StrategySummaryStatistics

API documentation for tradeexecutor.strategy.summary.StrategySummaryStatistics Python class in Trading Strategy framework.

class StrategySummaryStatistics

Bases: object

Performance statistics displayed on the tile cards.

__init__(calculated_at=<factory>, launched_at=None, first_trade_at=None, last_trade_at=None, enough_data=None, current_value=None, profitability_90_days=None, return_all_time=None, return_annualised=None, compounding_unrealised_trading_profitability=None, performance_chart_90_days=None, key_metrics=<factory>, backtest_metrics_cut_off_period=None, cycle_duration=None)

Parameters:

• calculated_at (datetime) –

• launched_at (Optional[datetime]) –

• first_trade_at (Optional[datetime]) –

• last_trade_at (Optional[datetime]) –

• enough_data (Optional[bool]) –

• current_value (Optional[float]) –

• profitability_90_days (Optional[float]) –

• return_all_time (Optional[float]) –

• return_annualised (Optional[float]) –

• compounding_unrealised_trading_profitability (Optional[List[Tuple[float, float]]]) –

• performance_chart_90_days (Optional[List[Tuple[float, float]]]) –

• key_metrics (Dict[str, KeyMetric]) –

• backtest_metrics_cut_off_period (Optional[timedelta]) –

• cycle_duration (Optional[CycleDuration]) –

Return type:

None

Methods

__init__([calculated_at, launched_at, ...])
from_dict(kvs, *[, infer_missing])
from_json(s, *[, parse_float, parse_int, ...])
schema(*[, infer_missing, only, exclude, ...])
to_dict([encode_json])
to_json(*[, skipkeys, ensure_ascii, ...])

Attributes

backtest_metrics_cut_off_period	After which period the default metrics will switch from backtested data to live data.
compounding_unrealised_trading_profitability	Performance chart used in the summary card.
current_value	Total equity of this strategy.
cycle_duration	Duration of each trade cycle
enough_data	Has the strategy been running 90 days so that the annualised profitability can be correctly calcualted.
first_trade_at	When this strategy truly started.
last_trade_at	When was the last time this strategy made a trade
launched_at	When this trade executor was launched first time.
performance_chart_90_days	OLD Data for the performance chart used in the summary card.
profitability_90_days	Profitability of last 90 days
return_all_time	All time returns, %
return_annualised	Annualised returns, %
calculated_at	When these stats where calculated
key_metrics	Strategy performance metrics to be displayed on the summary card

calculated_at: datetime

When these stats where calculated

launched_at: Optional[datetime] = None

When this trade executor was launched first time.

If the trade-executor needs reset, this value is reset as well.

first_trade_at: Optional[datetime] = None

When this strategy truly started.

We mark the time of the first trade when the strategy started to perform.

last_trade_at: Optional[datetime] = None

When was the last time this strategy made a trade

enough_data: Optional[bool] = None

Has the strategy been running 90 days so that the annualised profitability can be correctly calcualted.

current_value: Optional[float] = None

Total equity of this strategy.

Also known as Total Value locked (TVL) in DeFi. It’s cash + open hold positions

profitability_90_days: Optional[float] = None

Profitability of last 90 days

If enough_data is set we can display this annualised, otherwise we can say so sar.

Based on Compounding realised positions profit.

return_all_time: Optional[float] = None

All time returns, %

Based on Compounding realised positions profit.

return_annualised: Optional[float] = None

Annualised returns, %

Based on Compounding realised positions profit.

compounding_unrealised_trading_profitability: Optional[List[Tuple[float, float]]] = None

Performance chart used in the summary card.

• Contains frequenetly snapshotted performance

Contains (UNIX time, performance %) tuples.

performance_chart_90_days: Optional[List[Tuple[float, float]]] = None

OLD Data for the performance chart used in the summary card.

• Contains only samples at position close events

Contains (UNIX time, performance %) tuples.

Relative performance -1 … 1 (100%) up and 0 is no gains/no losses.

One point per day. Note that we might have 90 or 91 points because date ranges are inclusive.

Based on Compounding realised positions profit.

key_metrics: Dict[str, KeyMetric]

Strategy performance metrics to be displayed on the summary card

We use KeyMetricKind value as the key.

backtest_metrics_cut_off_period: Optional[timedelta] = None

After which period the default metrics will switch from backtested data to live data.

This mostly affects strategy summary tiles.

cycle_duration: Optional[CycleDuration] = None

Duration of each trade cycle

__init__(calculated_at=<factory>, launched_at=None, first_trade_at=None, last_trade_at=None, enough_data=None, current_value=None, profitability_90_days=None, return_all_time=None, return_annualised=None, compounding_unrealised_trading_profitability=None, performance_chart_90_days=None, key_metrics=<factory>, backtest_metrics_cut_off_period=None, cycle_duration=None)

Parameters:

• calculated_at (datetime) –

• launched_at (Optional[datetime]) –

• first_trade_at (Optional[datetime]) –

• last_trade_at (Optional[datetime]) –

• enough_data (Optional[bool]) –

• current_value (Optional[float]) –

• profitability_90_days (Optional[float]) –

• return_all_time (Optional[float]) –

• return_annualised (Optional[float]) –

• compounding_unrealised_trading_profitability (Optional[List[Tuple[float, float]]]) –

• performance_chart_90_days (Optional[List[Tuple[float, float]]]) –

• key_metrics (Dict[str, KeyMetric]) –

• backtest_metrics_cut_off_period (Optional[timedelta]) –

• cycle_duration (Optional[CycleDuration]) –

Return type:

None