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backtesting

  • pulls data based on weekly/daily/intraday
  • Easy plug and play strategies to test ideas
  • Compares PnL to a buy andhold approach to SPY for the same period
  • Saves outpouts for each ticker or only the aggregate of a particular strategy with all the tickers included
  • It can plot chart with trades and PnL / equity curve trade by trade / point chart to visualize PnL of all trades and find outliers
  • Many stats like profitability, expectancy, win/loss ratio, median win/loss and more

Main class is Minder.py

It can save outputs for specific tickers or global, plot trades in the ticker chart etc... Strategies are easily pluged in

Eaxmple output

Started

Final P/L:          19796.83
SPY comparison      148.04
Win %:              27.91
Profitability:      1.42
Mean Expectancy:    15.82
Trades:             1419
Number of wins:     396
Number of losses:   1023
Max win:            1260.93
Max loss:           -293.00
Avg win:            168.13
Avg loss:           -45.73
Avg win/loss ratio: 4.00
20th loss:          -51.30
50th loss:          -49.93
75th loss:          -40.68
20th win:           33.84
50th win:           88.13
75th win:           223.36
90th win:           413.83

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