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    Daily summary on 1min level backtest

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    • Y
      yoghurtshawn last edited by

      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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      • S
        scottz1 last edited by

        To do that, I export the trade results to csv and have a separate python app for detailed analysis.

        Y 1 Reply Last reply Reply Quote 0
        • Y
          yoghurtshawn last edited by

          Thanks! How should I export the trade results?

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          • Y
            yoghurtshawn @scottz1 last edited by

            @scottz1 Thanks! How should I export the trade results?

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            • S
              scottz1 last edited by

              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.

              Y 1 Reply Last reply Reply Quote 0
              • Y
                yoghurtshawn @scottz1 last edited by

                @scottz1 Found it! That's really helpful! Thx!

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