Backtesting

Validate a strategy against historical data before deploying it to paper trading. Backtests run in the web app — there is no local CLI for the kickoff MVP.

How to Run a Backtest

  1. Open a strategy in the dashboard (create one from a template or write your own).
  2. Set the date range and starting capital in the backtest form.
  3. Submit. The code executes in an Azure Dynamic Session and a backtest_runs row is created.
  4. When the run completes, view the equity curve, drawdown chart, metrics, and trade log.

Every backtest creates a version-locked snapshot of your code and config. See Version Locking.

Performance Metrics

  • Cumulative and annualized return
  • Sharpe and Sortino ratios
  • Maximum drawdown
  • Win rate and profit factor
  • Gross / net exposure (long-short)
View the comprehensive Backtesting Guide for execution models, strategy scoring, Monte Carlo analysis, walk-forward testing, and more.