Exporting Results¶
Pyfolio Example¶
Raw Statistics¶
| Start date | 2017-02-15 | |
|---|---|---|
| End date | 2017-11-01 | |
| Total months | 36 | |
| Backtest | ||
| Annual return | 228.9% | |
| Cumulative returns | 3811.7% | |
| Annual volatility | 47.9% | |
| Sharpe ratio | 2.72 | |
| Calmar ratio | 9.38 | |
| Stability | 0.96 | |
| Max drawdown | -24.4% | |
| Omega ratio | 2.70 | |
| Sortino ratio | 6.84 | |
| Skew | NaN | |
| Kurtosis | NaN | |
| Tail ratio | 2.50 | |
| Daily value at risk | -5.5% | |
| Alpha | 0.99 | |
| Beta | 0.44 | |
Tearsheet Charts¶
