The recently released new scorecard format is saving a lot of time of crowd researchers. Instead of downloading python notebook data in zip files the users are able to visualize the data quickly, even as the backtest is running. A data scientist, trader, or technician who has developed a trading algorithm can easily see the overall performance.
In the example shown you easily see that not all days are winners. The accumulative profit and loss climbs higher throughout the backtest time period. The statistics shown allow the crowd researcher to analyze results quickly.
Some comments that we have received about the data display are:
- “this scorecard feature is amazing, saves a lot of time analyzing results” -Experienced Quant Trader
- “Great innovation” – Quantitative Academic
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