📊 Аналитика стратегий
📥 Скачать отчет
1. Equity Curve по стратегиям
2. Heatmap по Total Return [%]
3. Сравнение метрик по стратегиям
| Strategy | Start | End | Period | Start Value | End Value | Total Return [%] | Benchmark Return [%] | Max Gross Exposure [%] | Total Fees Paid | Max Drawdown [%] | Max Drawdown Duration | Total Trades | Total Closed Trades | Total Open Trades | Open Trade PnL | Win Rate [%] | Best Trade [%] | Worst Trade [%] | Avg Winning Trade [%] | Avg Losing Trade [%] | Avg Winning Trade Duration | Avg Losing Trade Duration | Profit Factor | Expectancy | Sharpe Ratio | Calmar Ratio | Omega Ratio | Sortino Ratio |
|---|
| rsi | nan | nan | nan | 10000.0 | 11986.62 | 19.87 | -12.87 | 58.44 | 2654.07 | 15.89 | nan | 19042.0 | 18978.0 | 64.0 | -25.16 | 51.8 | 14.94 | -23.66 | 1.32 | -1.13 | nan | nan | 1.29 | 0.11 | 10.04 | 60.49 | 1.07 | 12.29 |
| sma | nan | nan | nan | 10000.0 | 4188.72 | -58.11 | -12.87 | 62.84 | 1075.76 | 58.12 | nan | 12424.0 | 12385.0 | 39.0 | 0.82 | 17.32 | 64.15 | -15.29 | 2.02 | -1.68 | nan | nan | 0.25 | -0.47 | -78.73 | -1.72 | 0.69 | -101.76 |
| vwap | nan | nan | nan | 10000.0 | 13970.51 | 39.71 | -12.87 | 58.46 | 1744.89 | 16.21 | nan | 11024.0 | 10993.0 | 31.0 | -56.43 | 61.99 | 14.94 | -26.97 | 1.72 | -1.72 | nan | nan | 1.77 | 0.37 | 17.67 | 476.09 | 1.15 | 21.74 |