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10ac-week9-group4 / Backtesting-Infrastructure-CryptoTrading

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Generate the metrics from the backtest i.e total return, maxdrawdown. #17

Closed hillaryke closed 2 months ago

hillaryke commented 2 months ago

The following metrics should generated from every strategy backtest:

  1. Total Return
  2. Number of trades
  3. Winning trades
  4. Losing trades
  5. Max drawdown
  6. Sharpe ratio

Return the metrics in form of a dictionary with the name of the metric being the Key in the dictionary.

mahbubah commented 2 months ago

Metrices generated