Backtesting a 30d-Returns based strategy with Backtrader and making a report with Quantstats. Done on BTC-USDT historical data.
30-day Returns are calculated on the price historical. This is already saved adn has been changed to percentages under the label "signal".
Backtrader will execute BUY when the pct change in signal is -15%.
The Position is held until the pct change in signal is +50%, then a SELL order is triggered and the position will be closed.
A detailed report is generated at the end of the execution using Quantstats and saved inside the dir as "stats.html".