Dhancept

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).