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60 changes: 30 additions & 30 deletions analytics/pyalgotrading_analytics/index.html
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@@ -1729,96 +1729,96 @@ <h1 id="pyalgotrading-analytics">Pyalgotrading Analytics<a class="headerlink" hr
<li>
<h3 id="metric-values-and-statistics">Metric Values and Statistics<a class="headerlink" href="#metric-values-and-statistics" title="Permanent link">&para;</a></h3>
<p><img alt="performance metrics a" src="../analytics_imgs/performance_metrics_a.png" />
<img alt="performance metrics a" src="../analytics_imgs/performance_metrics_b.png" /></p>
<img alt="performance metrics a" src="../analytics_imgs/performance_metrics_b.png" /></p>
</li>
<li>
<h3 id="cumulative-returns">Cumulative Returns<a class="headerlink" href="#cumulative-returns" title="Permanent link">&para;</a></h3>
<ul>
<li>The <strong>Cumulative Returns</strong> chart illustrates how our strategy's returns value has evolved over time in percentage.</li>
<li>Positive values indicate gains, while negatives reflect losses. Bigger positive returns are more favourable.</li>
<li>The <strong>Cumulative Returns</strong> chart illustrates how our strategy's returns value has evolved over time in percentage. </li>
<li>Positive values indicate gains, while negatives reflect losses. Bigger positive returns are more favourable. </li>
<li>Keep in mind, this chart focuses on gains and losses, excluding risk and timing considerations.</li>
<li>There are 2 sub categories of cumulative returns chart depending on the scale we are using. One is <strong>normal scaled</strong> and other is <strong>log scaled</strong>
<img alt="cumulative returns normal" src="../analytics_imgs/cumulative_returns_normal.png" />
<img alt="cumulative returns log" src="../analytics_imgs/cumulative_returns_log.png" /></li>
<img alt="cumulative returns normal" src="../analytics_imgs/cumulative_returns_normal.png" />
<img alt="cumulative returns log" src="../analytics_imgs/cumulative_returns_log.png" /></li>
</ul>
</li>
<li>
<h3 id="end-of-year-returns-eoy">End of Year Returns (EoY)<a class="headerlink" href="#end-of-year-returns-eoy" title="Permanent link">&para;</a></h3>
<ul>
<li>The <strong>End of Year Returns</strong> chart showcases our strategy's annual performance as a percentage.</li>
<li>The <strong>End of Year Returns</strong> chart showcases our strategy's annual performance as a percentage. </li>
<li>It quantifies its overall performance, considering gains or losses throughout each year.
<img alt="eoy returns" src="../analytics_imgs/eoy_returns.png" /></li>
<img alt="eoy returns" src="../analytics_imgs/eoy_returns.png" /></li>
</ul>
</li>
<li>
<h3 id="distributions-of-monthly-returns-histogram">Distributions of Monthly Returns (Histogram)<a class="headerlink" href="#distributions-of-monthly-returns-histogram" title="Permanent link">&para;</a></h3>
<ul>
<li>In the <strong>Monthly Returns Distribution Histogram</strong>, we see the frequency distribution of different levels of returns over consecutive months.</li>
<li>In the <strong>Monthly Returns Distribution Histogram</strong>, we see the frequency distribution of different levels of returns over consecutive months. </li>
<li>This histogram helps us understand the range and patterns in monthly returns, shedding light on our strategy's volatility and performance trends.
<img alt="monthly returns histogram" src="../analytics_imgs/monthly_returns_histogram.png" /></li>
<img alt="monthly returns histogram" src="../analytics_imgs/monthly_returns_histogram.png" /></li>
</ul>
</li>
<li>
<h3 id="daily-returns">Daily Returns<a class="headerlink" href="#daily-returns" title="Permanent link">&para;</a></h3>
<ul>
<li>The <strong>Daily Returns Chart</strong> portrays the percentage change in our strategy's returns between trading days.</li>
<li>The <strong>Daily Returns Chart</strong> portrays the percentage change in our strategy's returns between trading days. </li>
<li>It provides insights into short-term volatility, trend analysis, and risk assessment.
<img alt="daily returns histogram" src="../analytics_imgs/daily_returns.png" /></li>
<img alt="daily returns histogram" src="../analytics_imgs/daily_returns.png" /></li>
</ul>
</li>
<li>
<h3 id="rolling-volatility-6-months">Rolling Volatility (6 months)<a class="headerlink" href="#rolling-volatility-6-months" title="Permanent link">&para;</a></h3>
<ul>
<li>A <strong>Rolling Volatility (6 months)</strong> Plot showcases the changing volatility of an investment over time using a rolling window of six months.</li>
<li>This plot reveals how the investment's price fluctuations vary as the window moves across the dataset.</li>
<li>A <strong>Rolling Volatility (6 months)</strong> Plot showcases the changing volatility of an investment over time using a rolling window of six months. </li>
<li>This plot reveals how the investment's price fluctuations vary as the window moves across the dataset. </li>
<li>It provides insights into short-term volatility patterns, helping investors understand how the investment's risk level evolves in response to different market conditions.
<img alt="daily returns histogram" src="../analytics_imgs/rolling_volatility.png" /></li>
<img alt="daily returns histogram" src="../analytics_imgs/rolling_volatility.png" /></li>
</ul>
</li>
<li>
<h3 id="rolling-sharpe-6-months">Rolling Sharpe (6 months)<a class="headerlink" href="#rolling-sharpe-6-months" title="Permanent link">&para;</a></h3>
<ul>
<li>A <strong>Rolling Sharpe (6 months)</strong> Plot illustrates the dynamic changes in the Sharpe ratio over time using a rolling window of six months.</li>
<li>The plot shows how the risk-adjusted performance of an investment fluctuates as the window moves through the dataset.</li>
<li>A <strong>Rolling Sharpe (6 months)</strong> Plot illustrates the dynamic changes in the Sharpe ratio over time using a rolling window of six months. </li>
<li>The plot shows how the risk-adjusted performance of an investment fluctuates as the window moves through the dataset. </li>
<li>This visualization helps investors understand how the Sharpe ratio varies with changing market conditions and provides insights into the investment's consistency and risk-return trade-offs over short-term periods.
<img alt="daily returns histogram" src="../analytics_imgs/rolling_sharpe.png" /></li>
<img alt="daily returns histogram" src="../analytics_imgs/rolling_sharpe.png" /></li>
</ul>
</li>
<li>
<h3 id="rolling-sortino-6-months">Rolling Sortino (6 months)<a class="headerlink" href="#rolling-sortino-6-months" title="Permanent link">&para;</a></h3>
<ul>
<li>A <strong>Rolling Sortino (6 months)</strong> Plot visualizes the variation in the Sortino ratio over time using a rolling window of six months.</li>
<li>This plot demonstrates how the investment's risk-adjusted performance, considering only downside volatility, changes as the window progresses through the data.</li>
<li>A <strong>Rolling Sortino (6 months)</strong> Plot visualizes the variation in the Sortino ratio over time using a rolling window of six months. </li>
<li>This plot demonstrates how the investment's risk-adjusted performance, considering only downside volatility, changes as the window progresses through the data. </li>
<li>It offers insights into how the Sortino ratio evolves with market conditions, helping investors assess the investment's ability to generate favorable risk-adjusted returns over short-term intervals.
<img alt="daily returns histogram" src="../analytics_imgs/rolling_sortino.png" /></li>
<img alt="daily returns histogram" src="../analytics_imgs/rolling_sortino.png" /></li>
</ul>
</li>
<li>
<h3 id="worst-5-drawdown-periods">Worst 5 Drawdown Periods<a class="headerlink" href="#worst-5-drawdown-periods" title="Permanent link">&para;</a></h3>
<ul>
<li>A <strong>Worst 5 Drawdown Periods</strong> plot displays the top five periods during which the strategy experienced the largest declines from peak to trough.</li>
<li>This visualization helps strategists understand the most significant loss-making episodes in the strategy's run.</li>
<li>A <strong>Worst 5 Drawdown Periods</strong> plot displays the top five periods during which the strategy experienced the largest declines from peak to trough. </li>
<li>This visualization helps strategists understand the most significant loss-making episodes in the strategy's run. </li>
<li>It shows the magnitude and duration of these drawdowns, providing insights into the strategy's risk and potential vulnerabilities.
<img alt="worst 5 drawdown plot" src="../analytics_imgs/worst_5_drawdown_plot.png" />
<img alt="worst 5 drawdown plot" src="../analytics_imgs/worst_5_drawdowns.png" /></li>
<img alt="worst 5 drawdown plot" src="../analytics_imgs/worst_5_drawdown_plot.png" />
<img alt="worst 5 drawdown plot" src="../analytics_imgs/worst_5_drawdowns.png" /></li>
</ul>
</li>
<li>
<h3 id="underwater-plot">Underwater Plot<a class="headerlink" href="#underwater-plot" title="Permanent link">&para;</a></h3>
<ul>
<li>The <strong>Underwater Plot</strong> visually narrates our strategy's performance concerning its past peaks.</li>
<li>It showcases how much our returns value has dropped from its highest point over time.</li>
<li>The <strong>Underwater Plot</strong> visually narrates our strategy's performance concerning its past peaks. </li>
<li>It showcases how much our returns value has dropped from its highest point over time. </li>
<li>This aids in visualising periods of drawdown and recovery, offering insights into historical risk and resilience.
<img alt="underwater plot" src="../analytics_imgs/underwater_plot.png" /></li>
<img alt="underwater plot" src="../analytics_imgs/underwater_plot.png" /></li>
</ul>
</li>
<li>
<h3 id="monthly-returns-heatmap">Monthly Returns (Heatmap)<a class="headerlink" href="#monthly-returns-heatmap" title="Permanent link">&para;</a></h3>
<ul>
<li>The <strong>Monthly Returns Heatmap</strong> offers a colour-coded view of our strategy's performance across months.</li>
<li>Shades of green indicate positive returns, while shades of red signify losses.</li>
<li>The <strong>Monthly Returns Heatmap</strong> offers a colour-coded view of our strategy's performance across months. </li>
<li>Shades of green indicate positive returns, while shades of red signify losses. </li>
<li>This visual tool helps spot trends and patterns, aiding in identifying strong and weak performance periods.
<img alt="monthly returns heatmap" src="../analytics_imgs/monthly_returns_heatmap.png" /></li>
<img alt="monthly returns heatmap" src="../analytics_imgs/monthly_returns_heatmap.png" /></li>
</ul>
</li>
</ul>
3 changes: 1 addition & 2 deletions analytics/python-build-view-results/index.html
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@@ -1742,8 +1742,7 @@ <h2 id="how-to-view-the-results">How to view the Results?<a class="headerlink" h
<p>Once you start the strategy, it may take a while for it to complete the execution. You can switch to the <strong>Analytics</strong> tab after you run your strategy. Even if the strategy execution is not complete, you will still see intermediate results.</p>
<p><strong>Analytics:</strong> In the analytics section, you can view a strategy’s Stats &amp; various other metrics in the form of graphs like P&amp;L.</p>
<h4 id="stats">Stats<a class="headerlink" href="#stats" title="Permanent link">&para;</a></h4>
<p>In this section you can see the <strong>total returns, sharpe ratio, sortino ratio, volatility, Max Drawdown, Total wins or Loses, Total short or long trades, hit ratio, number of trades, average trades per day, max profit, max loss, average profit per
winning trade, average loss per losing trade</strong>.
<p>In this section you can see the <strong>total returns, sharpe ratio, sortino ratio, volatility, Max Drawdown, Total wins or Loses, Total short or long trades, hit ratio, number of trades, average trades per day, max profit, max loss, average profit per winning trade, average loss per losing trade</strong>.
<img alt="Stats" src="../../python_build/imgs_v2/python_build_stats.png" /></p>
<h4 id="cumulative-returns">Cumulative Returns<a class="headerlink" href="#cumulative-returns" title="Permanent link">&para;</a></h4>
<p><img alt="Cumulative Returns" src="../../python_build/imgs_v2/python_build_cumulative_return_plot.png" /></p>
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