visualise_advanced_metrics

visualise_advanced_metrics(returns, mode=AdvancedMetricsMode.basic)

Calculate advanced strategy performance statistics using Quantstats.

Calculates multiple metrics used to benchmark strategies for risk-adjusted returns in one go.

See Quantstats for more information.

Example:

from tradeexecutor.visual.equity_curve import calculate_equity_curve, calculate_returns
from tradeexecutor.analysis.advanced_metrics import visualise_advanced_metrics

equity = calculate_equity_curve(state)
returns = calculate_returns(equity)
df = visualise_advanced_metrics(returns)
display(df)

See also calculate_advanced_metrics().

Parameters:

• returns (Series) –

  Returns series of the strategy.

  See :py:`tradeeexecutor.visual.equity_curve.calculate_returns`.

• mode (AdvancedMetricsMode) – Full or basic stats

Returns:

A DataFrame ready to display

Return type:

DataFrame