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I'm generating a report from a strategy tested with Backtrader.
I'm using the quanstats.reports.html()
I'm using the "daily rolling log returns" as input for quanstats (from the backtrader.analyzers.LogReturnsRolling).
Is that giving a correct analyzis of the strategy, or should I use "simple returns" as an input?
edit:
And should I specify somehow what kind of returns I use as input, simple vs log?
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I'm generating a report from a strategy tested with Backtrader.
I'm using the quanstats.reports.html()
I'm using the "daily rolling log returns" as input for quanstats (from the backtrader.analyzers.LogReturnsRolling).
Is that giving a correct analyzis of the strategy, or should I use "simple returns" as an input?
edit:
And should I specify somehow what kind of returns I use as input, simple vs log?
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