backtest-datetime-visualization

Convert backtest visualizations to datetime axes by using DatetimeIndex for equity curves, applying timestamps to drawdown plots, and employing matplotlib date locators and formatters. This replaces bar-index x-axes with real dates, revealing when events occurred and correlating with market timing.

Yes. Set your equity curve's DatetimeIndex as the x-axis and use the index directly for drawdown plots. Matplotlib's date-aware plotting automatically handles the conversion, allowing you to see performance tied to calendar dates rather than sequential bar counts.

Use stem plots with entry_time timestamps as x-values and format them with matplotlib's date functions. Convert dates to matplotlib numbers with date2num if needed, then apply mdates formatters to display trade timing in datetime format on the x-axis.

Not always. DatetimeIndex and pandas plotting handle datetime conversion automatically. Only use date2num when working with raw bar charts or stem plots that require explicit numeric x-values for matplotlib's date locators and formatters.

Apply matplotlib's mdates formatters and locators to your datetime axes, then rotate x-axis labels for readability. This ensures dates display clearly and proportionally across equity curves, drawdowns, and trade distribution plots aligned to real calendar events.