backtrader.analyzers package

Performance Analyzers Module.

This module provides a collection of analyzers for evaluating strategy performance. Analyzers calculate metrics like returns, drawdowns, Sharpe ratio, trade statistics, and more.

Available Analyzers:

  • AnnualReturn: Annual return breakdown

  • Calmar: Calmar ratio (return / max drawdown)

  • DrawDown: Drawdown analysis

  • Leverage: Leverage tracking

  • LogReturnsRolling: Rolling log returns

  • PeriodStats: Statistics by period

  • Positions: Position analysis

  • PyFolio: PyFolio integration

  • Returns: Return analysis

  • Sharpe: Sharpe ratio

  • SQN: System Quality Number

  • TimeReturn: Time-weighted returns

  • TotalValue: Total value tracking

  • TradeAnalyzer: Detailed trade statistics

  • Transactions: Transaction log

  • VWR: Variance-Weighted Return

示例

Adding analyzers to a strategy: >>> cerebro.addanalyzer(bt.analyzers.Sharpe, _name='sharpe') >>> cerebro.addanalyzer(bt.analyzers.DrawDown, _name='drawdown')

Submodules