Ranked Selection Backtest 2¶

bt = get_backtest('5ea46a9a5ef2b645d7566bc9')

bt.create_full_tear_sheet(round_trips=True, hide_positions=True, live_start_date='2019-11-29')

The live_start_date='2019-11-29' $ $ is the end date of the January simulation.

The following charts are from the above backtest analysis.

Cumulative Returns:

My Preferred Section: (with round_trips=True)

The strategy traded more, increased its average net profit per trade, and managed to maintain its metrics at about the same level as before.

Yet, this 3-week walk-forward added $\$$869 million to the pot with no increase in volatility or drawdown.

Nothing significantly different in the strategy's metrics from the previous April 6th simulation. The trading strategy was mainly concerned about 3 numbers as explained elsewhere. (See: The Payoff Matrix)