What changes when I change TRADING_DAYS_PER_YEAR ?

[brettelliot]

Hi,

Im using bt for backtesting (great tool btw) and im exploring crypto data which trades 365 days a year. I made ffn.core. TRADING_DAYS_PER_YEAR equal to 365 and when I ran my backtests which have 5 years of daily data, I didnt see any differences in the performance stats. I assumed the annualized returns at least would change. So I have two questions...

1. what performance metrics should change when I change TRADING_DAYS_PER_YEAR from 252 to 365?
2. The docs say use 360 for crypto. Why would it be 360 and not 365?

Thanks!

[duggar]

I have same issue