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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.

Diese Übung ist Teil des Kurses

Financial Trading in Python

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Anleitung zur Übung

  • 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.

Interaktive Übung

Vervollständige den Beispielcode, um diese Übung erfolgreich abzuschließen.

# Obtain all backtest stats
resInfo = ____

# Get daily, monthly, and yearly returns
print('Daily return: %.4f'% ____)
print('Monthly return: %.4f'% ____)
print('Yearly return: %.4f'% ____)

# Get the compound annual growth rate
print('Compound annual growth rate: %.4f'% ____)
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