Research

Backtests

Walk-forward + Monte-Carlo backtesting on real OHLCV (Phase 1 adapters). Strategies are reimplemented natively in Python here, equivalent to the live Java engines in strategy-service.

Run backtest

Strategy

Symbol

Timeframe

Lookback bars

~1250 daily bars = 5 years

Slippage %

Brokerage ₹

Allow short trades

No backtest run yet

Pick a strategy, symbol and timeframe on the left, then click Run. Walk-forward and Monte Carlo run automatically after the main backtest.