analyse_grid_search_result

analyse_grid_search_result(results, min_positions_threshold=5)

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()

See also analyse_combination().

Parameters:

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

• min_positions_threshold (int) –

  If we did less positions than this amount, do not consider this a proper strategy.

  Filter out one position outliers.

Returns:

Table of grid search combinations

Return type:

DataFrame