analyse_grid_search_result#

API documentation for tradeexecutor.analysis.grid_search.analyse_grid_search_result Python function.

analyse_grid_search_result(results, min_positions_threshold=5, drop_duplicates=True)[source]#

Create aa table showing grid search result of each combination.

  • Each row have labeled parameters of its combination

  • Each row has some metrics extracted from the results by analyse_combination()

The output has the following row for each parameter combination:

  • Combination parameters

  • Positions and trade counts

  • CAGR (Communicative annualized growth return, compounding)

  • Max drawdown

  • Sharpe

  • Sortino

See also analyse_combination().

Parameters:
Returns:

Table of grid search combinations

Return type:

DataFrame