Comprehensive Metrics

Name	Abbreviation	Function Call
Profit Metric
Cumulative Wealth	CW	calculate_final_cumulative_wealth()
Annualized Percentage Yield	APY	calculate_annual_percentage_yield()
Sharpe Ratio	SR	calculate_sharpe_ratio()
Risk Metric
Volatility Risk	VR	calculate_volatility_risk()
Maximum DrawDown	MDD	calculate_maximum_drawdown()
Practical Metric
Average Turnover	ATO	calculate_average_turnover()
Transaction Costs-Adjusted Cumulative Wealth	TCW	calculate_transaction_costs_wealth()
Running Time	RT	calculate_runtime()