Backtesting Data Suite Services
Given our expertise in Excel and NinjaTrader, we have developed a very unique offering to our clients for automating backtesting and reporting. Most traders trade numerous markets or various strategies concurrently, and need the ability to see a portfolio level equity curve and historical stats based on all markets traded. We have built a solution for this backtesting for our clients and offer this as a custom service.
Our solution automates backtesting in NinjaTrader8 of multiple markets or strategies into a single equity curve. The final result is a professional level book of reports detailing the historical performance of your total portfolio of strategies and markets traded. Example screenshots are provided here, please feel free to contact us to see an example PDF.
The primary report is a high-quality dashboard report, outlining the key results of the portfolio of strategies/markets. In addition, we provide an equity curve comparison that evaluates your strategy’s performance to a benchmark return (typically the S&P 500) over a custom time period, with hedge fund level statistical measurements. We also provide a custom Monte Carlo analysis report based on the results.
Along with our backtesting services, we also provide strategy optimization and consultation for our clients. We can optimize on the timeframe, underlying product, and individual strategy parameters to help you get the best trading set up. Contact us below and we can discuss your custom backtesting needs.