Find out how each Stock did from backtest Trade report

Hi Rulak, I'm not aware of a tool for that info but it would be great if that was added to backtest results, for the total bakctest and per period. For now you might have to keep track of it manually and output it to a json file for example. Theres this ticket about stats, maybe you want to comment on: 

https://github.com/QuantConnect/Lean/issues/1105

I have similar use case, and i end up with the calculate myself per orderevent

def Initialize(self):
    self.orders_dataframe = None

    def OnOrderEvent(self, orderEvent: OrderEvent) -> None:
        order = self.Transactions.GetOrderById(orderEvent.OrderId)
        if orderEvent.Status == OrderStatus.Filled:
            if order.Quantity < 0:
                buyPrice = order.Price-(self.Portfolio[order.Symbol].LastTradeProfit/order.AbsoluteQuantity)
                data = {
                    'symbol':order.Symbol.Value,
                    'time':self.Time,
                    'quantity': order.AbsoluteQuantity,
                    'pnl': "{:.2f}".format(self.Portfolio[order.Symbol].LastTradeProfit),
                    'fillPrice': "{:.2f}".format(order.Price),
                    'pnlPercent':  "{:.2%}". format((order.Price-buyPrice)/buyPrice)
                }

                if self.orders_dataframe is None:
                    self.orders_dataframe = pd.DataFrame(data=data, index=[0])
                else:
                    self.orders_dataframe = self.orders_dataframe.append(data, ignore_index=True)

The df then store in a objectstore and it can access by research

    def OnEndOfAlgorithm(self):
        self.ObjectStore.Save(f"{self.ProjectId}/bytes_key", self.orders_dataframe.to_json())