Backtesting Trading Strategies

Overview

Simulate trading strategies against historical data. Results describe a historical simulation, not expected future performance. The framework includes 8 built-in strategies, the metrics listed below, and parameter optimization.

Key Features:

• 8 pre-built trading strategies (SMA, EMA, RSI, MACD, Bollinger, Breakout, Mean Reversion, Momentum)
• Performance metrics (Sharpe, Sortino, Calmar, VaR, max drawdown)
• Parameter grid search optimization
• Equity curve visualization
• Trade-by-trade analysis

Prerequisites

Before invoking this skill, the user installs the required dependencies in the Python environment used for the simulation: