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Daily summary on 1min level backtest
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Hi community,
When I was doing backtest based on 1min kline data, could I also get analysis on daily performance, like daily trades profits, win/loss counts, daily drawdown, etc, say return in a list (one value per day.)
Many thanks!
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To do that, I export the trade results to csv and have a separate python app for detailed analysis.
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Thanks! How should I export the trade results?
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@scottz1 Thanks! How should I export the trade results?
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One way: search the forum for the TradeList analyzer which is a helpful class. Add that before you run your backtest, then query it from the results after cerebro.run. Then loop through it and write each row using python csv.
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@scottz1 Found it! That's really helpful! Thx!