Include the number of long and short trades in the output report #1317
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Resolves issue #1309 providing more context on explaining the PnL in terms of number of long and short positions.
Just to give a bit of context why this is so useful, I have a backtesting model iterator that runs each backtest and concatenates all the reports together into a final dataframe which I then export to excel for slicing and dicing the best model. So each of these stats report outputs is a row.
The output report now is the following, for example, in this example I can see that there is a big imbalance or bias towards bulls. It also reveals the hit rate per side and a quick long to shorts ratio: