compare_strategy_backtest_to_multiple_assets#
API documentation for tradeexecutor.analysis.multi_asset_benchmark.compare_strategy_backtest_to_multiple_assets Python function.
- compare_strategy_backtest_to_multiple_assets(state, strategy_universe, display=False)[source]#
Backtest comparison of strategy against buy and hold assets.
- Returns:
DataFrame with QuantStats results.
One column for strategy and for each benchmark asset we have loaded in the strategy universe.
- Parameters:
state (State) –
strategy_universe (TradingStrategyUniverse) –
- Return type:
DataFrame