- name
- tearsheet-generator
- description
- >
- version
- 1.1.0
- allowed-tools
- Read, Write, Edit, Bash, Glob
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 p95Commands
/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.