backtest-datetime-visualization
Installation
SKILL.md
backtest-datetime-visualization - Research Notes
Experiment Overview
| Item | Details |
|---|---|
| Date | 2025-12-13 |
| Goal | Convert backtest result visualizations from using bar indices (0, 1, 2...) to actual datetime values for equity curves, drawdowns, and trade distributions |
| Environment | Python 3.10, matplotlib, pandas, Jupyter notebooks |
| Status | Success |
Context
Backtest visualizations often use bar indices or timestep numbers on the x-axis, which makes it difficult to correlate results with actual market periods. Converting to datetime axes provides:
- Clear understanding of when drawdowns occurred
- Correlation with known market events
- Proper time-proportional spacing