🏗️ Backtesting engine System Overview

Comprehensive overview of the Backtesting engine architecture and capabilities

Core Purpose

The Backtest engine is a sophisticated paper-trading system that combines 100+ algorithmic strategies, comprehensive Backtest constraints and tools to analyze the performance and stats around the backtest trades.

Education

Learn algorithmic trading concepts and strategies

Research

Develop and test new trading approaches

Prototyping

Build and validate trading systems before live deployment

Core Components

🧩 Trading Strategies (90+)

Comprehensive library including trend following, mean reversion, volatility-based, and advanced strategies.

• SMA Cross, EMA Ribbon, MACD Cross
• RSI Reversion, Bollinger Bands, CCI
• ATR Breakout, Volatility Squeeze
• Adaptive Laguerre, Guppy MMA, Ichimoku Cloud

🛡️ Backtest constraints

Multi-level risk controls with real-time monitoring and automatic stops.

• Position-level: Max 20% per position
• Portfolio-level: Max 2x leverage, 30% symbol exposure
• Drawdown protection: 20% maximum with auto-stop
• Real-time monitoring and alerts

📊 Backtesting Engine

Deterministic walk-forward simulation with realistic execution modeling.

• Historical data simulation
• Realistic execution with slippage and fees
• Comprehensive performance metrics
• Strategy attribution analysis