analyse_grid_search_result

API documentation for tradeexecutor.analysis.grid_search.analyse_grid_search_result Python function.

analyse_grid_search_result(results, min_positions_threshold=5, drop_duplicates=True)

Create aa table showing grid search result of each combination.

• Each row have labeled parameters of its combination

• Each row has some metrics extracted from the results by analyse_combination()

The output has the following row for each parameter combination:

• Combination parameters

• Positions and trade counts

• CAGR (Communicative annualized growth return, compounding)

• Max drawdown

• Sharpe

• Sortino

See also analyse_combination().

Parameters:

• results (List[GridSearchResult]) – Output from tradeexecutor.backtest.grid_search.perform_grid_search().

• min_positions_threshold (int) –

  If we has less closed positions than this amount, do not consider this a proper trading strategy.

  It is just random noise. Do not write a result line for such parameter combinations.

Returns:

Table of grid search combinations

Return type:

DataFrame