AI Quant Signal Platform

Backtest

Select a decision method and compare how each rule triggers simulated buy/sell events in backtest.

These are simulated backtest results only. The system does not place real trades.

Switch methods in the Strategy dropdown. The parameter fields below update for each strategy.

What it is: A trend-following rule: hold the asset when the short moving average is above the long moving average; otherwise stay in cash.
What to set: Short Window (default 20) and Long Window (default 60); long must be greater than short. Also choose ticker, date range, and transaction cost.
How to read results: After Run Backtest: compare the strategy vs buy-and-hold chart, Sharpe, and drawdown; open Trade Log for BUY/SELL dates and MA trigger reasons.

TickerBacktest Start DateBacktest End Date (optional)StrategyShort WindowLong WindowTransaction Cost0.001 means 0.10% cost per position change.

Notes

Position is shifted by one period to avoid look-ahead bias. Transaction cost is applied whenever the position changes.

Because indicators need a warm-up window, the first backtest bar may be later than the requested start date.