOT 3
- Scaffold read the docs HOT 2
- Complete unit tests
- Performance tests from blotter options
- Performance optimization for basic backtesting HOT 3
- add project to Projects using Docile / Lexicon HOT 1
- tons of deprecate warning on Julia 0.5 HOT 3
- Upgrade to 1.0 HOT 3
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