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TA-lib mean reversion signal

I am trying to backtest mean reversion technical signals using the TA-lib. However, I am not sure whether my code is realistic enough or not. I don't want to improve the performance. What I want is to make my backtesting realistic as most as I can, e.g., cash management. Do you have any suggestion on this?

Clone Algorithm
4
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Backtest from to with initial capital
Total Returns
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Alpha
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Beta
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Sharpe
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Sortino
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Max Drawdown
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Benchmark Returns
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Volatility
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Returns 1 Month 3 Month 6 Month 12 Month
Alpha 1 Month 3 Month 6 Month 12 Month
Beta 1 Month 3 Month 6 Month 12 Month
Sharpe 1 Month 3 Month 6 Month 12 Month
Sortino 1 Month 3 Month 6 Month 12 Month
Volatility 1 Month 3 Month 6 Month 12 Month
Max Drawdown 1 Month 3 Month 6 Month 12 Month
# Backtest ID: 578fddb6211d870ff776297b
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