Pyfolio alternative: browser trade reports or Python portfolio analysis?

Distinguish the original library from maintained forks

The original Quantopian project and pyfolio-reloaded are separate distributions. The reloaded project’s current configuration lists modern Python versions, including 3.12 and 3.13. Inspect the exact package, release and dependency constraints rather than declaring all Pyfolio variants unmaintained or incompatible. No installation-speed benchmark is claimed here.

Match the input model before comparing metrics

Pyfolio’s documented functions consume dated noncumulative returns, with optional positions, transactions and factor or benchmark series. A TradingView closed-trade export is a different object. Converting it requires explicit treatment of valuation dates, open exposure, capital changes and missing days. Do not compare a trade-based Sharpe ratio with a daily portfolio Sharpe without reconciling these conventions.

Bootstrap is not a unique feature or a profitability test

Pyfolio documents bootstrap performance statistics and simulated return paths. Pineify’s current report implementation samples closed-trade net P&L with replacement. This can vary terminal equity, unlike simply reordering the same fixed P&L list. Both depend on the observed sample and resampling assumptions; neither generates unseen market regimes or establishes future profitability.

• Preserve the sampling method, sample size, capital and costs with a result.
• Do not impose an unsupported universal 30-, 50- or 100-trade threshold. Dependence and regime coverage also matter.
• Use a later untouched sample and explicit execution assumptions when evaluating a trading rule.

Privacy depends on the function you use

The report’s CSV parsing and numerical calculations run in browser code. Requesting its AI analysis sends summarized metrics and report statistics to a server endpoint. That differs from a promise of zero network requests or no data leaving the device. Review the current service and data handling before submitting sensitive account information. No browser-network privacy experiment is claimed.

A reproducible migration check

Start with a small export whose closed trades you can reconcile manually. Confirm counts, net P&L, currency and initial capital, then investigate each metric difference. If your work needs programmable batch processing, portfolio positions or factor attribution, retain an appropriate Python pipeline. If you need an interactive report for a supported trade export, evaluate Pineify’s current parser and account access.

Excursion plots do not validate a new stop

MFE and MAE summarize price movement under the original trade path. Changing a stop can change subsequent exits, entries and position sizing. A narrower stop’s effect must be retested on the underlying strategy; an excursion scatter alone cannot establish unchanged win rate or a specified reduction in losses.