Module statistics 

Python bindings for trading performance statistics.

Modules

alpha

beta_ratio

cagr

calmar_ratio

expectancy

information_ratio

long_ratio

loser_avg

loser_max

loser_min

max_drawdown

profit_factor

returns_avg

returns_avg_loss

returns_avg_win

returns_volatility

risk_return_ratio

sharpe_ratio

sortino_ratio

tracking_error

treynor_ratio

win_rate

winner_avg

winner_max

winner_min