After testing your strategy with trading bot, let's analyze the perfomance of the strategy.
What will we analyze:
- Amount of trade
- Amount of trade with profit
- Amount of trade with loss
- Gross profit
- Gross loss
- Transaction fee
- Net profit
- Net profit (%)
- Sharpe Ratio
- Sortino Ratio
- Max loss
- Max loss (%)
- Max continuous draw down (times)
- Max continuous draw down (loss)
- Max draw down
- Pandas
- Matplotlib
