quantstats

Why we included this project

QuantStats is a Python library for anyone who has a returns series and needs to know how a strategy actually performed. It calculates the usual risk and performance metrics, including Sharpe, Sortino, max drawdown, value-at-risk, and win rate, and can render them as plots, snapshots, or a full HTML tear-sheet you can hand to a stakeholder. Because it extends pandas, calls like stock.sharpe() slot naturally into existing analysis scripts. The built-in Monte Carlo simulation goes beyond point estimates to give bust and goal probabilities, which helps when you want a probabilistic read on drawdown risk. The docs also spell out how metrics are interpreted by period, so you can compare daily or monthly returns instead of discrete trade entries.