Backtest Explorer

The Backtest Explorer application has been designed to analyse strategy backtesting results in the realm of energy assets trading. This powerful tool compiles all the necessary backtesting results of your strategy from the QuantOffice Energy repository, and lets interpret the strategic performance within a defined range of time.

It allows a detailed view of critical statistics, performance metrics at both portfolio, and instrument levels, with breakdowns of individual trades and executions for further refinement, fine-grain lifecycle management of the strategy, and rerun with current data and group access.

Digging deeper, the application further breaks down the backtesting results into a set of distinct yet essential reports, which are accessible under the Reports section. These include:

  • Performance Report: this report displays a thorough rundown of the overall strategy performance metrics. This report offers an overview of the effectiveness of the strategy as a whole in the concerned period.
  • By Instrument Report: this report features performance metrics for each individual instrument employed in your trading strategy. This breaking down by instrument allows for a more precise analysis to further refine strategies.
  • Executions Report: an exhaustive list of all specific executions performed as part of the testing strategy. Every single execution carries the inherent potential to provide crucial insights for future trading actions.
  • Orders Report: this report gives a detailed account of all the orders placed as part of the strategy, providing an understanding of the trading behaviour during the backtest period.
  • Trades Report: a comprehensive summary of all trades and positions taken during the strategy. It helps to track the trajectory of each trade, delivering a clear view of the effectiveness of each position.

With a notable focus on the energy assets trading domain, Backtest Explorer provides a solid foundation for backtesting analysis, allowing traders to optimize their strategy and maximize profits while minimizing unnecessary risks.