Backtest Results
Open Strategies → Backtests and select a run. Start on Overview to check its status and settings before interpreting its results.
Result tabs
| Tab | Use it for |
|---|---|
| Overview | Execution status, NAV and Greeks charts, trade PnL and summary statistics. A failed run shows its reason here. |
| AI Assistant | Discuss your own backtest with the integrated assistant. |
| Position Monitor | Inspect positions, recorded timestamps, PnL, Greeks and risk graphs. See Position Monitor. |
| Tearsheet | Open a performance report generated on demand from the run's metrics. See Tearsheets. |
| Analytics | Chart events and recorded variables with DataVoyager to investigate relationships between entry conditions and outcomes. See Analytics with DataVoyager. |
| StatSim | Resample the Strategy NAV of a successfully finished run. See StatSim. |
| Margin Report | Inspect recorded margins. If margins were not captured, rerun with margin configured. See Margin Report. |
| Events | Read execution messages and expand recorded variables. See Events Viewer. |
| Strategy Definition | Read the definition used for this run. |
A running, failed, or incomplete backtest may not have data for every tab. Read the status or error message first. Position Monitor needs recorded traces, and the Margin Report needs recorded margin data; their guides explain how to configure these before rerunning.
For the definitions and formulas behind the performance statistics, see Quantitative Metrics.
Overview charts
Start with the NAV chart and summary statistics, then inspect exposure and individual trade outcomes.
Account Greeks
The account Greeks chart shows how the strategy’s exposure changes through the backtest.
Trade PnL
Compare individual trade outcomes with maximum adverse excursion (MAE) and maximum favorable excursion (MFE).
Iterate with Clone
Use Clone to create the next version of a strategy. Change one thing at a time, then compare the new run with the original: start with NAV and summary statistics, and use the position details and events to understand what changed. See Iterate with Clone for the workflow.
Export and reuse
Open the dropdown beside Clone to see the available actions. Export actions and Save as template appear after the run finishes or fails:
- Export NAV downloads the NAV data for further analysis.
- Export Events downloads the zipped JSON event log.
- Export to ONE exports trades for OptionNet Explorer.
- Export External Data CSV is available for runs that use an external CSV.
- Save as template saves your strategy for reuse.
- Delete removes your backtest.
- Cancel job requests cancellation while your backtest is running and in a cancellable state.
See Events export for custom analysis and Export to OptionNet Explorer for the import workflow. Finished backtests from your library can be combined in a Portfolio.
To let others inspect a result, review Sharing Results before enabling Sharing.