Strategy Backtest

Information

This page backtests a simple breakout strategy using intraday data (e.g., 10-minute bars or synthetic minutes).

Accepted CSV formats:

• Type A (Price-only minutes): Date,Time,Price — treated as Open = High = Low = Close = Price.
• Type B (intraday OHLC): Date,Time,Open,High,Low,Close.

Parameters:

• Starting capital: $1,000 (runs through the full period).
• Daily buy reference price: day's first-bar Open.
• Target buy price: (1 − x/100) × daily Open (x is % below open).
• Target sell price: Target buy price × (1 + y/100).
• X values: 0, 0.5, 1, 1.5, 2 (as %).
• Y values: 0.5, 1, 1.5, 2, 2.5 (as %).

Scenarios:

• Scenario 1 (Intraday, flat at close): For each day, start flat. If any bar Low ≤ buy target, buy with full capital at the buy price. If after entry any bar High reaches the sell target, sell at the target; otherwise sell at the last bar Close that day. At most one completed trade per day.
• Scenario 2 (Multi-day): If not in position and any bar Low ≤ buy price, buy with full capital and hold across days. Sell on the first later bar whose High reaches the sell target. At year-end we mark-to-market for yearly stats (no forced sell).

Notes / restrictions:

• CSV parsing is simple: split(",") can break on quoted fields / commas inside values.
• Header matching is strict: expects exact column names (case-sensitive, no extra spaces).
• Scenario 2 annual rows: show mark-to-market returns while holding open positions.
• Heatmap speed: each click runs 25 simulations; very large files can be slower.

Shows strategy equity (capital/wealth) by day over the selected date range.