TT Backtesting

Displaying Backtest Results

Displaying Backtest Results

TT Backtest allows users to view test results using the following methods:

Displaying charting data

By default, backtest results are shown in the Charts & Fills view. This section shows both the Realized PnL and the time on a single chart. In addition, each instance appears as it's own color-coded line.

To display charted results for an algo backtest:

  1. In the Backtests dashboard, click Results for an algo.

    The chart appears showing the PnL for the entire duration of the backtest.

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  2. Users can use the mouse scroll wheel to zoom in and out to a particular time period.
  3. Users can select a new value in the Currency dropdown to change the display currency for the Realized PnL. The Currency dropdown is available on the upper right side of the Results Window.
  4. Users can view a chart for a single instance by pressing the instance's name on the right side of the Results Window. The individual instance chart also displays the open position on the right side of the chart.

Displaying statistical data

A backest aggregates its statistical data for the 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 dashboard, click Results for an algo.

    The Charts & Fills section displays the results for the algo instances.
  2. Click Statistics to display statisical information about the test results.

    The Statistics panel is shown.

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

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

Displaying test inputs

You can display the algo inputs that correspond to the test results in both the Charts & Fills view and the Statistics view. The inputs are displayed over the view.

To display the algo inputs:

  1. Click the View Inputs tab on the left of the results.

  2. Click the View Inputs tab again to hide the inputs.

You can also reposition the View Inputs tab and displayed inputs by dragging the tab up and down the side of the display.

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.

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