Backtests

Results

Every backtest comes with multiple charts, extensive stats, and detailed trade logs.

Charts

You get multiple charts with each backtest:

Total Return

This chart shows total return, which is (Ending Balance - Starting Balance) / Starting BalanceThis includes compounding and is representative of actual portfolio growth over time.

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Sum of Daily Returns

This shows a running sum of daily return percents as compared to the underlying symbol. Return % is calculated using daily profit/loss as a percentage of the portfolio's balance. These daily percentage returns are added up every day to draw the chart lines. Therefore, this chart does not include compounding. It is simply the sum of daily returns. This is good for a visual representation of performance over time without the impact of compounding or sequence of returns.

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Drawdown

This plots the current drawdown percent for the backtest against the underlying.

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Balance

This is the running portfolio balance over time

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Positions

This shows the total return for each position on the backtest. This is how much each position contributes to your P/L. The position's are named and color-coded based on their backtest settings.

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Quarterly / Monthly / Daily Performance

These show the returns within their respective periods. Monthly and Daily charts come in both Dollar and Percent format.

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Day of Week Performance

This shows total profit (realized and unrealized) for each day of the week during the backtest duration.

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Stats

Below each backtest, you'll get a generous list of statistics and risk-adjusted metrics along with a year and month breakdown for return.

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Trade Logs



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Export to CSV

Click the CSV button at the top of the trade log to export all of the backtest's trades to CSV to group and churn as you please.



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Sharing Results

By default, any new backtest is private and only visible to you. If you'd like to share your backtest results with others, click on the orange eye towards the top of the backtest.

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After clicking this, you can now share the URL with anybody to view. If you change your mind and want to make the backtest private again, click the new red eye icon:



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Updated 27 Mar 2024
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