Cool stuff for python backtesting package users

Discussion in 'App Development' started by Kust, Aug 16, 2024.

  1. Kust

    Kust

    I have recently published the free trading strategy template that uses Python backtesting library. It lets you focus on improving your price forecasts and reduces the time and effort spent on auxiliary tasks.

    Link - https://github.com/s-kust/python-backtesting-template

     
    Sekiyo, spy and MarkBrown like this.
  2. traider

    traider

    is it vector based?
     
  3. Yeah, there are few performance metrics that are missing:

    1. net profit / drawdown ratio. Actually lots of traders use this ratio as performance metric because it tends to pull out strategies with the lowest drawdowns.

    2. Standard deviation of returns and cumulative returns. Again, this indicates lower drawdown.