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s-kust opened this issue Dec 12, 2020 · 3 comments · Fixed by #281
Closed

Separate statistics for long and short trades? #194

s-kust opened this issue Dec 12, 2020 · 3 comments · Fixed by #281
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enhancement New feature or request good first issue Good for newcomers question Not a bug, but a FAQ entry

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@s-kust
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s-kust commented Dec 12, 2020

After the backtest run, we see the statistics. It is very good! Is there any simple way to see that statistics separately for long ans short trades?
@kernc
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kernc commented Dec 12, 2020 •
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No "simple" way. You'd have to analyze stats._trades yourself.

Might be up for exposing:

compute_stats(trades: pd.DataFrame,
              equity: Sequence[float],
              ohlc_data: pd.DataFrame,
              risk_free_rate: float = 0) -> pd.Series

in backtesting.lib module if someone contribs it. 👍 That way, we also tackle #71.

@kernc kernc added enhancement New feature or request question Not a bug, but a FAQ entry labels Dec 12, 2020
@kernc kernc changed the title How to see the statistics separately for long ans short trades? Separate statistics for long and short trades? Dec 12, 2020
@s-kust
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s-kust commented Dec 19, 2020

compute_stats

Is it possible to call that function explicitly somehow to obtain separate statistics for long and short trades?

@kernc kernc added the good first issue Good for newcomers label Dec 20, 2020
@crazy25000 crazy25000 mentioned this issue Mar 20, 2021
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@kernc kernc closed this as completed in #281 Aug 3, 2021
@kernc
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kernc commented Aug 3, 2021

It is since v0.3.2 possible to use backtesting.lib.compute_stats and do something like:

stats = Backtest(GOOG, MyStrategy).run()
only_long_trades = stats._trades[stats._trades.Size > 0]
long_stats = compute_stats(stats=stats, trades=only_long_trades,
                           data=GOOG, risk_free_rate=.02)

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ENH: Extract strategy performance method compute_stats crazy25000/backtesting.py
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@kernc @s-kust