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  • Backtest Explorer
  • EPAM Systems all rights reserved, 2022

    Backtest Explorer

    Having your strategy backtested in the Jupyter Notebook, you can go to Backtest Explorer application to analyse strategy backtesting results. All strategy backtesting results are stored in the QuantOffice Cloud repository. In Backtest Explorer you can access them to analyse your strategy performance over a specific period of time, view stats, performance metrics on portfolio and instrument levels, trades, executions, and more.

    Backtests

    Backtests is the home screen with all the backtesting experiments of strategies. Here you can click any experiment to view experiment brief details and remove unnecessary experiments. Click View to navigate to another screen with strategy details, charts, and reports.

    Select one or several experiments and generate their Aggregated By Instrument or Aggregated Performance report to compare strategies.

    View

    Click View in the main screen to view detailed information, charts, and reports for the selected experiment. You can click any experiment in the grind to preview main details of the experiment like performance and input parameters.

    Experiment Details

    Click the experiment name to view all the main details and input parameters of the experiment.

    Charts

    Backtest Explorer allows displaying strategy backtest execution on instrument and portfolio levels in a dynamic price chart, where you can analyse main strategy indicators, executions and P&Ls drilled down to a specific time frame.

    Reports

    All performance and strategy execution statistics are broken down in several reports you can access in the Reports section.

    Refer to Dev Guide and Reports' Description to learn more about available reports and their parameters.

    Reports Modes

    Trades, Executions, and Orders reports support Paged and Full view modes. In Full mode all the data is preloaded on one page. In this mode you can use columns configurator to create custom pivot tables.

    Aggregated By Instrument Report

    Aggregated By Instrument Report allows you to compare and analyze performance of several strategies on the instrument level.

    Aggregated Performance Report

    Aggregated Performance Report allows you to compare and analyze overall performance of several strategies.