Compounding simple returns

[BrandonL20]

@guil-lambert I've only looked at this briefly so I could be totally off base, but it appears as if you are trying to sum up simple returns.

Returns:
" strat.append((endX*currentsqrtPrice**2+endY - startX*startPrice - startY)/2/positionSize)\n",

Compounding via cumsum:

research/_research-bites/20230112/ResearchBites-20230112-Autoroll.ipynb

Line 184 in 4e463cd

"plt.plot(np.cumsum(strat), lw=1.5, color='w', zorder=3)\n",

I believe a more accurate calculation for calculating compounded returns would be something like
(1 + ret).cumprod() - 1
or
[ x - 1 for x in np.cumprod[ x + 1 for x in strat ] ]