Exercise

Review performance with drawdowns

You implemented a signal-based strategy using two moving average indicators. You performed a backtest using the Tesla stock historical price data from 2019 to 2020, and the result plot is shown on the right. Now you would like to evaluate the strategy performance, specifically the downside volatility, by reviewing the drawdown result from the backtest.

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.
Get the average drawdown from resInfo.
Get the average drawdown days from resInfo.

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Instructions

Exercise