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How to breakdown backtest results to annual returns by year? Pandas date manipulation
Shan Dev
posted Jun 10, 2020

The full tear sheet after completing a backtest provides at most a histogram that shows returns by year. It would be very beneficial to see the values of the returns by year. The linked post below speaks on the issue and a commenter provides a way to get those annual returns by pandas date manipulation. Can anyone provide more information on this or the code I need to enter into the notebook to see these returns?

Maybe there's another way? I remember back in 2015 the backtester had a separate section for returns which showed returns by year.

https://www.quantopian.com/posts/how-do-i-find-annual-returns-of-a-backtest-in-research

2 responses
Vladimir
Jun 10, 2020

@Shan Dev,

This may help.

Shan Dev
Jun 10, 2020

Thank you for this. Is there anyway I can get the value for the yearly returns instead of adding all the digits manually by going down the rows on the heatmap?
Instead of the histogram, having a chart or table listing the values of the yearly returns would be extremely useful.

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