Backtesting

A backtest replays historical bars through a strategy, simulates fills, and reports performance. It answers "would this have worked?" — a useful question, as long as you remember it's not the same as "will this work?"

make backtest
# or
uv run python main.py backtest \
    --strategy volume_spike --scanner volume \
    --symbols NVDA,META,TSLA --start 2024-01-02 --end 2024-04-01 --capital 100000

Options

Option	Default	Meaning
--strategy	volume_spike	Strategy to run
--scanner	volume	Universe scanner (none to skip)
--symbols	a 10-name list	Comma-separated candidates
--start / --end	last 30 days	Backtest window (YYYY-MM-DD)
--capital	100000	Starting capital

Reading the report

The engine prints a metrics block, for example:

=== Backtest Results ===
Capital                 $100,000.00 -> $103,420.00
Total Return            3.42%
Buy & Hold Return       2.10%
Sharpe Ratio            1.24
Max Drawdown            4.80%
Total Trades            37
Win Rate                54.05%
Profit Factor           1.61
...

• Total Return vs Buy & Hold shows whether the strategy beat simply holding the symbols.
• Sharpe / Max Drawdown / Profit Factor describe risk-adjusted quality.

How fills and P&L are simulated is documented in The Engine; how each metric is computed is in Indicators & Analytics.

Tuning the strategy

Once a backtest runs, search for better parameters with Optimization.