Backtesting

Backtest CASL-based Algorithms/ Quants/ Custom Trading Strategies to generate detailed statistics of Buy/Sell signals

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1–2 minutes

The backtested results of custom trading systems provide comprehensive statistics on automated Buy/Sell signals for a specific Symbol from the beginning of trading until the current trading day.

The results of backtesting include the following . . .

  • Gross Profit & Gross Loss
  • Net Profit
  • Retention Rate
  • Winning Trades & Losing Trades
  • Success Rate
  • Net Profit per Trade
  • Largest Win per Trade & Largest Loss per Trade
  • Avg Win per Trade & Avg Loss per Trade
  • Average Win-to-Loss
  • Maximum Drawdown
  • Profit Factor
  • Return-on-Account
  • Return Ratio

Read our blog on backtesting:

  1. What is a backtester?
  2. Why it’s important in trading and investing
  3. Challenges to replicate real-world trading results accurately
  4. The dangers of periodicity mismatch
  5. Drawbacks of ignoring brokerage or slippages
  6. Challenges associated with incorporating stop losses
  7. The Risk-Reward ratio
  8. The Win-Loss ratio

Go to the Trading Systems Builder / Backtester slideshow and demo videos

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