Round trips Summary statistics.

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Round trips Summary statistics.

edited May 24, 2020

Seeking Help Show Q Statistics

I can get it from

bt.create_full_tear_sheet(round_trips = True,)

along with all that statistics, I do not want.

I just need this table:

Summary stats                All trades    Short trades    Long trades  
Total number of round_trips     238.00         80.00          158.00  
Percent profitable                0.69          0.53            0.77  
Winning round_trips             164.00         42.00          122.00  
Losing round_trips               74.00         38.00           36.00  
Even round_trips                  0.00          0.00            0.00

I tried different ways to do this unsuccessfully.

Can sombody help me?
Thanks in advance!

2 responses

@Vladimir,
Gave it a try...

Was able to get
pf.create_round_trip_tear_sheet to
execute, yet that gives you the whole plot and is not what you want.
When trying to get at the round_trip module, ran into the BlackList
problem... SecurityViolation: 0002 Security Violation(s): Accessing pf.round_trips raised an AttributeError. No attributes with a similar name were found.
Next step might be to copy the
code from https://github.com/quantopian/pyfolio/blob/master/pyfolio/round_trips.py for def extract_round_trips(transactions, portfolio_value=None):

All for now...I tend to stop when reaching the "Blue Screen" of Q!
alan

@Alan,

Thank you so mach for trying to help me.
I spend another couple hours to solve the problem unsuccessfully.
Copied 414 line Quantopian code from github and when run got an error message:

InputRejected:  
Importing warnings raised ImportError. No modules or attributes with a similar name were found.  
You tried to import a module that is not whitelisted on Quantopian.  
To see the list of allowed modules in the IDE, go to  
https://www.quantopian.com/docs/whitelists/ide-whitelist#algo-ide-whitelist.  
To see the list of additional modules allowed in Research, go to  
https://www.quantopian.com/docs/whitelists/research-whitelist#research-whitelist.

@Dan Whitnable, @Thomas Wiecki, @Gus Gordon
Please help me.

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The material on this website is provided for informational purposes only and does not constitute an offer to sell, a solicitation to buy, or a recommendation or endorsement for any security or strategy, nor does it constitute an offer to provide investment advisory services by Quantopian.

In addition, the material offers no opinion with respect to the suitability of any security or specific investment. No information contained herein should be regarded as a suggestion to engage in or refrain from any investment-related course of action as none of Quantopian nor any of its affiliates is undertaking to provide investment advice, act as an adviser to any plan or entity subject to the Employee Retirement Income Security Act of 1974, as amended, individual retirement account or individual retirement annuity, or give advice in a fiduciary capacity with respect to the materials presented herein. If you are an individual retirement or other investor, contact your financial advisor or other fiduciary unrelated to Quantopian about whether any given investment idea, strategy, product or service described herein may be appropriate for your circumstances. All investments involve risk, including loss of principal. Quantopian makes no guarantees as to the accuracy or completeness of the views expressed in the website. The views are subject to change, and may have become unreliable for various reasons, including changes in market conditions or economic circumstances.