Closed headingup closed 4 years ago
It's Buy & Hold or Sell & Hold, whichever is greater: https://github.com/kernc/backtesting.py/blob/aa6830be2bc334cfa59e34053e24f7b99dcd7e1b/backtesting/backtesting.py#L1378
Duplicate of https://github.com/kernc/backtesting.py/issues/36.
Ah... sorry I missed #36... thanks for the response...
This was changed as of https://github.com/kernc/backtesting.py/commit/3045b64635fe9e5af51046b7bdf7cdfcbf375c1e.
Running the following:
Produced the the following results:
As you can see from the DataFrame of OHLC data for this year, BA is actually down on the year, not up 52.69%. How is Buy and Hold calculated?