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, returns=None, 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:
Return type:

DataFrame