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Backtesting of pairs

Backtest tab

Backtest tab is to be used for detailed testing of pairs and building of a portfolio

Windows at the Backtest tab

All windows located at the Backtest tab support docking.

Table of Pairs Contains settings and results for all pairs.
Equity Chart Equity Chart of a Pair (Pairs)
Summary Equity Chart Equity chart compiled from trades of all selected pairs
Correlation Chart Correlation chart of closing prices of stock in pair
Prices chart Daily chart of closing prices of stocks in pair
Calculation model chart Visualization of results from the selected model (ratio of price / residuum / regression)
Robustness Matrix Robustness matrix testing the pair at the proximity values of Period / Time stop-loss
WF Analysis Walk-forward analysis tests of pair performance in consecutive periods
Relative Deviation Histogram Histogram of relative deviation values fitted with Gaussian curve
Portfolio manager Pairs portfolio manager