Run tests:
python -m unittest discover
Run pycodestyle:
pycodestyle --ignore=E501 poor_trader/trading.py
pycodestyle --ignore=E501 poor_trader/pse.py
| Trading System | ATR Channel Breakout |
| Starting Balance | 1000000.0 |
| Start Date | 2010-01-04 |
| End Date | 2018-04-30 |
| Total Risk Per Trade | Running Equity * 0.02 |
| Unit Risk | Price * 0.2 |
| Performance | |
|---|---|
| Number of Trading Days | 2033.0 |
| Starting Capital | 1000000.0 |
| Ending Capital | 4748459.72 |
| Net Profit | 3748459.72 |
| Net Profit % | 374.85 |
| SQN | 2.46 |
| Annualized Gain | 0.21 |
| Max Profit | 1449662.77 |
| Max Loss | -209497.1 |
| Number of Trades | 440.0 |
| Winning Trades | 102.0 |
| Losing Trades | 338.0 |
| Winning Trades % | 23.18 |
| Avg Profit/Loss | 8519.23 |
| Avg Profit | 99991.02 |
| Avg Loss | -19084.69 |
| Avg Profit/Loss % | 4.61 |
| Avg Profit % | 41.52 |
| Avg Loss % | -6.53 |
| Avg Bars Held | 39.3 |
| Avg Winning Bars Held | 111.06 |
| Avg Losing Bars Held | 17.65 |
| Max System Drawdown | -2879129.44 |
| Max System % Drawdown | -39.1 |
| Max Peak | 7362822.11 |
| Recovery Factor | 95868.53 |
| Profit Factor | 1.58 |
| Payoff Ratio | 5.24 |
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