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Add CAGR calculation to backtesting

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Matthias
2022-04-25 10:51:11 +02:00
parent 7b02114ad2
commit 4143ebbeae
4 changed files with 36 additions and 8 deletions
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docs/backtesting.md
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@@ -299,6 +299,7 @@ A backtesting result will look like that:
| Final balance | 0.01762792 BTC |
| Absolute profit | 0.00762792 BTC |
| Total profit % | 76.2% |
| CAGR % | 460.87% |
| Trades per day | 3.575 |
| Avg. stake amount | 0.001 BTC |
| Total trade volume | 0.429 BTC |
@@ -388,6 +389,7 @@ It contains some useful key metrics about performance of your strategy on backte
| Final balance | 0.01762792 BTC |
| Absolute profit | 0.00762792 BTC |
| Total profit % | 76.2% |
| CAGR % | 460.87% |
| Avg. stake amount | 0.001 BTC |
| Total trade volume | 0.429 BTC |
| | |