`; // end grid analysisReportDiv.innerHTML = html; } if (runAnalysisBtn) { runAnalysisBtn.addEventListener('click', runFullAnalysis); } // --- PDF Download --- function loadJsPdfIfNeeded(callback) { if (jsPdfLoaded) { if (callback) callback(); return; } const script = document.createElement('script'); script.src = 'https://cdnjs.cloudflare.com/ajax/libs/jspdf/2.5.1/jspdf.umd.min.js'; script.onload = () => { jsPdfLoaded = true; console.log("jsPDF loaded dynamically."); if (callback) callback(); }; script.onerror = () => { console.error("Failed to load jsPDF."); alert("Error: Could not load PDF library."); }; document.head.appendChild(script); } function downloadAnalysisAsPdf() { if (!jsPdfLoaded) { alert("PDF library not loaded."); return; } if (!analysisResults) { alert("No analysis results to download. Please run the analysis first."); return; } const { jsPDF } = window.jspdf; const doc = new jsPDF({ unit: 'pt', format: 'a4' }); const res = analysisResults; const formatN = (num, dec = 2) => (typeof num === 'number' ? num.toFixed(dec) : 'N/A'); const formatC = (num) => `$${formatN(num, 2).replace(/\B(?=(\d{3})+(?!\d))/g, ",")}`; const pageMargin = 40; const pageWidth = doc.internal.pageSize.getWidth() - 2 * pageMargin; let y = pageMargin; function addMainTitle(text) { doc.setFontSize(18); doc.setFont(undefined, 'bold'); doc.setTextColor(44, 62, 80); // Primary doc.text(text, doc.internal.pageSize.getWidth() / 2, y, { align: 'center' }); y += 35; } function addSectionTitle(text, color = [52, 152, 219]) { // Secondary if (y > doc.internal.pageSize.getHeight() - 80) { doc.addPage(); y = pageMargin; } doc.setFontSize(14); doc.setFont(undefined, 'bold'); doc.setTextColor(color[0], color[1], color[2]); doc.text(text, pageMargin, y); y += 25; } function addLine(key, value, indent = 0) { if (y > doc.internal.pageSize.getHeight() - 40) { doc.addPage(); y = pageMargin; } doc.setFontSize(10); doc.setFont(undefined, 'bold'); doc.setTextColor(52, 73, 94); // Darker text doc.text(key, pageMargin + indent, y); doc.setFont(undefined, 'normal'); const valueText = String(value); doc.text(valueText, pageMargin + indent + 160, y, { align: 'left', maxWidth: pageWidth - 160 - indent - 5 }); y += 18; } function addInfo(text) { if (y > doc.internal.pageSize.getHeight() - 50) { doc.addPage(); y = pageMargin; } doc.setFontSize(8.5); doc.setFont(undefined, 'italic'); doc.setTextColor(127, 140, 141); // Asbestos const splitText = doc.splitTextToSize(text, pageWidth); doc.text(splitText, pageMargin, y); y += (doc.getTextDimensions(splitText).h) + 10; } addMainTitle("Long vs. Short Volatility Performance Analysis"); addInfo(`Report Generated: ${new Date().toLocaleString()}`); y += 10; addSectionTitle("Common Backtest Parameters", [44, 62, 80]); addLine("Period:", `${res.common.startDateStr} to ${res.common.endDateStr} (${res.common.numMonths} months)`); addLine("Initial Capital per Strategy:", formatC(res.common.initialCapital)); addLine("Transaction Costs:", `${formatN(res.common.transactionCostPct, 2)}% per trade`); addLine("Annual Risk-Free Rate:", `${formatN(res.common.riskFreeRateAnnualPct, 1)}%`); y += 10; // Long Vol Strategy Results addSectionTitle("Long Volatility Strategy Performance", [46, 204, 113]); // Emerald addLine("Entry VIX (>):", formatN(res.longVol.params.longVolEntryVix,1)); addLine("Holding Period (Months):", res.longVol.params.longVolHold); addLine("Final Portfolio Value:", formatC(res.longVol.metrics.finalValue)); addLine("Total Return:", `${formatN(res.longVol.metrics.totalReturn)}%`); addLine("Annualized Return:", `${formatN(res.longVol.metrics.annualizedReturn)}%`); addLine("Annualized Volatility:", `${formatN(res.longVol.metrics.volatility)}%`); addLine("Sharpe Ratio:", formatN(res.longVol.metrics.sharpeRatio)); addLine("Max Drawdown:", `${formatN(res.longVol.metrics.maxDrawdown)}%`); addLine("Number of Trades:", res.longVol.metrics.trades); y += 10; // Short Vol Strategy Results addSectionTitle("Short Volatility Strategy Performance", [231, 76, 60]); // Alizarin addLine("Entry VIX (<):", formatN(res.shortVol.params.shortVolEntryVix,1)); addLine("Holding Period (Months):", res.shortVol.params.shortVolHold); addLine("Stop Loss (% VIX Inc.):", `${formatN(res.shortVol.params.shortVolStopLossPct,0)}%`); addLine("Final Portfolio Value:", formatC(res.shortVol.metrics.finalValue)); addLine("Total Return:", `${formatN(res.shortVol.metrics.totalReturn)}%`); addLine("Annualized Return:", `${formatN(res.shortVol.metrics.annualizedReturn)}%`); addLine("Annualized Volatility:", `${formatN(res.shortVol.metrics.volatility)}%`); addLine("Sharpe Ratio:", formatN(res.shortVol.metrics.sharpeRatio)); addLine("Max Drawdown:", `${formatN(res.shortVol.metrics.maxDrawdown)}%`); addLine("Number of Trades:", res.shortVol.metrics.trades); y += 10; addInfo("Disclaimer: This analysis is based on simplified strategy proxies and illustrative sample data. It is for educational purposes only and not financial advice. Actual market performance can vary significantly."); // Footer const pageCount = doc.internal.getNumberOfPages(); for (let i = 1; i <= pageCount; i++) { doc.setPage(i); doc.setFontSize(8); doc.setTextColor(149, 165, 166); // Concrete doc.text(`Page ${i} of ${pageCount} - Volatility Strategy Analyzer`, pageMargin, doc.internal.pageSize.getHeight() - 20); } doc.save('Volatility_Strategy_Performance_Analysis.pdf'); } if (downloadPdfBtn) { downloadPdfBtn.addEventListener('click', () => loadJsPdfIfNeeded(downloadAnalysisAsPdf)); } // --- Initialization --- populateDateSelects(); showTab(0); loadJsPdfIfNeeded(); });