Everyone developing own trading strategies knows to compare developed strategies performance is neccesary. Our R&D team has designed a diagnostical application based on an open-source library BackTrader. BTSA (abbreviation of BackTesting and Strategies Analyzing) serves for backtesting of developed strategies and analyzing their performance. With BTSA users gain tool which delivers useful information such as YTD, maximum drawdown, Sharpe Ratio and it all for analyzed strategy and for underlying asset as well. BTSA designs important benchmark for developed strategy.

Feel free to contact us for using this tool or send us a script of your trading strategy in *.py format (in case of exotic data, it is neccesary to send us data as well). Unless you are a programmer send us a trading rules proposal and we will design a test. Recommended backtesting period is 1, 3, 5 years.

Sample reports: