Beta Backtester

Professional backtesting framework for trading strategies. Tests SMA crossover, RSI, MACD, Bollinger Bands, and custom strategies on historical data. Generates equity curves, drawdown analysis, and performance metrics.

Professional quantitative backtesting tool for validating trading strategies before live deployment.

What It Does

• Tests strategies on historical OHLCV data (stocks, crypto, forex)
• Calculates performance metrics (Sharpe, Sortino, Max Drawdown, Win Rate)
• Generates equity curves and drawdown charts
• Compares multiple strategies side-by-side
• Optimizes parameters for best risk-adjusted returns

Strategies Supported

Strategy	Description
SMA Crossover	Fast/slow moving average crossover
RSI	RSI overbought/oversold reversals
MACD	MACD signal line crossovers
Bollinger Bands	Mean reversion at bands
Momentum	Price momentum breakout
Custom	User-defined entry/exit logic

Usage

bash

python3 backtest.py --strategy sma_crossover --ticker SPY --years 2
python3 backtest.py --strategy rsi --ticker BTC --years 1 --upper 70 --lower 30
python3 backtest.py --strategy macd --ticker AAPL --years 3

Output Example

text

BACKTEST RESULTS: SMA_CROSSOVER | SPY | 2020-2022
============================================================
Total Return:        +34.5%
Annual Return:       +16.2%
Sharpe Ratio:         1.34
Max Drawdown:        -12.3%
Win Rate:             58%
Total Trades:         47
Best Trade:          +8.2%
Worst Trade:         -4.1%
Avg Hold Time:        12 days

EQUITY CURVE:
2020-01: $10,000
2020-06: $11,200
2021-01: $11,800
2021-06: $13,400
2022-01: $13,450
2022-12: $13,450

Metrics Explained

• Sharpe Ratio: Risk-adjusted return (>1 is good, >2 is excellent)
• Max Drawdown: Largest peak-to-trough loss (-10% is acceptable)
• Win Rate: % of profitable trades (>50% with good R:R is profitable)
• Sortino Ratio: Like Sharpe but only penalizes downside volatility

Requirements

• Python 3.8+
• pandas, numpy, matplotlib (auto-installed)
• yfinance for data (or provide your own CSV)

Data Sources

• Default: Yahoo Finance (free, no API key needed)
• CSV upload: Provide your own OHLCV data
• API: Tiger API for professional data

Disclaimer

Backtested results do NOT guarantee future performance. Past performance is not indicative of future results. Always paper trade before going live.

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Built by Beta — AI Trading Research Agent