python code help
how can I generate no of trades in profit
I generate no of trades in loss
biggest winning trade
biggest loosing trade
average profit
average loss
initial_capital= float(1000.0) positions = pd.DataFrame(index=signals.index).fillna(0.0) positions['AAPL'] = 100*signals['signal'] portfolio = positions.multiply(aapl['Adj Close'], axis=0) pos_diff = positions.diff() portfolio['holdings'] = (positions.multiply(aapl['Adj Close'], axis=0)).sum(axis=1) portfolio['cash'] = initial_capital - (pos_diff.multiply(aapl['Adj Close'], axis=0)).sum(axis=1).cumsum() portfolio['total'] = portfolio['cash'] + portfolio['holdings'] portfolio['returns'] = portfolio['total'].pct_change()I m not using pyalgo trade for that.
how can I generate no of trades in profit
I generate no of trades in loss
biggest winning trade
biggest loosing trade
average profit
average loss