2025-04-29 05:46
IndustryPerformance Metrics
#CurrencyPairPrediction
Performance Metrics
After running the backtest, calculate key metrics: Category Metrics Returns - Total Return- Annualized Return Risk - Max Drawdown- Standard Deviation of Returns Risk-Adjusted Returns - Sharpe Ratio- Sortino Ratio- Calmar Ratio Trading Quality - Win Rate (percentage of profitable trades)- Profit Factor (gross profit / gross loss)- Average win vs. average loss Execution - Average slippage- Spread cost impact
Plot useful charts:
• Equity curve: How the portfolio value changed over time.
• Drawdown curve: How deep and frequent the losses were.
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Performance Metrics
Thailand | 2025-04-29 05:46#CurrencyPairPrediction
Performance Metrics
After running the backtest, calculate key metrics: Category Metrics Returns - Total Return- Annualized Return Risk - Max Drawdown- Standard Deviation of Returns Risk-Adjusted Returns - Sharpe Ratio- Sortino Ratio- Calmar Ratio Trading Quality - Win Rate (percentage of profitable trades)- Profit Factor (gross profit / gross loss)- Average win vs. average loss Execution - Average slippage- Spread cost impact
Plot useful charts:
• Equity curve: How the portfolio value changed over time.
• Drawdown curve: How deep and frequent the losses were.
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