the-backtester

What problem does it solve?

Historical strategy simulation with realistic assumptions enables rigorous validation of trading ideas before deployment. It accounts for slippage, fees, and market impact, and provides out-of-sample checks to guard against overfitting.

Core Features & Use Cases

• Replay historical OHLCV data with configurable execution costs and slippage to approximate live trading.
• Walk-forward optimization and Monte Carlo simulations to assess robustness across regimes.
• Out-of-sample validation and fairness checks to quantify predictive power and risk.

Quick Start

Run a backtest on a simple strategy using historical data with default cost assumptions to generate performance metrics.