Use current parameters? ([y]/n): y
Total return: -38.39% -26.92%
Average return: -0.00% -0.00%
Sharpe ratio: -1.44 -1.70
Sortino ratio: -2.15 -2.04
Maximum drawdown: -58.63% -41.58%
Use current parameters? ([y]/n): n
Total return: -38.39% -21.95%
Average return: -0.00% -0.00%
Sharpe ratio: -1.44 -1.32
Sortino ratio: -2.15 -1.74
Maximum drawdown: -58.63% -37.10%
Use current parameters? ([y]/n): y Total return: -38.39% -26.92% Average return: -0.00% -0.00% Sharpe ratio: -1.44 -1.70 Sortino ratio: -2.15 -2.04 Maximum drawdown: -58.63% -41.58%
Use current parameters? ([y]/n): n Total return: -38.39% -21.95% Average return: -0.00% -0.00% Sharpe ratio: -1.44 -1.32 Sortino ratio: -2.15 -1.74 Maximum drawdown: -58.63% -37.10%