merge 2 expectancy functions

This commit is contained in:
Stefano Ariestasia
2023-07-22 17:29:43 +09:00
parent c6ee8fcf54
commit 40d7d05e4e
6 changed files with 37 additions and 62 deletions

View File

@@ -305,7 +305,7 @@ A backtesting result will look like that:
| Sharpe | 2.97 |
| Calmar | 6.29 |
| Profit factor | 1.11 |
| Expectancy | -0.15 |
| Expectancy (Ratio) | -0.15 (-0.05) |
| Avg. stake amount | 0.001 BTC |
| Total trade volume | 0.429 BTC |
| | |
@@ -409,7 +409,7 @@ It contains some useful key metrics about performance of your strategy on backte
| Sharpe | 2.97 |
| Calmar | 6.29 |
| Profit factor | 1.11 |
| Expectancy | -0.15 |
| Expectancy (Ratio) | -0.15 (-0.05) |
| Avg. stake amount | 0.001 BTC |
| Total trade volume | 0.429 BTC |
| | |