Backtesting Transparency: Diverse Stock to Net Profit

I conducted backtesting on 1800 stocks using a specific strategy. In the report, I would like to include the number of different stocks that contributed to the net profit after optimization. This is important because often, excellent results only showcase a few stocks that generated profit prominently. I aim to present a broader selection of stocks rather than relying solely on a hypothetical high profit from a few stocks.

Michael

This can be accomplished by adding a high-level CBT to your AFL. Porfolio Backtester Interface Reference

Search this forum for "CBT metrics" and you should find plenty of examples.

1 Like

Thank you for your help, this is a good hint.