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| author | TheSiahxyz <164138827+TheSiahxyz@users.noreply.github.com> | 2026-04-01 16:22:07 +0900 |
|---|---|---|
| committer | TheSiahxyz <164138827+TheSiahxyz@users.noreply.github.com> | 2026-04-01 16:22:07 +0900 |
| commit | c89701668527ab94a124ac5ceb7a8e1045da1d72 (patch) | |
| tree | e0ef1d021668eac9dc5f274f89d2bd7c7295cb8e /.mcp.json | |
| parent | e0320a4d4b7d22d7d663ef474c7d5e081f4e83a1 (diff) | |
feat(backtester): add detailed metrics (Sharpe, Sortino, drawdown)
Add metrics.py with TradeRecord/DetailedMetrics dataclasses and
compute_detailed_metrics() that pairs BUY/SELL trades FIFO, computes
win/loss stats, profit factor, equity curve, max drawdown, Sharpe,
Sortino, Calmar ratios, and monthly returns.
Diffstat (limited to '.mcp.json')
0 files changed, 0 insertions, 0 deletions