API for renkun-ken/trademetrics
A Collection of Trading Performance Measures
| Global functions | |
|---|---|
| annual_return | Source code |
| average_drawdown | Source code |
| longest_drawdown | Source code |
| max_drawdown | Source code |
| max_drawdown_depth | Source code |
| median_drawdown | Source code |
| quantile_drawdown | Source code |
| sharpe_ratio | Source code |
