Property | Default | Description |
---|---|---|
Backtesting Window | Bars | Determines how the backtesting interval is set. If Bars is selected the most recent specified amount (in Window (Bars) ) will be used to backtest the strategy. If Date is selected the interval will be set using the specified starting and ending dates, while using “Entire History” will use all the available historical data |
Window (Bars) | 2000 | Amount of the most recent bars used to backtest the strategy if Bars is selected in Backtesting Window |
Window Start | 2024-01-01 00:00 | Starting date of the backtesting strategy if Date is selected in Backtesting Window |
Window End | 2024-01-01 00:00 | Ending date of the backtesting strategy if Date is selected in Backtesting Window and if the Window End toggle is enabled |
Initial Capital | 10 000 | Initital amount of funds available at the start of the backtest |
Base Currency | Default | Currency used for performing the backtest, backtest statistics will be expressed using this curreny. If Default is selected the symbol currency is used |
Order Size | 1 Contract | Determines the amount of contracts/currency to buy or sell, can be expressed in contracts, currency, or percent of equity |
Commission | 0% | Fees paid per clotured trades, can be expressed as currency per contracts, currency per order, or % of the total transaction value |
Margin for long position | 0% | Equity percentage required to fund a position |
Margin for short position | 0% | Equity percentage required to fund a position |