Backtesting Guide
Run comprehensive backtests with anti-bias validation.
Quick Start
# Basic backtest
python scripts/run_backtest.py --symbol MNQ --timeframe 4h
# Or use skill
/backtest STRAT_02 --symbol MNQ --timeframe 4h
Options
| Option | Description |
--symbol | Symbol (MNQ, ES, BTCUSD, etc.) |
--timeframe | Timeframe (1m, 5m, 15m, 1h, 4h, D) |
--start | Start date (YYYY-MM-DD) |
--end | End date (YYYY-MM-DD) |
--walk-forward | Walk-forward validation |
--monte-carlo | Monte Carlo simulation |
Output
outputs/backtests/
├── STRAT_02_MNQ_4h.json # Raw results
├── STRAT_02_MNQ_4h_report.md # Report
└── STRAT_02_MNQ_4h_trades.csv # Trade log
Metrics
| Metric | Gate | Target |
| Sharpe (OOS) | ≥0.8 | ≥1.2 |
| Max Drawdown | ≤8% | ≤5% |
| Win Rate | ≥50% | ≥60% |
| Profit Factor | ≥1.3 | ≥1.8 |
Anti-Bias Checks
- Lookahead bias detection
- Survivorship bias check
- Overfitting detection (IS vs OOS)
- Walk-forward validation (60%+ windows)
Skill Usage
# Full validation suite
/backtest STRAT_02 --symbol MNQ --timeframe 4h --walk-forward --monte-carlo
# Compare to baseline
/backtest STRAT_02 --compare-baseline