TT Backtesting

TT Backtesting dashboard

TT Backtesting dashboard

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:

  1. Backtests: Lists the backtests you have defined.
  2. Algo Inputs Window: Shows the user-defined parameters for each instance of the selected algo you want to backtest.
  3. Results: Shows the results of the backtests run for the selected algo.

Backtests

The Backtests window contains a list of completed and in-progress backtests.

Each row contains a single test and includes the following information:

  • Algo: The name of the algo instance.
  • Speed: The rate which the algo runs.
  • Range: The historical date and time period which the algo runs.
  • Backtest ID: The automatically generated unique identification value of the test.
  • Duration: The lenght of time required to perform the test.
  • Started At: The date and time the test was executed.
  • Status: The current state of the test.
  • Results: Shows either a button to access the Results of a completed test or a progress bar showing the completion percentage for a test that is currently running.

Algo Inputs Window

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:

  • Algo: Contains a dropdown list of all availalbe algos.
  • Speed: Determines the replay speed for the backtest.
  • Range: Sets the date and time range for the replay.

For more info on configuring multiple algo instances, refer to the Adding and configuring algo instances to the backtest section.

Results Window

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:

Charts & Fills

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.

Statistics

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.

View inputs

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.