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: Fetch data from OpenAlgo (or DuckDB if user provides a DB path, or yfinance as fallback) Use TA-Lib for EMA 10/20 crossover (never VectorBT built-in) Clean signals with ta.exrem() (always .fillna(False) before exrem) Use Indian delivery fees : fees=0.00111, fixed_fees=20 Fetch NIFTY benchmark via OpenAlgo ( symbol="NIFTY", exchange="NSE_INDEX" ) 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% Explain key metrics in plain language for normal traders Show equity curve plot using Plotly ( template="plotly_dark" ) Example Usage /quick-stats RELIANCE /quick-stats HDFCBANK NSE 1h