faib

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FaraoneFaib / PF-Efficiency-Index---PFEI-nonlinear-performance-metric-for-trading-systems-and-risk-management

PF Efficiency Index PFEI a nonlinear metric for evaluating the structural efficiency and robustness of trading systems based on profit factor, win rate and loss structure

trading trading-strategies performance-analysis quantitative-finance algorithmic-trading expectancy faib risk-management-analysis profit-factor pfei

Updated Feb 24, 2026
Python

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