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