Backtests
Historical performance & walk-forward analysis
Backtest running... Task:
Return
B&H
Sharpe
Max DD
Win Rate
Trades
Monte Carlo (1k sims): Mean
VaR 95%:
Period
Capital
Equity Curve
Walk-Forward Analysis
⚠️ Possible overfitting detected.
Out-of-sample performance is significantly worse than in-sample (ratio: ).
✅ Strategy generalizes well. OOS/IS ratio:
IN-SAMPLE (70%)
Return:
Sharpe:
OUT-OF-SAMPLE (30%)
Return:
Sharpe:
⚠️ Backtesting has inherent limitations. Past performance does not guarantee future results.
Always use out-of-sample data for validation.