3. perf records for multiple strategies
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perf records for multiple strategies

  • K

    If i have multiple strategies (by 'cerebro.addstrategy(st0)' ...), how do I get perf records (pnl, trades, etc) for each strategy?

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    B
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  • B
    administrators

    Have a look at the Cerebro return values

    https://www.backtrader.com/docu/cerebro.html (Section: Returning the results)

    result = cerebro.run(**kwargs)

    The format of result returned by run will vary depending on whether optimization is used (a strategy was added with optstrategy):

    • All strategies added with addstrategy

      result will be a list of the instances run during the backtesting

    • 1 or more strategies were added with optstrategy

      result will be a list of list. Each internal list will contain the strategies after each optimization run

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