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.
1---2name: tearsheet-generator3description: 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.4---56# Tearsheet Generator Skill78## About910This skill generates custom tearsheets using the [QuantStats library](https://github.com/ranaroussi/quantstats) - a Python library for portfolio analytics.1112**Key Features:**13- Custom SVG visualizations (returns, drawdowns, monthly heatmaps)14- Professional HTML tearsheets15- MAE (Maximum Adverse Excursion) analysis16- Leverage recommendations based on risk metrics17- Copyable strategy configurations1819Generate comprehensive trading strategy tearsheets with:20- IBM Plex Mono font styling (QuantStats format)21- MAE (Max Adverse Excursion) percentile analysis (p90-p99)22- Optimal leverage recommendations with stop-loss levels23- Fixed Position (Static) vs Full Position (Dynamic) analysis24- 10%, 20%, 30% liquidation buffer calculations25- Full trade list with entry/exit details and MAE stats26- Copyable strategy config text boxes27- Multiple leverage scenario comparisons (1x, 10x, 15x, 20x)2829## Quick Start3031```bash32# Generate tearsheet from trades CSV33/generate-tearsheet SOL_MTF_EMA_001 --trades ./trades.csv --capital 100003435# Verify backtest with Nautilus Trader36/verify-backtest SOL_MTF_EMA_001 --trades ./trades.csv3738# Test optimal leverage configuration39/verify-mae-lev SOL_MTF_EMA_001 --leverage p9540```4142## Commands4344### /generate-tearsheet45Generate a complete tearsheet with all analysis sections.4647### /verify-backtest48Verify tearsheet results against Nautilus Trader for accuracy validation.4950### /verify-mae-lev51Run backtest with optimal leverage config derived from MAE analysis.5253## Output Files5455Each tearsheet generation produces:56- `{strategy}_comparison.html` - Full HTML tearsheet57- `{strategy}_comparison_metrics.json` - JSON metrics for programmatic access5859## Key Sections6061### 1. Key Performance Metrics62- B&H, Fix1x, Dyn1x, Fix10x, Dyn10x columns63- Cumulative Return, CAGR, Sharpe, Sortino, Max DD, Calmar64- Intratrade risk metrics with liquidation distance6566### 2. MAE Analysis & Optimal Leverage67- MAE distribution table (min, mean, p50, p75, p90-p99, max)68- Safe leverage recommendations per percentile69- Stop loss table with % PRICE movement (not position cost)7071### 3. Fixed Position (Static) Analysis72- Leverage table: 5x, 10x, 15x, 20x, 25x, 30x73- Columns: Liq @ %Price, Rec. SL, Max Loss, +10% Buffer, +20% Buffer, Risk Level7475### 4. Full Position (Dynamic) Analysis76- Warning about compounding risk77- Leverage table: 1x, 2x, 3x, 5x, 10x78- Recommendation per leverage level7980### 5. Buffer Analysis Summary81- +10%, +20%, +30% buffers above worst MAE82- Safety check for 10x, 15x, 20x leverage8384### 6. Full Trade List85- All trades with entry/exit times, prices, side, PnL, MAE, MFE, duration86- Scrollable table with sticky headers87- Summary row with averages8889### 7. Strategy Configuration90- Original config text box (copyable JSON)91- MAE-optimized config text box (copyable JSON)92- Backtest methodology description9394## Dependencies9596- Python 3.10+97- pandas, numpy, matplotlib98- StrategyComparisonTearsheet from backtesting.tearsheets99100## Installation101102The skill uses the tearsheet generator at:103`/Users/DanBot/Desktop/dev/Backtests/backtesting/tearsheets/strategy_comparison_tearsheet.py`104105Ensure this path is accessible or update the script paths accordingly.
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