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How do we get pnl data for each specific strategy ?
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How do we get pnl data for each specific strategy when we have more than 1 strategy added to cerebro?
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And also trades, positions. Or just it's currently impossible to get analysis for each single strategy when backtesting multiple strategies with one cerebro instance?
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Just override
notify_trade
in each strategy and use the reportedpnl
figures. -
Check out docs - cerebro
Looks like cerebro.run returns list of strategies and you can get data from that list.