Backtesting Engine

Upload a CSV file with historical stock price data, or use the pre-loaded tickers.

This engine currently performs an Autoregressive Moving Average strategy backtest only. An Ornstein-Uhlenbeck Mean Reversion strategy backtest is under development.

Loading Python environment and initialising backtest engine...

Performance Summary

Total Return
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Sharpe Ratio
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Max Drawdown
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Win Rate
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Order Book
Date Side Qty Ticker Price ($) Commission ($) Slippage ($)
packages = ["numpy", "pandas", "tqdm"] [[fetch]] files = [ "./data.py", "./strategy.py", "./portfolio.py", "./execution.py", "./engine.py", "./event.py", "./performance.py", "./web_main.py" ] [[fetch]] from = "data" files = ["AAPL.csv", "AMZN.csv", "BTC-USD.csv", "GOOG.csv", "JPM.csv", "META.csv", "MSFT.csv", "NVDA.csv", "TSLA.csv", "WMT.csv"] to_folder = "/data"