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metric

Display metric of choice for different periods

Usage

metric [-m METRIC] [-r RISK_FREE_RATE]

Parameters

NameDescriptionDefaultOptionalChoices
metricSet metric of choiceTrueTruevolatility, sharpe, sortino, maxdrawdown, rsquare, skew, kurtosis, gaintopain, trackerr, information, tail, commonsense, jensens, calmar, kelly, payoff, profitfactor
risk_free_rateSet risk free rate for calculations.0TrueNone

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