Performance Metrics¶
Understanding Performance Metrics¶
Performance metrics help evaluate the effectiveness of trading strategies. Qubx provides a comprehensive set of metrics to analyze strategy performance from different angles.
Standard Performance Indicators¶
Return Metrics¶
| Metric | Description |
|---|---|
| Total Return | Total percentage return over the backtest period |
| Annualized Return | Return normalized to a yearly basis |
| Daily/Monthly Returns | Returns broken down by time periods |
| Compound Annual Growth Rate (CAGR) | Smoothed annualized return |