Accumulated returns now start at 1 instead of 0

2026-06-27 18:05:27 +08:00 · 2020-01-08 16:24:49 -03:00
parent 3de145c5bf
commit 29b31113d4
1 changed files with 1 additions and 1 deletions
@@ -72,7 +72,7 @@ class Backtest:
            bar.update()

        self.balance['% change'] = self.balance['capital'].pct_change()
-        self.balance['accumulated return'] = (1.0 + self.balance['% change']).cumprod() - 1
+        self.balance['accumulated return'] = (1.0 + self.balance['% change']).cumprod()

        return self.trade_log