Portfolio Boss Documentation

Exporting the Backtest Result

 

 

It is possible to export the strategy's backtest result as a worksheet, which contains the various backtest statistics. But make sure you have run the backtest first, by clicking the “Start” button at the top of this page.

 


 

1.  To export the backtest result, click the “Export” button at the top of this page.

 

 


 

2.  An “Export Backtest Results” dialog shows up, which allows you to choose what backtest statistics to export. These statistics are extracted from the Panels on the Center and Right Areas, such as the Metrics Panel, Positions Panel, Monthly Performance Panel, etc.

 

 


 

3.  As you can see above, there are six types of statistic you can export. The top-most option, “Trade History, Monthly & Yearly Performance”, contains the most readable and complete data. This creates an .xlsx file (Microsoft Excel) in three worksheets.

 

 

The first worksheet, “Trade History”, shows day-by-day Positions history, with opening and closing prices data as well as the daily gains.

The second worksheet, “Monthly Performance”, shows the losses and gain of each month. As you can see, there's a “Compounded Gain” column, which shows the total gain from the beginning of the backtest period up to that month's end.

 

 

The third worksheet, “Yearly Performance”, shows the losses and gain of each year:

 

 


 

4.  The second option, “Trade History (Positions)”, exports a .csv file that contains day-by-day Positions history in a simplified format, which describes the Position's symbol, entry date, exit date, opening price, closing price, and gain. 

 

 

Note when you select this option, you must define what data separator to use (either comma, tab, or semi-colon) to separate the symbol, entry date, exit date, opening price, etc.

 

 


 

5.  The third option, “Trade History (Trading Dates)” contains the symbols, dates, and daily gain statistics in a simplified format. As usual, you must also define the data separator since the result will be a .csv file.

 

 

 


 

6.  The fourth option, “Monthly Performance”, shows the monthly performance in a simplified format. This option creates a .csv file, so as usual, you must define the data separator.  

 

 

It shows the Month's end-date instead of just the month's name. As well, it shows the monthly gain for the strategy and the benchmark.

 

 


 

7.  The fifth option, “Yearly Performance”, shows the yearly performance in a simplified format. This option creates a .csv file, so you must define the data separator too.  

 

 

It shows the year's end-date instead of just the year itself. As well, it shows the yearly gain for the strategy and the benchmark.

 

 


 

8.  The last option, “Comparisons”, contains the statistics from the Metrics Panel, such as CAGR, Total Return, Drawdown, etc, in a simplified format. As usual, you must also define the data separator, since the resulting file will be a .csv file.

 

 

 


 

9.  Now, to finally export the file, click the “Browse” button to define the file location and name. And then click “Export”.

 

 

Alternatively, you can enable the checkbox “Open file after export” to automatically open the .csv or .xlsx file after the export is finished. Generally, you can open the file using a worksheet program like Microsoft Excel or Google Sheet.

 

 

 

 

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