Displaying backtest results
Displaying backtest results
A backest aggregates its results into the following sections:
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Order Data: Includes statistics about order routing messages and any corresponding fills.
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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:
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In the Backtests section, click View Results for an algo.
The Instances Chart for all of the algo instances, are displayed.
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- On the right column, select a specific instance to see the charts and fills for that instance.
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- Select the Statics button to view all statistical data related to the backtest.
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Check the Orders Data section for statistics about order activity.
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Note: If an algo has sufficiently high re-quoting activity, post-backtest processing of this data may be skipped and, as a result, these values may display '0'.
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Check the Analytics Data section for statistics that can help you evaluate how well your algo performed during the selected market conditions.
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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:
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From the Results window, simply click the Download Fills button.
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In the system Save As dialog, navigate to the desired location for the fills.csv file and click Save.