Interactive Backtest Report Demo¶
Below is an interactive backtest report generated by AKQuant. You can interact directly with the charts on this page to view detailed backtest data.
Benchmark Comparison¶
BacktestResult.report accepts a benchmark return series:
benchmark_returns = benchmark_df["close"].pct_change().fillna(0.0)
result.report(
filename="akquant_report.html",
benchmark=benchmark_returns,
show=False,
)
When benchmark is provided, the HTML report adds a benchmark comparison section with strategy/benchmark/excess cumulative curves and relative metrics (total excess, annual excess, tracking error, information ratio, beta, alpha).