Imagine yourself in the following situation: you are given thousands of different trading strategies and you have to choose the best one. How would you do it? You could try to extract the metrics of them all, but that would take a lot of time. You could also try to select only a few of them, but how would you know if you are not missing the best one?
This is where pyBacktestAnalyzer comes in. It allows you to calculate the metrics of thousands of strategies in a matter of seconds and then choose the best one based on the results.
- Genbox/MT4 Backtests Parsing: pyBacktestAnalyzer can parse the backtests generated by the Genbox/MT4 platform and extract the metrics from them. This allows you to use the strategies that you have already tested in the past and calculate their metrics in a matter of seconds.
Once you have calculated the metrics, you can define thresholds for them and then filter the strategies that do not meet the criteria. This way, you can focus only on the strategies that are worth your time.