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