Top Backtests

The “Top Backtests” tab is a great way to discover strategy ideas from backtests that have been run across the entire platform. The page is continually updated as new backtests are added to the database from other users’ submissions.

It is important to realize that these are not trade recommendations, and past performance does not guarantee future results.

Backtests are sorted into seven categories:

• Symbol
• Strategy
• Return
• CAGR
• Win Rate
• Profit Factor
• Max Drawdown
  

You can filter any of the top backtests using the column titles. 

You can select any backtest and see the details of the strategy and how it has performed historically. 

You can view the P/L curve, Capital Risk chart, and the amount of capital allocated to the positions.

You can also see the stats associated with the strategy’s backtest results.

To learn more about the backtest details, select “Edit” in the top right corner.

Here you can see the specific inputs of the strategy tested.

You can change inputs in the strategy and/or capital allocation and run the backtest with the different data points. Simply make the desired modifications and select “Run Backtest.”

This is a great way to take the framework of other tests and create a modified version with parameters that match your portfolio and trading style.  

The new version of the original backtest is now available at the top of the list in the “My Backtests” tab.