Notebook
In [1]:
# https://www.quantopian.com/posts/long-short-pipeline-multi-factor
backtest = get_backtest('5627b09e3dfd591120ebdc71')

100% Time: 0:03:00|###########################################################|
In [8]:
import pyfolio as pf

pf.plotting.plot_drawdown_periods(backtest.daily_performance.returns)
Out[8]:
<matplotlib.axes._subplots.AxesSubplot at 0x7fbb49fa2290>
In [9]:
pf.plotting.plot_drawdown_underwater(backtest.daily_performance.returns)
Out[9]:
<matplotlib.axes._subplots.AxesSubplot at 0x7fbb52159f10>