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Tearsheet Generator

核心功能：基于QuantStats生成专业交易策略分析表，含SVG可视化（收益、回撤等）、MAE分析、多杠杆场景对比、完整交易列表及优化杠杆建议，支持结果校验。典型场景：分析交易策略绩效、生成可视化绩效报告。输入为交易CSV文件、策略名称等参数，输出HTML报告与JSON指标文件，可通过指定命令调用。

ahuserious
ahuserious
热度 60.11
最近更新 2026-05-17 12:55:29
分类：数据依赖：代码执行 / 读写文件应用场景：数据处理 / 报告撰写 / 财务

安装技能

复制下面的话术发给你的 Agent，它会通过 secure-skills 检索并安装该技能。

执行命令安装此 skill： npx secure-skills-cli add tearsheet-generator
Metadata
name
tearsheet-generator
description
Generate professional tearsheets with custom SVG visualizations using the QuantStats library. Creates performance reports with MAE analysis, leverage recommendations, and trade lists. Use when analyzing strategy performance or generating visual reports.
version
1.1.0
allowed-tools
Read, Write, Edit, Bash, Glob

Tearsheet Generator Skill

About

This skill generates custom tearsheets using the QuantStats library - a Python library for portfolio analytics.

Key Features:

  • Custom SVG visualizations (returns, drawdowns, monthly heatmaps)
  • Professional HTML tearsheets
  • MAE (Maximum Adverse Excursion) analysis
  • Leverage recommendations based on risk metrics
  • Copyable strategy configurations

Generate comprehensive trading strategy tearsheets with:

  • IBM Plex Mono font styling (QuantStats format)
  • MAE (Max Adverse Excursion) percentile analysis (p90-p99)
  • Optimal leverage recommendations with stop-loss levels
  • Fixed Position (Static) vs Full Position (Dynamic) analysis
  • 10%, 20%, 30% liquidation buffer calculations
  • Full trade list with entry/exit details and MAE stats
  • Copyable strategy config text boxes
  • Multiple leverage scenario comparisons (1x, 10x, 15x, 20x)

Quick Start

# Generate tearsheet from trades CSV
/generate-tearsheet SOL_MTF_EMA_001 --trades ./trades.csv --capital 10000

# Verify backtest with Nautilus Trader
/verify-backtest SOL_MTF_EMA_001 --trades ./trades.csv

# Test optimal leverage configuration
/verify-mae-lev SOL_MTF_EMA_001 --leverage p95

Commands

/generate-tearsheet

Generate a complete tearsheet with all analysis sections.

/verify-backtest

Verify tearsheet results against Nautilus Trader for accuracy validation.

/verify-mae-lev

Run backtest with optimal leverage config derived from MAE analysis.

Output Files

Each tearsheet generation produces:

  • {strategy}_comparison.html - Full HTML tearsheet
  • {strategy}_comparison_metrics.json - JSON metrics for programmatic access

Key Sections

1. Key Performance Metrics

  • B&H, Fix1x, Dyn1x, Fix10x, Dyn10x columns
  • Cumulative Return, CAGR, Sharpe, Sortino, Max DD, Calmar
  • Intratrade risk metrics with liquidation distance

2. MAE Analysis & Optimal Leverage

  • MAE distribution table (min, mean, p50, p75, p90-p99, max)
  • Safe leverage recommendations per percentile
  • Stop loss table with % PRICE movement (not position cost)

3. Fixed Position (Static) Analysis

  • Leverage table: 5x, 10x, 15x, 20x, 25x, 30x
  • Columns: Liq @ %Price, Rec. SL, Max Loss, +10% Buffer, +20% Buffer, Risk Level

4. Full Position (Dynamic) Analysis

  • Warning about compounding risk
  • Leverage table: 1x, 2x, 3x, 5x, 10x
  • Recommendation per leverage level

5. Buffer Analysis Summary

  • +10%, +20%, +30% buffers above worst MAE
  • Safety check for 10x, 15x, 20x leverage

6. Full Trade List

  • All trades with entry/exit times, prices, side, PnL, MAE, MFE, duration
  • Scrollable table with sticky headers
  • Summary row with averages

7. Strategy Configuration

  • Original config text box (copyable JSON)
  • MAE-optimized config text box (copyable JSON)
  • Backtest methodology description

Dependencies

  • Python 3.10+
  • pandas, numpy, matplotlib
  • StrategyComparisonTearsheet from backtesting.tearsheets

Installation

The skill uses the tearsheet generator at: /Users/DanBot/Desktop/dev/Backtests/backtesting/tearsheets/strategy_comparison_tearsheet.py

Ensure this path is accessible or update the script paths accordingly.