event-driven backtesting engine
Test trading strategies
before risking capital.
Quantitative backtesting platform built on a FIFO event-queue architecture. Simulate strategies against historical data with realistic slippage, commission tracking, and risk analytics.
event pipeline
FIFO queue // each bar processes all pending events before advancing
capabilities
Strategy Backtesting
MA Crossover, RSI with Wilder's smoothing, Momentum, and Buy & Hold. Configurable parameters per strategy.
Risk Analytics
Sharpe, Sortino, max drawdown, VaR/CVaR at 95th and 99th percentiles. Annualized from daily returns.
Equity & Drawdown
Per-bar equity snapshots, rolling metrics, Monte Carlo simulation, and top drawdown analysis.
Realistic Execution
Simulated slippage, commission tracking, and position sizing mirroring real market conditions.
Strategy Comparison
Side-by-side comparison with normalized equity curves and a unified metrics table.
REST API
FastAPI backend with endpoints for backtests, strategies, market data, and portfolio analytics.