Seeing more backtest metrics

Hi there,

I was able to produce a back test and generate a detailed CSV, with metrics such as CAGR, Sharpe Ratio, Max Drawdown, and others. However, I wasn’t able to see # of trades taken, win rate, average gain/average loss. How can I add these to my backtest results?

Thanks!

Neither Moonchart nor pyfolio provides those metrics so you would have to calculate them yourself. Those metrics tend to be more common in packages geared toward retail traders.