Backtesting Engine

Test trading strategies with realistic transaction costs and comprehensive performance analytics

Strategy Configuration

Configure your backtesting parameters

Loads strategy settings from strategies saved in Backtest Engine.

No saved strategy selected (using default engine run)

If loaded, the saved graph strategy is run on full stock data.

This backtest runs against the full stock universe. Fixed costs are approximated to per-trade rates using capital and max positions.

Configure your strategy and run a backtest to see results

Backtesting includes realistic transaction costs and comprehensive performance metrics

About Backtesting

Available Strategies

  • Simple Momentum: Ranks stocks by momentum and holds top performers with monthly rebalancing
  • Mean Reversion: Identifies oversold stocks using z-scores and exits on mean reversion

Transaction Costs (India-Specific)

  • Commission: 0.03% per trade (includes STT 0.025% + Brokerage 0.005%)
  • Slippage: 0.05% per trade (market impact and execution slippage)

Performance Metrics

  • Sharpe Ratio: Risk-adjusted return (assumes 6% risk-free rate for India)
  • Sortino Ratio: Return relative to downside volatility only
  • Calmar Ratio: CAGR divided by maximum drawdown
  • Profit Factor: Gross profit divided by gross loss