Back

Overall Statistics per ticker/pair

Hello!

Is there a way to access the overall statistics per ticker or in my case per pair since I am working with forex?

I am basically testing a strategy with a few different pairs. When I run the backtest, I run through all the pairs and the overall statistics show the total results which includes trades from all the pairs I tested. This information is great, but I would like to see results per pair as well. The results I am most interested in are: Total Trades, Average Loss/Win, Drawdown, Net Profit, Win/Loss Rate, and Profit-Loss Ratio. If I could access the rest of the statistics it would be even better.

I am aware I could test only one pair at a time and get the individual statistics that way, but I was looking for a more efficient way since backtesting one at a time would take a long time specially once I have the results and need to make a change.

Thank you in advance,

Pablo

Update Backtest







0

The material on this website is provided for informational purposes only and does not constitute an offer to sell, a solicitation to buy, or a recommendation or endorsement for any security or strategy, nor does it constitute an offer to provide investment advisory services by QuantConnect. In addition, the material offers no opinion with respect to the suitability of any security or specific investment. QuantConnect makes no guarantees as to the accuracy or completeness of the views expressed in the website. The views are subject to change, and may have become unreliable for various reasons, including changes in market conditions or economic circumstances. All investments involve risk, including loss of principal. You should consult with an investment professional before making any investment decisions.


I don 't believe it is possible, what you could do is download your orders as csv and write your own script to get to the information.

Best,

Dirk

0

Hey Pablo, sorry at this time the best way would be to run 1 backtest at a time for each ticker. LEAN was designed to be a portfolio "first" backtesting platform unlike other "single security first" styles of analysis. 

0

The material on this website is provided for informational purposes only and does not constitute an offer to sell, a solicitation to buy, or a recommendation or endorsement for any security or strategy, nor does it constitute an offer to provide investment advisory services by QuantConnect. In addition, the material offers no opinion with respect to the suitability of any security or specific investment. QuantConnect makes no guarantees as to the accuracy or completeness of the views expressed in the website. The views are subject to change, and may have become unreliable for various reasons, including changes in market conditions or economic circumstances. All investments involve risk, including loss of principal. You should consult with an investment professional before making any investment decisions.


Update Backtest





0

The material on this website is provided for informational purposes only and does not constitute an offer to sell, a solicitation to buy, or a recommendation or endorsement for any security or strategy, nor does it constitute an offer to provide investment advisory services by QuantConnect. In addition, the material offers no opinion with respect to the suitability of any security or specific investment. QuantConnect makes no guarantees as to the accuracy or completeness of the views expressed in the website. The views are subject to change, and may have become unreliable for various reasons, including changes in market conditions or economic circumstances. All investments involve risk, including loss of principal. You should consult with an investment professional before making any investment decisions.


Loading...

This discussion is closed