backtesting▌

Backtest crypto and traditional trading strategies against historical market data. \n \n Includes 8 pre-built strategies (SMA, EMA, RSI, MACD, Bollinger Bands, Breakout, Mean Reversion, Momentum) with customizable parameters \n Calculates comprehensive performance metrics: Sharpe, Sortino, Calmar ratios, max drawdown, VaR, volatility, win rate, and profit factor \n Supports parameter grid search optimization to find best-performing configurations across strategy parameters \n Generates trade-by-

Backtest trading strategies against historical data with performance metrics and parameter optimization. \n \n Includes 8 pre-built strategies (SMA, EMA, RSI, MACD, Bollinger Bands, Breakout, Mean Reversion, Momentum) for crypto and traditional assets \n Calculates comprehensive metrics: Sharpe, Sortino, Calmar ratios, max drawdown, VaR, volatility, win rate, and profit factor \n Supports parameter grid search optimization to find best strategy combinations \n Generates equity curves, trade logs

Robust backtesting systems that avoid look-ahead bias, survivorship bias, and overfitting. \n \n Event-driven and vectorized backtester implementations with realistic transaction cost modeling, slippage, and commission handling \n Walk-forward optimization and Monte Carlo simulation for strategy robustness testing across multiple time windows \n Comprehensive performance metrics including Sharpe, Sortino, Calmar ratios, drawdown analysis, and win-rate calculations \n Point-in-time data handling,

$20