How to pull equity curve/portfolio equity value from backtest

Here’s how you can diagnose and resolve the issue with missing series keys in your backtest:

1. Print all available chart names in the backtest object.
2. For each chart, print out all available series keys.
3. Specifically, check if the typical "Strategy Equity" chart exists, and print its series keys to see if "Equity" or a differently named key is present.
4. Only then, attempt to access the equity time series with the identified key.

This inspection helps you handle cases where the series key ("Equity") might be missing or renamed.

# Assume 'backtest' is already loaded via api.read_backtest(project_id, backtest_id)
# 1) Print all available chart names
print("Available chart names:", list(backtest.charts.keys()))

# 2) For each chart, print all available series keys
for chart_name, chart_data in backtest.charts.items():
    print(f"Chart: {chart_name}")
    print("Series available:", list(chart_data.series.keys()))

# 3) For the typical 'Strategy Equity' chart, print its series
strategy_chart_name = "Strategy Equity"
if strategy_chart_name in backtest.charts:
    print(f"Series in '{strategy_chart_name}':", list(backtest.charts[strategy_chart_name].series.keys()))
else:
    print(f"'{strategy_chart_name}' chart not found. Charts available:", list(backtest.charts.keys()))

# 4) Show how to safely attempt to access the equity time series
equity_name = "Equity"
if (strategy_chart_name in backtest.charts
        and equity_name in backtest.charts[strategy_chart_name].series):
    equity_series = backtest.charts[strategy_chart_name].series[equity_name]
    print(f"Successfully retrieved the time series for '{equity_name}' from '{strategy_chart_name}'")
    # You can now proceed to work with equity_series.values
else:
    if strategy_chart_name in backtest.charts:
        chart_series_keys = list(backtest.charts[strategy_chart_name].series.keys())
        print(f"'{equity_name}' not found in '{strategy_chart_name}'. Series keys available:", chart_series_keys)
    else:
        print(f"'{strategy_chart_name}' chart not found. Charts available:", list(backtest.charts.keys()))

Run this code in your environment to see exactly which charts and series your backtest contains. Once you know the right series key, you can proceed to extract and analyze the portfolio values, such as for end-of-quarter reporting. Let me know if you want code to extract and analyze the values once you have the correct key!

Sources: Backtest Analysis - QuantConnect.com, Live Analysis - QuantConnect.com, Can Crude Oil Predict Equity Returns

the suggested code doesn't work:

---------------------------------------------------------------------------
TypeError                                 Traceback (most recent call last)
Cell In[31], line 11
      9 strategy_chart_name = "Strategy Equity"
     10 if strategy_chart_name in backtest.charts:
---> 11     print(f"Series in '{strategy_chart_name}':", list(backtest.charts[strategy_chart_name].series.keys()))
     12 else:
     13     print(f"'{strategy_chart_name}' chart not found. Charts available:", list(backtest.charts.keys()))

TypeError: 'Dictionary[String,BaseSeries]' object is not callable

Hi Kubid

You can try the following code snippet for a completed backtest:

backtest = api.read_backtest(12345678, "samplebacktestid12345678")
equity_chart = backtest.charts["Strategy Equity"]
equity_curve = equity_chart.series["Equity"].values
equity_series = pd.Series({point.time: point.close for point in equity_curve})
equity_series

Best
Louis