This is the second part of the current “mini-series” providing a walk-through of how to create a “Report Generation” tool to allow the creation and display of a performance report for our (backtest) strategy equity series/returns.
As long as the equity series (and an optional benchmark equity series) are formatted in the correct manner and dropped into the “data” folder in csv format, it will eventually take no more than a click of a button and we will be able to produce in-depth, interactive strategy performance reports. This will be invaluable when it comes to filtering out the “wheat from the chaffe” in terms of prototype trading strategy backtest results. We wont have to recreate our analysis efforts again and again, rather we just run them through this program and the hard work is done for us.
To recap, the way we left the code and report output at the end of the last blog post is shown below: