class qf_lib.backtesting.fast_alpha_model_tester.backtest_summary.BacktestSummaryElement(model_parameters: Tuple, model_parameters_names: Tuple[str], returns_tms: qf_lib.containers.series.simple_returns_series.SimpleReturnsSeries, trades: Sequence[], tickers: Sequence[qf_lib.common.tickers.tickers.Ticker])[source]

Bases: object

Class containing a summary of the performed backtest.

  • model_parameters (Tuple) – Parameters of the model (e.g. length of moving averages).

  • model_parameters_names (Tuple[str]) – Names of the parameters of the model.

  • returns_tms (SimpleReturnsSeries) – SimpleReturnsSeries of the Portfolio.

  • trades (Sequence[Trade]) – Sequence of Trades (groups of Transactions) performed by the tested strategy.

  • tickers (Sequence[Ticker]) – Sequence of Tickers for which the single backtest was performed.