BIT / Backtest Lab NO RUN LOADED SIGNAL STORE ↗ SPACE ↗
Strategy Builder
Preset
Asset
Timeframe
Date range
Costs on. Turning these off is how strategies lie to you.
Slippage model
Fill

Next-bar-open execution is enforced by the engine.

Sizing
0.05 1
1 3
Mode
Everything this Space has computedCATALOG · PRECOMPUTED FROM THE SIGNAL STORE
Rank by
5 50
0 100
Assets
Timeframes
Strategies
Models
Returns over timeTOP RANKED · CUMULATIVE, COSTS INCLUDED
Risk vs returnMARKER AREA = TRADE COUNT
Run Manager
no runs yet in this session
SHARPE
Annualized mean excess return divided by return volatility. Above 1 is good; above 3 usually means a bug.
SORTINO
Sharpe with only downside deviation in the denominator.
MAX DRAWDOWN
Worst peak-to-trough decline of the equity curve.
PROFIT FACTOR
Gross profit over gross loss. Below 1.2 rarely survives real costs.
R-MULTIPLE
Trade P&L expressed in units of initial risk.
MAE / MFE
Worst and best unrealized excursion while the trade was open.
WALK-FORWARD
Train on a rolling window, test on the next unseen window, repeat.
OOS
Out of sample: data the parameters never saw during fitting.
BASELINE
A naive forecast (random walk, drift, seasonal). If a learned model cannot beat these, it has not earned its inference cost.
  • Fills execute at the next bar's open. A decision at bar t can never trade at bar t.
  • Strategies are checked for lookahead by perturbing future prices up and down and asserting past outputs do not move.
  • Costs are on by default: commission per side plus a slippage model, both booked onto every trade row. gross − costs = net holds exactly.
  • The locked holdout is excluded from every parameter-selection path, not merely reported separately.
  • The store holds raw model outputs only. Trading rules are applied live, per run.
  • Catalog rows all use one canonical config (costs on, walk-forward 12/3/3, 6-month holdout) so they are comparable with each other.