How to Use:
- Setup Test conditions in conf/double_ma.yaml
- Run Command as below
python back_tester.py --debug_off \
--config conf/double_ma.yamlCurrent Result:
| Risk Indicator | col2 |
|---|---|
| total_returns | 0.097863 |
| annal_returns | 0.051365 |
| sharp_ratio | 0.026636 |
| max_withdraw | -0.152564 |
| sortino_ratio | 0.088889 |
| win_rate | 0.051365 |
| profit_loss_ratio | 0.776881 |
| max_con_losses | 9813.072 |