Module Pair.Pair_analytics

type performance_metrics = {
  1. total_trades : Base.int;
  2. profitable_trades : Base.int;
  3. win_rate : Base.float;
  4. average_holding_period : Base.float;
  5. max_drawdown : Base.float;
  6. sharpe_ratio : Base.float;
  7. average_spread_reversion_time : Base.float;
}
val calculate_performance : 'a -> trade_history:Base.Float.t Base.List.t -> performance_metrics