tearsheet
Generate a self-contained HTML performance report from a strategy's bars CSV, with headline numbers and return breakdown by fees, funding, and slippage.
Instructions
Write Deptho's HTML tearsheet for a strategy and return its path and headline numbers.
bars_csv: CSV with columns time, price (mark/close) and position (exposure as a fraction of equity, 1.0 = 1x long, decided at each bar's close; it earns from the next bar). funding_csv (optional): time and funding_rate (positive = longs pay). fee_bps and slippage_bps: per unit of turnover; use the slippage measured with replay_orders rather than a guess. Writes one self-contained HTML file (default: next to bars_csv, .report.html).
Input Schema
| Name | Required | Description | Default |
|---|---|---|---|
| title | No | Strategy | |
| fee_bps | No | ||
| bars_csv | Yes | ||
| funding_csv | No | ||
| report_html | No | ||
| slippage_bps | No |