Skip to content

Navigation Menu

Sign in
Appearance settings

Search code, repositories, users, issues, pull requests...

Provide feedback

We read every piece of feedback, and take your input very seriously.

Saved searches

Use saved searches to filter your results more quickly

Sign up
Appearance settings

Include the number of long and short trades in the output report #1309

Open
@bravegag

Description

Enhancement description

In addition to the #Trades I would also like to see the #Short Trades and #Long Trades as I would like to gauge how balanced are my bull and bear models. In addition, a bulls to bears ratio would be best as the ideal would be approximately 1 for perfectly balanced: #Short Trades / (#Long Trades + 1e-10)

Start 2025年09月01日 00:00...
End 2025年09月07日 09:00...
Duration 6 days 09:00:00
Exposure Time [%] 24.67532
Equity Final [$] 105.6097
Equity Peak [$] 107.64386
Commissions [$] 8.60254
Return [%] 5.6097
Buy & Hold Return [%] 2.37975
Return (Ann.) [%] 306.45261
Volatility (Ann.) [%] 130.1985
CAGR [%] 2175.93476
Sharpe Ratio 2.35373
Sortino Ratio 22.70538
Calmar Ratio 162.16873
Alpha [%] 5.22595
Beta 0.16126
Max. Drawdown [%] -1.88971
Avg. Drawdown [%] -0.43725
Max. Drawdown Duration 1 days 18:00:00
Avg. Drawdown Duration 0 days 15:00:00
# Trades 23
Win Rate [%] 65.21739
Best Trade [%] 1.77771
Worst Trade [%] -0.52609
Avg. Trade [%] 0.25156
Max. Trade Duration 0 days 01:00:00
Avg. Trade Duration 0 days 01:00:00
Profit Factor 3.39641
Expectancy [%] 0.25339
SQN 1.93883
Kelly Criterion 0.45458
_strategy KSpotTradingStra...
_equity_curve ...
_trades Size EntryB...
dtype: object

Code sample

Additional info, images

No response

Metadata

Metadata

Assignees

No one assigned

    Labels

    No labels
    No labels

    Projects

    No projects

    Milestone

    No milestone

      Relationships

      None yet

      Development

      No branches or pull requests

      Issue actions

        AltStyle によって変換されたページ (->オリジナル) /