OpenClaw

tearsheet-generator

Generate professional tearsheets with custom SVG visualizations using the QuantStats library. Creates performance reports with MAE analysis, leverage recommendations, and trade lists. Use when analyzing strategy performance or generating visual reports.

ahuserious0 来源安装数☆ 0 仓库 Starsv1.1.0

查看来源 ↗安装与使用 SKILL.md ↗

安装与使用

请根据来源仓库和你的 AI 工具说明安装此技能。先阅读技能文件和依赖要求，再添加到工作流。

SkillHub CLI

skillhub install ahuserious/tearsheet-generator

打开来源仓库，查看说明和兼容环境后，按来源提供的命令或步骤安装。

将来源链接提供给你的 Agent，让它先读取说明、核对依赖，并向你说明将执行的安装步骤。

查看来源 ↗使用指南

技能说明

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 p95

Commands

/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...

来源信息

Source: github
Repository: openclaw/skills
Path: skills/ahuserious/tearsheet-generator
Version: 1.1.0
Commit: 9c2040c6c9b75c7bd388439ab50d217f7c7b9e04
分类来源: rules
状态: active
可见性: public

这些信息来自收录时的来源分析，可能滞后；使用前请核对最新来源文件。

来源内容

SKILL.md

# Tearsheet Generator Skill

## About

This skill generates custom tearsheets using the [QuantStats library](https://github.com/ranaroussi/quantstats) - 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

```bash
# 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 p95
```

## Commands

### /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...

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