Backtesting
Running a Backtest
Section titled “Running a Backtest”- Navigate to Backtests in the sidebar
- Click New Backtest
- Select a strategy
- Choose symbol(s) to test
- Set date range
- Configure initial capital
- Click Run Backtest
Backtest Configuration
Section titled “Backtest Configuration”| Parameter | Description |
|---|---|
| Strategy | The strategy to test |
| Symbol | Stock ticker to backtest |
| Start Date | Beginning of test period |
| End Date | End of test period |
| Initial Capital | Starting portfolio value |
| Interval | Data timeframe (1d, 1h, etc.) |
Performance Metrics
Section titled “Performance Metrics”After a backtest completes, you’ll see:
Return Metrics
Section titled “Return Metrics”- Total Return - Overall profit/loss percentage
- Annual Return - Annualized return rate
- Max Drawdown - Largest peak-to-trough decline
Trade Metrics
Section titled “Trade Metrics”- Total Trades - Number of completed trades
- Win Rate - Percentage of profitable trades
- Profit Factor - Gross profit / gross loss
- Average Trade - Mean return per trade
Risk Metrics
Section titled “Risk Metrics”- Sharpe Ratio - Risk-adjusted return
- Sortino Ratio - Downside risk-adjusted return
Equity Curve
Section titled “Equity Curve”The equity curve shows your portfolio value over time, including:
- Portfolio value line
- Drawdown visualization
- Trade markers (entry/exit points)
Trade List
Section titled “Trade List”View every trade executed during the backtest:
- Entry date and price
- Exit date and price
- Return percentage
- Position size
Next Steps
Section titled “Next Steps”- Optimization - Find optimal parameters
- Combo Strategies - Combine strategies