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docs: clarify period-based vs trade-based metrics#495

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ranaroussi merged 1 commit intomainfrom
docs/period-based-metrics
Jan 13, 2026
Merged

docs: clarify period-based vs trade-based metrics#495
ranaroussi merged 1 commit intomainfrom
docs/period-based-metrics

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Summary

  • Added documentation explaining that metrics like win_rate, consecutive_wins, payoff_ratio, and profit_factor are period-based (not trade-based)
  • Updated Python version badge from 3.6+ to 3.10+
  • Updated requirements section to match current pyproject.toml

Context

Addresses concerns raised in #493 where a user noted that these metrics could be misleading for discretionary traders expecting trade-level statistics.

The documentation now clarifies:

  • These metrics analyze return periods, not discrete trades
  • This is valid and useful for systematic strategies
  • It's consistent with how all return-based analytics (Sharpe, Sortino, etc.) work

Changes

  1. Added "Important: Period-Based vs Trade-Based Metrics" section
  2. Updated version badges and requirements to reflect v0.0.78 dependencies

- Added section explaining that metrics like win_rate, consecutive_wins,
  payoff_ratio, and profit_factor are period-based (not trade-based)
- Updated Python version badge to 3.10+
- Updated requirements section to match pyproject.toml

Addresses concerns raised in #493

Co-Authored-By: Claude Opus 4.5 <noreply@anthropic.com>
@ranaroussi ranaroussi merged commit 9e2db79 into main Jan 13, 2026
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@ranaroussi ranaroussi deleted the docs/period-based-metrics branch January 13, 2026 14:47
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