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Is there a way to observe how the daily P&L changes over time?
From the documentation, I only found the method for looking at the list of orders/ list of trades which tracks the PNL of each trade. I am interested in how the returns which change every day in order to plot something like an equity curve.
Is there a way to observe how the daily P&L changes over time?
From the documentation, I only found the method for looking at the list of orders/ list of trades which tracks the PNL of each trade. I am interested in how the returns which change every day in order to plot something like an equity curve.
For example, the code I used:
pf = vbt.Portfolio.from_signals(
close=df['close'],
entries = df['macd_cross_above_signal'],
exits = df['macd_cross_below_signal'],
size=1,
size_type='amount',
init_cash = 1000,
direction = 'Both'
)
vbt_pf_trades = pf.trades.records_readable
vbt_pf_order = pf.orders.records_readable
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