with_velox

QuantStrat_qlib_risk.csv

,,risk excess_return_without_cost,mean,0.00014663230630630628 excess_return_without_cost,std,0.0005369022323558764 excess_return_without_cost,annualized_return,0.05352079180180179 excess_return_without_cost,information_ratio,5.217721420548052 excess_return_without_cost,max_drawdown,-0.001944094999999999 excess_return_with_cost,mean,0.00014663230630630628 excess_return_with_cost,std,0.0005369022323558764 excess_return_with_cost,annualized_return,0.05352079180180179 excess_return_with_cost,information_ratio,5.217721420548052 excess_return_with_cost,max_drawdown,-0.001944094999999999