Backtesting Results Summary
Once a backtest is complete, you can review the results summary in the “My Automations” tab of the Backtester homepage.
Select the backtest to view the details of the summary.
The P/L curve will show the results for all capital allocations used in the backtest. Hover the mouse over the graph line to display the performance metrics for a particular date.
Below the P/L chart is the Capital Risk chart. This tracks the portfolio’s amount of capital at risk for the strategy to generate the corresponding returns in the P/L graph. This can be a useful metric to determine how much capital is required to hold positions in the strategy.
Below the P/L chart, you can analyze the results of the backtest. The different capital allocations are split into color-coded tabs. The stats, performance ratios, win/loss metrics, and position averages are available for each capital allocation.
The backtester also lists all positions entered, including the dates and components of the strategy.
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How do I know when my backtest is complete?
While your Backtest is running a small icon will be displayed along with the current phase of the Backtest. Once completed the results will be shown at the top of your "My Backtests" page.
What are the multiple P/L lines showing on the Backtest summary page?
The profit and loss of different allocation amounts over the time period selected for your backtest.
What does capital at risk represent?
The total amount of capital allocation being used at that time for active positions.
How do I select the stats for each of the different allocations I tested?
When viewing the results for your backtest, you can select a box for the different allocations tested.
How can I see the actual trades made in each backtesting scenario?
Scroll down to the Positions section below Stats. Each individual trade is displayed.
Can I export my backtests?
No, backtests can not be exported but remain in "My Backtests" for future reference.
Where can I review the parameters used in a backtest?
Click "Edit" in the top right corner above the performance chart.
If I edit and re-run a backtest, do the results update automatically when the new backtest is finished?
Yes, updated results are immediately displayed and the new backtest will be at the top of "My Backtests."