Extract daily P&L from a backtest


Is there a way to extract the daily P&L of a backtest and paste it in excel ?



Update Backtest

Hi Chris, you can do this locally. Just download the result JSON file from the overview tab, parse the JSON file into your local python environment, extract the strategy P&L and the benchmark P&L then write the dataframe to a csv file. The JSON file should be in the same folder as the .py file.

import json
import pandas as pd
with open("your_result.json") as data_file:
data = json.load(data_file)

if "Strategy Equity" in data["Charts"] and "Benchmark" in data["Charts"]:
strategySeries = data["Charts"]["Strategy Equity"]["Series"]["Equity"]["Values"]
benchmarkSeries = data["Charts"]["Benchmark"]["Series"]["Benchmark"]["Values"]

df_strategy = pd.DataFrame(strategySeries).set_index('x')
df_benchmark = pd.DataFrame(benchmarkSeries).set_index('x')

strategy = df_strategy.set_index(pd.to_datetime(df_strategy.index, unit='s'))
benchmark = df_benchmark.set_index(pd.to_datetime(df_benchmark.index, unit='s'))


Thank you Jing.


Update Backtest


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