ComeçarComece de graça

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.

Este exercício faz parte do curso

Financial Trading in Python

Ver curso

Instruções do exercício

  • 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.

Exercício interativo prático

Experimente este exercício completando este código de exemplo.

# 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'% ____)
Editar e executar o código