Quantstrat - EMA Crossover Strategy - Performance and Risk Metrics

Once we have the strategy results, quantstrat provides many functions to analyze the strategy and observe important metrics of performance and risk. We would combine the quantstrat package with the PerformanceAnalytics package to show important performance and risk metrics in a trading strategy. We will look at the following:

• Plot the Strategy Performance
• Strategy Statistics and Stats per Trade
• Portfolio Returns
• Account Summary and Equity Curve
• Portfolio Summary and Strategy Performance
• Equity Return Distribution