Performance Metrics

• Return On Investment
• Percent Profit
• Max Drawdown
• Sharpe Ratio

class src.boatwright.PerformanceMetrics.PerformanceMetric.PerformanceMetric(label)

parent class for backtest performance metrics e.g. ROI, sharpe, calmer ratio etc

Parameters:

label (str) – label

abstract calculate(backtest)

calculates the peroformance metric for the given backtest

Parameters:

backtest (Backtest) – the backtest