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Round trips Summary statistics.

I can get it from

bt.create_full_tear_sheet(round_trips = True,)  

along with all that statistics, I do not want.

I just need this table:

Summary stats                All trades    Short trades    Long trades  
Total number of round_trips     238.00         80.00          158.00  
Percent profitable                0.69          0.53            0.77  
Winning round_trips             164.00         42.00          122.00  
Losing round_trips               74.00         38.00           36.00  
Even round_trips                  0.00          0.00            0.00  

I tried different ways to do this unsuccessfully.

Can sombody help me?
Thanks in advance!

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2 responses

@Vladimir,
Gave it a try...

  1. Was able to get
    pf.create_round_trip_tear_sheet to
    execute, yet that gives you the whole plot and is not what you want.
  2. When trying to get at the round_trip module, ran into the BlackList
    problem... SecurityViolation: 0002 Security Violation(s): Accessing pf.round_trips raised an AttributeError. No attributes with a similar name were found.
  3. Next step might be to copy the
    code from https://github.com/quantopian/pyfolio/blob/master/pyfolio/round_trips.py for def extract_round_trips(transactions, portfolio_value=None):

All for now...I tend to stop when reaching the "Blue Screen" of Q!
alan

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@Alan,

Thank you so mach for trying to help me.
I spend another couple hours to solve the problem unsuccessfully.
Copied 414 line Quantopian code from github and when run got an error message:

InputRejected:  
Importing warnings raised ImportError. No modules or attributes with a similar name were found.  
You tried to import a module that is not whitelisted on Quantopian.  
To see the list of allowed modules in the IDE, go to  
https://www.quantopian.com/docs/whitelists/ide-whitelist#algo-ide-whitelist.  
To see the list of additional modules allowed in Research, go to  
https://www.quantopian.com/docs/whitelists/research-whitelist#research-whitelist.  

@Dan Whitnable, @Thomas Wiecki, @Gus Gordon
Please help me.

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