README.md

metadata

title: AlphaBacktest Studio
emoji: ⚡
colorFrom: green
colorTo: blue
sdk: static
pinned: true
license: mit
short_description: Algorithmic Strategy Backtesting & Quantitative Analytics

⚡ AlphaBacktest Studio

An institutional-grade algorithmic trading strategy backtester and performance evaluation studio developed by Ramprasad Atluri.

🌟 Key Capabilities

• Algorithmic Strategy Engine:
  • Dual Moving Average Crossover (Fast vs Slow EMA/SMA)
  • RSI Dynamic Mean-Reversion (Oversold / Overbought)
  • Bollinger Bands Volatility Expansion & Contraction
  • MACD Trend Following & Signal Momentum
• Execution & Friction Modeling:
  • Slippage and commission modeling (basis points).
  • Configurable position sizing (Capital allocation %, fixed capital).
  • Stop-Loss and Take-Profit risk mitigation rules.
• Institutional Quant Analytics:
  • Strategy vs Buy-and-Hold Benchmark equity curves.
  • Annualized CAGR, Sharpe Ratio, Sortino Ratio, and Calmar Ratio.
  • Maximum Drawdown (MDD) and Underwater drawdown analysis.
  • Win Rate, Profit Factor, Expectancy, and Average Trade Duration.
• Interactive Visualizations (Plotly.js):
  • Price Candlesticks/Lines with entry (▲) and exit (▼) markers.
  • Interactive Underwater Drawdown charts.
  • Real-time Trade Log with individual trade PnL and returns.