Hopefully the title is self explanatory....I have an algo, it backtests reasonably well -- but I really want to dig into the individual buy/sell returns...as I fine tune my model.
I see the returns by sector, what I need is a return by stock report?
Is this even possible?
s.
bt = get_backtest(' ')
bt.create_full_tear_sheet(round_trips = True)
This sounds like the beginning of overfitting though, watch out
To Quant Trader's point, here's a Quantopian Lecture on overfitting in quant finance.
Good luck!
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