Chapter 10: Strategy Evaluation Framework and Risk Metrics¶
This chapter is currently maintained in Chinese first.
- Chinese chapter: 第 10 章:策略评价体系与风险指标
- Textbook home: Chinese textbook index
- Note:
BacktestResultnow includesmargin_curveplus daily curve properties (*_curve_daily), andresult.report(curve_freq="D")for faster long-range HTML reports. - Practice links:
- Primary example: examples/textbook/ch10_analysis.py
- Extended example: examples/33_report_and_analysis_outputs.py
- Guide: Analysis Guide