Backtest Configs
{% for key, value in props.items() %}
{{key}}
{{value}}
{% endfor %}
PnL Curve & Performance Metrics
Strategy Performance
Strategy Performance Metrics (In terms of active return, risk free rate equals zero)
{% for key, value in performance_metrics.items() %}
{{key}}
{{value | round_if_float(3) }}
{% endfor %}
Strategy Risk Metrics
{% for key, value in risk_metrics.items() %}
{{key}}
{{value | round_if_float(3) }}
{% endfor %}
{% if df_brinson is defined %}
Brinson Attribution
{% endif %} {% if selected_securities|length > 0 %}
Visualization for Selected Security
{% for symbol in selected_securities %}
{% endfor %}
Daily PnL for Selected Security
{% for symbol in selected_securities %}
{{ symbol }}
{{ df_daily[symbol].to_html() }}
{% endfor %} {% endif %} {% if daily_position is not none %}
Table of Daily Position
{{ daily_position.to_html() }} {% endif %} {% if position_change is not none %}
Table of Records of Position Changes
{% for date, df in position_change.items() %}
{{ date }}
market value = {{ account[date]['market_value'] / 1000.0 | round(0) }}k, cash = {{ account[date]['cash'] / 1000.0 | round(0) }}k,
{{ df.to_html() }} {% endfor %} {% endif %}
{% endif %}
{% if selected_securities|length > 0 %}
{% endfor %}