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.