The file you get
A .csv with the columns Column, Size, Avg Entry Price, Avg Exit Price, PnL, Direction and Status.
Steps
- Build the Portfolio: pf = vbt.Portfolio.from_signals(...)
- Save the trades: pf.trades.records_readable.to_csv('trades.csv')
Where to upload it
In the field 'Your platform report'.
Before you upload
- If the Portfolio has several columns (parameter variants), only the first is imported. Export the one you want audited, for example pf[column].trades.records_readable.
- For every variant to count, declare the number of trials or upload the variants matrix.
- This file does not say how much capital you started with: type it in 'Starting balance'. Without it the audit assumes 10,000 and says so in the report.
- The file only holds closed trades: the floating drawdown inside each trade is reported as Not measured.