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backtest-kit
backtest-kit
types
WalkerMetric
Type Alias WalkerMetric
WalkerMetric
:
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"sharpeRatio"
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"annualizedSharpeRatio"
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"winRate"
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"totalPnl"
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"certaintyRatio"
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"avgPnl"
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"expectedYearlyReturns"
Optimization metric for comparing strategies. Higher values are always better (metric is maximized).
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Optimization metric for comparing strategies. Higher values are always better (metric is maximized).