diff --git a/backtester/backtester.py b/backtester/backtester.py index edba0be..054993d 100644 --- a/backtester/backtester.py +++ b/backtester/backtester.py @@ -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