Add strategy performance calculators

sopnic / larytet-master

Automatically exported from code.google.com/p/larytet-master

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Add strategy performance calculators #32

Open GoogleCodeExporter opened 8 years ago

GoogleCodeExporter commented 8 years ago

 * Net profit
 * Profit factor (gross profit/gross loss)
 * Profit to drawdown
 * Percent of profitable trades
 * Sharpe ratio
 * K-ratio (Lars Kestner)

Original issue reported on code.google.com by larytet@gmail.com on 7 Feb 2010 at 10:03