Example project · Python · Analysis · Research
Strategy Analytics Report
A reusable Python module that turns any back-test trade log into a complete HTML performance report.
Project facts
- Difficulty
- Intermediate
- Technology
- Python, HTML reports
- Category
- Python, Analysis, Research
- Status
- In the course curriculum
Project summary
A reusable Python module that turns any back-test trade log into a complete HTML performance report.
- Problem
- Raw back-test output is difficult to interpret and compare.
- Approach
- Generate a structured report covering drawdown, exposure and trade statistics for a tested strategy.
Skills developed
- Performance analytics
- Python
- Reporting
Technology
- Python
- HTML reports
Prerequisites
- A back-test trade log (for example from the Strategy Backtester project)
- Python functions and modules
- Basic statistics: mean, standard deviation, drawdown
Deliverable
A reusable report generator and a sample report.
Project workflow
Stage 1: Define the inputs
Agree the trade-log format the module will accept.
Stage 2: Compute the metrics
Calculate exposure, drawdown and trade statistics from the log.
Stage 3: Render the report
Generate an HTML report with tables and charts.
Stage 4: Make it reusable
Package the code as a function and test it on two different logs.
AlphaSync practice
- AlphaSync practice — Backtesting conceptsExplore how a rule set behaved on historical data, including costs, slippage, look-ahead bias and over-fitting.Status: Roadmap
AlphaSync is a simulated practice environment for education. Simulated and paper-trading environments do not reproduce all the characteristics of live markets, such as execution, liquidity, costs and emotional pressure. Simulated results do not represent actual trading and do not predict future results. Screens show illustrative data.
Build this project in a course
Projects are completed inside Academy courses, with instructor feedback. Enquire about the course that includes this project.