Separate statistics for long and short trades?

[s-kust]

After the backtest run, we see the statistics. It is very good! Is there any simple way to see that statistics separately for long ans short trades?

[kernc]

No "simple" way. You'd have to analyze stats._trades yourself.

Might be up for exposing:

compute_stats(trades: pd.DataFrame,
              equity: Sequence[float],
              ohlc_data: pd.DataFrame,
              risk_free_rate: float = 0) -> pd.Series

in backtesting.lib module if someone contribs it. 👍 That way, we also tackle #71.

[s-kust]

compute_stats

Is it possible to call that function explicitly somehow to obtain separate statistics for long and short trades?

[kernc]

It is since v0.3.2 possible to use backtesting.lib.compute_stats and do something like:

stats = Backtest(GOOG, MyStrategy).run()
only_long_trades = stats._trades[stats._trades.Size > 0]
long_stats = compute_stats(stats=stats, trades=only_long_trades,
                           data=GOOG, risk_free_rate=.02)