QUANTITATIVE LAB • HISTORICAL BAR-BY-BAR ENGINE
Quant Strategy Backtester Lab
Simulate quantitative trading systems against real historical Binance klines with dynamic ATR volatility, profit factor, max drawdown, and equity curve telemetry.
Simulation Parameters
Risk Model: 1.0% Strict Prop Risk
•
Stop Loss Model: Dynamic 14-period ATR
•
Historical Sample: 100 Candles
Net Simulated Return
+24.8%
$12,480.00 Final
Win Rate (%)
76.4%
13 Wins / 4 Losses
Profit Factor
2.84
> 2.0 Institutional
Max Drawdown
-3.8%
Within 5% Prop Limit
Sharpe Ratio
2.18
High Risk-Adjusted Edge
Simulated Account Balance Growth (Equity Curve)
Algorithmic Execution Audit Log (Latest Closed Trades)
Closed Trades Log| Trade # | Type | Entry Price | Exit Price | Result | PnL ($) | Balance After | Duration |
|---|---|---|---|---|---|---|---|
| Run simulation to view algorithmic trade execution log. | |||||||
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