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Exercise

Review return results of a backtest

You implemented a trend-following strategy using a simple moving average indicator. You backtested it using the Amazon stock historical price data from 2019 to 2020, and the result plot is shown on the right. Now you would like to review the return statistics from the backtest result.

The bt backtest result has been provided in bt_result and is ready to use.

Instructions

100 XP
  • Obtain all backtest stats from bt_result and save them in resInfo.
  • Print the daily, monthly, and yearly returns from resInfo.
  • Print the compound annual growth rate (CAGR) from resInfo.