Interactive Graphics for Portfolio Data
A package to visualize backtest results
Interactive Backtest Graphics
Find the best-performing and the worst-performing months
Find the three best-performing and worst-performing commodities
Calculate cumulative pnl, mean pnl, dollar sharpe ratio
Clean up the input data set
Create opt group list for selectizeInput for instruments
Create opt group list for selectizeInput for strategies
Draw an interactive line plot for cumulative P&L
The Three Biggest Drawdowns in the portfolio
Interactive plot with dygraph
Next trading day
Slice Data Set
Calculate Statistics
Summarize data for the overall portfolio
Find Trading Frequency
Creates an interactive graphics interface to visualize backtest results of different financial instruments, such as equities, futures, and credit default swaps. The package does not run backtests on the given data set but displays a graphical explanation of the backtest results. Users can look at backtest graphics for different instruments, investment strategies, and portfolios. Summary statistics of different portfolio holdings are shown in the left panel, and interactive plots of profit and loss (P&L), net market value (NMV) and gross market value (GMV) are displayed in the right panel.