Matthias
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8ee264bc59
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Don't use profit_percent for backtesting results anymore
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2021-01-24 08:58:41 +01:00 |
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Matthias
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b068e7c564
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Rename open_time and close_time to *date
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2020-07-03 06:58:27 +02:00 |
hroff-1902
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73c19da4b9
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Adjust handling of zero stdev in loss functions
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2020-03-10 13:44:16 +03:00 |
hroff-1902
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bee8e92f02
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Final changes, use sqrt i.o. statistics.pstdev
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2020-02-28 23:50:25 +03:00 |
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hroff-1902
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674898bd32
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Fix usage of vars in the commented out line
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2020-02-16 15:26:40 +03:00 |
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hroff-1902
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42dfda9231
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Adjust docstring
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2020-02-16 13:46:07 +03:00 |
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hroff-1902
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fbe5cc44da
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Use statistics.pstdev
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2020-02-16 13:43:23 +03:00 |
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hroff-1902
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1e84b2770c
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Fix values of downside_returns
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2020-02-16 04:10:53 +03:00 |
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hroff-1902
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161dd1a3e6
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Rename risk_free_return to minumum_accepted_return
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2020-02-16 03:55:16 +03:00 |
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hroff-1902
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b2328cdf4f
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Do not subtract risk_free_ratio twice
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2020-02-13 07:07:35 +03:00 |
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hroff-1902
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9ec9a7b124
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Fix t_index to be normalized
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2020-02-09 21:20:15 +03:00 |
Yazeed Al Oyoun
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e8b9d88eb6
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moved line for total_downside
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2020-02-07 16:44:55 +03:00 |
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Yazeed Al Oyoun
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a46b7bcd6d
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more fixes...
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2020-02-07 16:44:43 +03:00 |
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Yazeed Al Oyoun
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9bcc5d2eed
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fixed downside_returns to read from profit_percent_after_slippage
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2020-02-07 16:36:12 +03:00 |
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Yazeed Al Oyoun
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deb0b7ad67
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Added both SortinoHyperOptLoss and SortinoHyperOptLossDaily
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2020-02-07 16:30:37 +03:00 |