Hi there,
I am trying to build a function that stores in a file / or simply prints out the net profit in a specific month.
My objective here is to build some kind of score system that i can read after a big backtest and points me immediately to the reports that are more likely to be of my interest, rather than having to click through 200 reports. (example, reports where most of the revenue sits in one year or in one month would have a low score).
I have already build something which is very convolluted and a little inaccurate
. I am wondering if any of you know an easy way of doing this in a manner which is very accurate?
So to be clear, i basically need to obtain and store as an example:
January 2023 - Net revenue - Drawdown
Thanks in advance.
Gabriele
I am trying to build a function that stores in a file / or simply prints out the net profit in a specific month.
My objective here is to build some kind of score system that i can read after a big backtest and points me immediately to the reports that are more likely to be of my interest, rather than having to click through 200 reports. (example, reports where most of the revenue sits in one year or in one month would have a low score).
I have already build something which is very convolluted and a little inaccurate
. I am wondering if any of you know an easy way of doing this in a manner which is very accurate?So to be clear, i basically need to obtain and store as an example:
January 2023 - Net revenue - Drawdown
Thanks in advance.
Gabriele
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