Calculation error of yearlyProfit

[xerviami]

Hi,

It seems that gekkoga computes the yearlyProfit value with this formula:
yearlyProfit=profit * year_duration / backtest_duration

This formula is not correct.
I think the correct one is:
yearlyProfit (in %)=(end_balance/start_balance) ^(year_duration / backtest_duration) -1
Duration can be in days, hours or minutes, as you prefer.

Xavier

[stereohelix]

Hi Xavier,

This calculation happens in gekko performance analyzer, before gekkoga gets a hold of it.

Many gekko users prefer a linear extrapolation. I suppose it could do both. I've been working on the performance analyzer and will try running this past people on gekko.

James