Backtesting
Test Your Strategies Before
Risking Real Capital
Run comprehensive backtests on historical data with
institutional-grade accuracy.
Simulate your trading strategies across years of market
data to validate performance and optimize parameters
before going live.
institutional-grade accuracy.
Simulate your trading strategies across years of market
data to validate performance and optimize parameters
before going live.
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✔ Loading historical data...
✔ Initializing strategy parameters
✔ Running backtest simulation
✔ Calculating performance metrics
ℹ Backtest Results:
Total Return: +47.3%
Sharpe Ratio: 1.82
Max Drawdown: -12.4%
Win Rate: 58.3%
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✔ Analyzing parameter space
✔ Testing 500 combinations
ℹ Optimal Parameters Found:
Period: 14 days
Threshold: 0.65
Stop Loss: 2.5%
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✔ Loading strategy data
✔ Computing statistics
✔ Calculating correlation matrix
✔ Analyzing risk metrics
✔ Generating performance reports
✔ Creating visualizations
ℹ Analysis Summary:
Strategies Analyzed: 12
Time Period: 5 years
Data Points: 1.2M
Report Generated: analysis_2024.pdf
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Historical Simulation
Test strategies on years of accurate historical data with realistic market conditions and transaction costs.
Parameter Optimization
Automatically discover optimal strategy parameters through systematic testing across multiple dimensions.
Performance Analytics
Comprehensive metrics including Sharpe ratio, drawdowns, win rates, and custom KPIs to evaluate strategy performance.