Backtesting Engine
Evaluate strategy rules against historical market data before trading them on paper or live.
Statistical Metrics Calculated
- Sharpe & Sortino Ratios: Standard measures of risk-adjusted excess returns.
- Max Drawdown (MDD): The largest peak-to-trough decline.
- Win Rate: Percentage of closed trades that resulted in a profit.
- Data Quality Score: Rates the integrity of the underlying price history (missing intervals, splits, or dividends adjusted).