KeyMetricKind#

tradeexecutor.strategy.summary.KeyMetricKind Python class in Trading Strategy framework.

class KeyMetricKind[source]#

Bases: Enum

What key metrics we have available on a strategy summary card.

All othe metrics will be available as well, but we do not cache them for the quick frontend rendering.

__init__()#

Methods

get_help_link()

Attributes

sharpe

Sharpe ratio for the execution

sortino

Sortino ratio for the execution

max_drawdown

Negative value 0...-1

started_at

UNIX timestamp when the first trade was executd

profitability

Annualised profitability

total_equity

Total equity
sharpe = 'sharpe'#

Sharpe ratio for the execution

sortino = 'sortino'#

Sortino ratio for the execution

max_drawdown = 'max_drawdown'#

Negative value 0…-1

started_at = 'started_at'#

UNIX timestamp when the first trade was executd

profitability = 'profitability'#

Annualised profitability

total_equity = 'total_equity'#

Total equity