Backtesting Lab.
A front-end preview of Quantora's backtesting engine. Configure a scenario and see simulated metrics and trades. This is simulation-only and does not represent live or historical performance.
1. Configure the scenario
Choose a market, timeframe, capital base, and style. In the real engine, this would run across full history.
In production, this panel would also include fee models, slippage assumptions, and walk-forward logic.
2. Simulated results
These numbers are generated locally and adjusted based on your strategy risk settings.
Net PnL
0%
Win rate
0%
Trades
0
Max drawdown
0%
Sharpe (approx)
0.00
| Trade | Market | Direction | R-multiple | Size (% equity) |
|---|