quick-stats

Generate a quick inline backtest and print stats. Do NOT create a file - output code directly for the user to run or execute in a notebook.

Arguments

• $0 = symbol (e.g., SBIN, RELIANCE). Default: SBIN
• $1 = exchange. Default: NSE
• $2 = interval. Default: D

Instructions

Generate a single code block the user can paste into a Jupyter cell or run as a script. The code must:

1. Fetch data from OpenAlgo (or DuckDB if user provides a DB path, or yfinance as fallback)
2. Use OpenAlgo ta for EMA 10/20 crossover by default (never VectorBT built-in); only use TA-Lib if the user explicitly says "talib"/"TA-Lib"
3. Clean signals with ta.exrem() (always .fillna(False) before exrem)
4. Use Indian delivery fees: fees=0.00111, fixed_fees=20
5. Fetch NIFTY benchmark via OpenAlgo (symbol="NIFTY", exchange="NSE_INDEX")
6. Print a compact results summary:

Symbol: SBIN | Exchange: NSE | Interval: D
Strategy: EMA 10/20 Crossover
Period: 2023-01-01 to 2026-02-27
Fees: Delivery Equity (0.111% + Rs 20/order)
-------------------------------------------
Total Return:    45.23%
Sharpe Ratio:    1.45
Sortino Ratio:   2.01
Max Drawdown:   -12.34%
Win Rate:        42.5%
Profit Factor:   1.67
Total Trades:    28
-------------------------------------------
Benchmark (NIFTY): 32.10%
Alpha:           +13.13%

7. Explain key metrics in plain language for normal traders
8. Show equity curve plot using Plotly (template="plotly_dark")

Example Usage

/quick-stats RELIANCE /quick-stats HDFCBANK NSE 1h