The TT Backtesting dashboard lets you create and start backtests for algos as well as review the results from the algo backtest.
The TT Backtesting dashboard comprises three sections:
The Backtests window contains a list of completed and in-progress backtests.
Each row contains a single test and includes the following information:
The Algo Inputs Window allows users to create muiltiple instances of a test and set custom values for each instance. You can launch the Algo Inputs Window by either starting a new backtest by selecting the Add New button or selecting the checkbox for an existing backtest and select the Duplicate button.
For all instances, you must select the following values:
For more info on configuring multiple algo instances, refer to the Adding and configuring algo instances to the backtest section.
The Results Window displays all data related to the backtest. You can access the Results Window by pressing the Results button on next to the desired, completed test.
The Results Window offers several different views of the results data:
By default, the Results Window displays Charts & Fills section with each instance color-coded along the chart. This section shows the Realized PnL along the vertical axis and the Time along the horizontal axis.
Note: You can view the Realized PnL in any available currency by using the Currency dropdown on the right side of the Results Window.
The Statistics section displays a table that compares detailed results for all instances of the backtest. This section includes both Order Data and Analytics Data.
You can access the Statistics section by simply pressing the Statistics button in the Results Window.
The View Inputs section allows you to quickly review the algo inputs selected for each instance. You can access the algo inputs by pressing the View Inputs button on the left side of the Results Window.
For a complete explanation of the Results Window, refer to the Displaying Backtest Results section.