This script will plot your downloaded Tuned backtest data to a chart with stats, equity curve, monthly returns and returns distribution.
Specify the filename with --file foo.json
and resample the chart using --resample W
The other params can be used to plot vertical lines on the chart to distinguish different testing periods.
pip3 install -r requirements.txt
usage: tuned-plot.py [-h] [--datadir DATADIR] [--plotdir PLOTDIR] [--file FILE] [--oos OOS] [--forward FORWARD] [--live LIVE]
[--resample {D,W,M}]
optional arguments:
-h, --help show this help message and exit
--datadir DATADIR Dir name where data is located e.g. data
--plotdir PLOTDIR Dir name where plots are output to e.g. plots
--file FILE Filename of Tuned json data, default tuned.json in data/
--oos OOS Plot grey line for out of sample period start date e.g. 20220101
--forward FORWARD Plot blue line for forward test period start date e.g. 20220201
--live LIVE Plot green line for live period start date e.g. 20220301
--resample {D,W,M} Resample equity curve using pandas period W, M etc
Default usage will plot the data file data/tuned.json to a jpg at plots/tuned.json.jpg
python3 tuned-plot.py
Add resample param to smooth the equity curve
python3 tuned-plot.py --resample W
Specify the filename
python3 tuned-plot.py --resample W --file foobar.json
View at https://app.tuned.com/t/1337Research/252657358
View at https://app.tuned.com/t/1337Research/132006123
View at https://app.tuned.com/t/1337Research/480672698
Create a Tuned account and then visit https://app.tuned.com/t/1337Research/ for profitable systematic trading strategies.
Free to use but you must keep the text @1337Research