Documentation

Notice

Danger

This software is for educational purposes only. Do not risk money which you are afraid to lose. USE THE SOFTWARE AT YOUR OWN RISK. THE AUTHORS AND ALL AFFILIATES ASSUME NO RESPONSIBILITY FOR YOUR TRADING RESULTS.

Who's for

The target is algorithmic traders that want to make further analysis on their backtest results.

Features

• As an algorithmic trader I want to know what's my risk of ruin on 1 year of trading so that I can manage the risk.
• As an algorithmic trader I want to know the median drawdown on 1 year of trading so that I can expect as reference drawdown from my bot.
• As an algorithmic trader I want to know the median return on 1 year of trading so that I can expect as reference gain from my bot.
• As an algorithmic trader I want to know the probability that the bot make profit during the first year so that I can be patient.

Requirements

• Python >= 3.7
• numpy
• pandas