New stats for stategies and portfolio

- diffrent factors for portfolio ranking in genetic optimization like stability.

- retdd for each year

- numer of certain stagnation periods - how many stagnation periods of certain range (for example up to 100 days) were in whole backtest period - for example strategy makes new high on equity, then goes back into stagnation, again makes new high and again goes back into stagnation - You can't see that in stats - You can only judge it be equity curve which is very time consuming.
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  • Votes 0
  • Project QuantAnalyzer
  • Type Feature
  • Status New
  • Priority Low

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m
#1

jpfx

19.05.2022 11:55

Task created

m
#2

jpfx

19.05.2022 12:02
-median profit for yearly, quaterly, monthly

Votes: 0

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