diff --git a/backtester/backtester.py b/backtester/backtester.py index be72b6e..2eaf95d 100644 --- a/backtester/backtester.py +++ b/backtester/backtester.py @@ -144,11 +144,12 @@ class Backtest: def summary(self): """Returns a table with summary statistics about the trade log""" df = self.trade_log + balance = self.balance df.loc[:, ('totals', 'capital')] = (-df['totals']['cost'] * df['totals']['qty']).cumsum() + self._strategy.initial_capital - daily_returns = df.groupby(('totals', 'date')).last()['totals']['capital'].pct_change() * 100 + daily_returns = balance['% change'] * 100 first_leg = self._strategy.legs[0].name @@ -181,7 +182,7 @@ class Backtest: loss_number = total_trades - win_number win_pct = (win_number / total_trades) * 100 largest_loss = np.max(costs) - avg_profit = np.sum(-costs) / len(costs) + avg_profit = np.mean(-costs) avg_pl = np.mean(daily_returns) total_pl = (df['totals']['capital'].iloc[-1] / self._strategy.initial_capital) * 100