Backtests

Backtesting answers: "If I'd run this exact config last quarter, how would I have done?" Pick a date range, optional ticker filter and event type, then run. Each backtest run freezes a complete copy of the active configuration so results are reproducible.

Reading results

• Win rate — share of trades closed profitably.
• Average return — mean P&L percentage across all trades.
• Max drawdown during hold — the worst dip while a position was open, even if it later recovered. This is the survival metric.
• Hold days — average days from entry to exit.

How to interpret

• A high win rate with thin average return is fragile — one bad trade wipes the edge.
• A 60% win rate with healthy average return and low drawdown is the goal.
• Always check max drawdown — a strategy that goes -40% intraday isn't usable even if it eventually wins.