Quantopian's community platform is shutting down. Please read this post for more information and download your code.
Back to Community
Comments on Backtests

I need a way to put a comment on a backtest so I know what I changed. For example, I might run a backtest and put "Short Only" and then run another and put "Long Only" and then run another and say "Short + Long" and then run another and say "Short No Mkt Timing", etc. I can then go to bed and when I get up and all the tests are done, I can compare them and determine what my next changes should be.

2 responses

Hi Eliot, that's something that has been asked for quite a bit... I wish it was possible too.

I very recently discovered (!) that you can actually browse the code used for every full backtest you ran using the upper right corner "menu button" > "View Code" option in the detailed backtest results page. You could use some comment section on top of your code to quickly describe your backtests. I hope that can help.

Eliot,
What I do is I keep an Excel file with the parameters that I change most often on the same row but in different columns. Then I also have in a diff column but same row the final return. That way I can go back and find the backtest easily because the "Backtest Overal Return" is listed. This helps immensely when you start having over 100 backtests with a single algo.