Skip to content

Add Sharpe/Sortino Ratio to the main README #515

New issue

Have a question about this project? Sign up for a free GitHub account to open an issue and contact its maintainers and the community.

Sign up for GitHub

By clicking “Sign up for GitHub”, you agree to our terms of service and privacy statement. We’ll occasionally send you account related emails.

Already on GitHub? Sign in to your account

Merged
cinar merged 1 commit into from
Sep 12, 2026
Merged

Add Sharpe/Sortino Ratio to the main README #515

Changes from all commits
Commits
Show all changes
1 commit
Select commit
File filter

Filter by extension

Filter by extension
Conversations
Failed to load comments.
Loading
Jump to
Jump to file
Failed to load files.
Loading
Diff view
Diff view
8 changes: 8 additions & 0 deletions README.md
View file
Open in desktop
Original file line number Diff line number Diff line change
Expand Up @@ -336,6 +336,14 @@ $ indicator-backtest -config backtest.json

Each entry in `strategies` names a registered strategy (see `-list-strategies`) and, optionally, a `config` object. `config` is overlaid onto the strategy's default instance field by field — including into nested indicators, such as `Rsi.Rma.Period` above — so only the parameters you want to change need to be listed; everything else keeps its documented default. The available field names are the exported fields on the strategy's Go struct (e.g. [`RsiStrategy`](examples/momentum/rsi_strategy.go)) and the indicator(s) it wraps.

📊 Performance Metrics
----------------------

The following risk-adjusted metrics can be computed from a strategy's [Outcome](strategy/README.md#Outcome) curve, for comparing strategies beyond raw cumulative return.

- [Sharpe Ratio](strategy/README.md#SharpeRatioWithContext)
- [Sortino Ratio](strategy/README.md#SortinoRatioWithContext)

🐳 Docker
---------

Expand Down
Loading