optimization_analyze
Analyze backtest results to extract trade metrics, performance breakdown, and risk assessment for trading strategy evaluation.
Instructions
Extract deep insights from backtest results.
Takes backtest result dict and returns detailed analysis including:
Trade metrics (win rate, avg return, etc.)
Performance breakdown
Risk metrics summary
Use this after backtest() to understand strategy performance better. Common workflow:
backtest() -> get result
analyze_results(result) -> understand what happened
monte_carlo() -> validate with simulation
risk_report() -> comprehensive assessment
Input Schema
| Name | Required | Description | Default |
|---|---|---|---|
| backtest_result | Yes | ||
| analysis_type | No | basic | |
| include_trade_analysis | No | ||
| include_correlation | No | ||
| include_monte_carlo | No |
Output Schema
| Name | Required | Description | Default |
|---|---|---|---|
No arguments | |||