Historical performance analysis with advanced statistics
Strategy Backtesting Engine
- All standard trading statistics
- Separate analysis of long and short trades
- Full list of trade executions
- Profit / loss evaluation per trade
- Profitability chart of capital evolution
- Account for entry / exit commissions
- Fixed capital and capitalization tests
Creating backtest report
- Create or open a chart
- Select forecasting algorithm
- Select trading strategy or script
- User charting ribbon:
- Chart analysis (ribbon tab)
- View (ribbon group)
- Performance (button)
Backtesting parameters
- Account: Number of shares to trade
- Commission / trade : Trading commissions on entry and exit from the trade
- Minimum change: Minimum price change to trigger trading signal. This should be equal to point value, if any