Trend-Following Backtester

Exchange

Asset

Portfolio

Weights

Start

End

Fee / slippage (%)

Optimization objective

Trials per strategy

Strategy performance

Cumulative return (log scale)

When does this strategy buy & sell?

Cumulative return · starts at 1 · log Y Strategy Buy & Hold

Drawdown (MDD) Strategy Buy & Hold

Annual returns

Monthly returns heatmap (%)

In-sample vs Out-of-sample (70 / 30)

Walk-forward (realistic estimate)

Walk-forward In-sample (full fit) Buy & Hold

How it works (plain)

Parameter robustness