Backtesting

Test your strategies against historical data to validate performance.

Quick Reference

podium backtest agent.py --start 2020-01-01 --end 2024-01-01

Performance Metrics

  • Cumulative return
  • Sharpe ratio
  • Sortino ratio
  • Maximum drawdown
  • Win rate
  • Profit factor
View the comprehensive Backtesting Guide for execution models, strategy scoring, Monte Carlo analysis, walk-forward testing, and more.