In this post I thought I’d take advantage of the results we got from the moving average crossover strategy backtest in the last post (can be found here), and spend a bit of time digging a little more deeply into the equity curve and producing a bit of analysis concerning some key performance indicators and some generally (hopefully) interesting data.
For completeness, below is all the code needed to produce the strategy backtest results for our impending analysis, along with charting the equity curve just to make sure we have run it correctly.
