Daily summary on 1min level backtest

[yoghurtshawn]

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!

[scottz1]

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

[yoghurtshawn]

Thanks! How should I export the trade results?

[yoghurtshawn]

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

[scottz1]

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.

[yoghurtshawn]

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