ezyquant.report.SETBacktestReport.stat_df#

property SETBacktestReport.stat_df: DataFrame#

Stat DataFrame.

Returns:

columns

  • nav names

indexes

  • pct_net_profit

  • cagr

  • pct_maximum_drawdown

  • cagr_divided_maxdd

  • pct_win_per_trade

  • std

  • cagr_divided_std

  • pct_exposure

  • total_commission

  • initial_capital

  • ending_capital

  • net_profit

  • maximum_drawdown

  • all_trades

  • avg_profit_loss

  • pct_avg_profit_loss

  • avg_bar_held

  • win_trades

  • total_profit

  • avg_profit

  • pct_avg_profit

  • avg_win_bar_held

  • max_win_consecutive

  • loss_trades

  • total_loss

  • avg_loss

  • pct_avg_loss

  • avg_lose_bar_held

  • max_lose_consecutive

  • start_date

  • end_date

  • pct_commission

  • pct_buy_slip

  • pct_sell_slip

Return type:

pd.DataFrame