TT Backtesting

Displaying backtest results

Displaying backtest results

A backest aggregates its results into the following sections:

  • Order Data: Includes statisics about order routing messages and any corresponding fills.
  • Analytics Data: Includes analytics data about the behavior of algo logic in the market.

    Note: Analytics data is returned only if the algo received fills during its backtest.

To display results for an algo backtest:

  1. In the Backtests section, click View Results for an algo.

    The results for the algo instances, along with their respective input parameters, are displayed.

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  2. Check the Orders Data section for statistics about order activity.

  3. Check the Analytics Data section for statistics that can help you evaluate how well your algo performed during the selected market conditions.

Downloading fills

You can download the fills that TT Backtesting used for its backtest as a fills.csv file. You can then open the file in your preferred spreadsheet application, such as Microsoft Excel.

To download the fills:

  1. From the Backtest section, click Download Fills icion for the backtest whose fills you want to download.

  2. In the system Save As dialog, navigate to the desired location for the fills.csv file and click Save.