PnL Net calculation Quote currency Bitcoin
I need help. To calculate Sharpe Ratio and VWR I need PnL Net in Dollar.
My startcash is in $
startcash = 10000
symbol = 'ETH/BTC'
At the moment I am getting PnL Net in BTC and it adds BTC value (for example 0.5 PnL Net) to Initail Porfolio Value. At the end my Final Porfolio Value is 10000.56 $ instead 12500$. I think because of this I am getting Sharpe Ratio -359.41 and VWR: 0.0
How could I solve this problem? That Cerebro calculate automatically BTC PnL Net value in Dollars.
With all other Quote Pairs like (BTC-EUR), USD, USDT etc I am getting right Sharpe and VWR.
I have got the solution. It was very simple :-) I just took startcash 1 instead 10000 and the calculations are good.
This is because in the pair
BTC/ETHthere is nothing which is expressed in fiat currency, which is what you were referring to. Glad you saw it so quickly.
Pierrot last edited by
For my own informaiton, please, how do you import in backtrader BTC/ETH trading data?
I thank you in advance for your feedback.
Have a good evening.