FMZ Quantfmzquant.hashnode.dev·Jul 10, 2024Evaluation of backtest capital curve using "pyfolio" toolForeword A few days ago, it was found that the profit and loss curve output of the FMZ strategy backtest result was relatively simple, so I thought about whether to obtain the income result data and then process it myself to get a more detailed capit...Discusspyfolio
