| Period | {{ start.strftime("%d/%m/%Y") }} | {{ end.strftime("%d/%m/%Y") }} |
| Years | {{ duration }} | |
| $ | % | |
|---|---|---|
| Net profit | {{ net_profit_abs }} | {{ equity.iloc[-1]['pct'] }} |
| Cagr | {{ cagr }} | |
| Drawdown | ||
| Max DD | {{ drawdown.min()['abs'] }} | {{ drawdown.min()['pct'] }} |
| Max DD period | |||
|---|---|---|---|
| Start | End | Days | Months |
| {{ loss_period[0].strftime("%d/%m/%Y") }} | {{ loss_period[1].strftime("%d/%m/%Y") }} | {{ loss_period[2] }} | {{ (loss_period[2]/30)|round(1) }} |
| Returns periods | ||||
|---|---|---|---|---|
| 1 year | 3 years | 5 years | 10 years | |
| Best | {% if cagr_periods[0][1] %} {{cagr_periods[0][1]}} {%endif%} | {% if cagr_periods[1][1] %} {{cagr_periods[1][1]}} {%endif%} | {% if cagr_periods[2][1] %} {{cagr_periods[2][1]}} {%endif%} | {% if cagr_periods[3][1] %} {{cagr_periods[3][1]}} {%endif%} |
| Worst | {% if cagr_periods[0][0] %} {{cagr_periods[0][0]}} {%endif%} | {% if cagr_periods[1][0] %} {{cagr_periods[1][0]}} {%endif%} | {% if cagr_periods[2][0] %} {{cagr_periods[2][0]}} {%endif%} | {% if cagr_periods[3][0] %} {{cagr_periods[3][0]}} {%endif%} |