Your first backtest
To run your first backtest, go to the Backtest page. Here, a sample portfolio (70/30 long portfolio with x2 leverage, i.e. 140% 10 year US government bonds and 60% US S&P 500 Equity index) is already loaded and ready to go. Hit the “Save and backtest” button to compute this first backtest. You can see the simulated value of USD 1 invested in this simple buy-and-hold strategy since 1982.
When our backtest is done, the results appear in the “Overview” tab, along with some performance metrics. For instance, we get a monthly Sharpe Ratio of 0.75 for this simulated portfolio.
The “P&L Contributions” tab allows decomposing the performance of the portfolio along its 2 components (S&P 500 position and US 10yr bonds position). Select “Split by asset” to see the respective contributions of these 2 components to the total P&L of the portfolio. We can see here that the 2 contributions have similar volatility metrics, which confirms that these very usual weights are indeed reasonable.
Once you are familiar with the backtest results you can move to the other pages to get a more in-depth view of futures contracts and trading strategies readily available for your backtests on the platform.
Explore trading strategies
To get a broad view on the futures contracts available on FuturesBacktest, check out the Overview page. You will see here the main features of the futures contracts and the last values of the default indicators we compute for each of them (trend, carry and value indicators).
To dive deeper into the data, the Explore page shows all individual futures contracts and strategies available on FuturesBacktest. You can adjust parameters such as rebalancing frequency, strategies settings and leverage and compare multiple time series side-by-side.
To find out more on the backtesting possibilities we offer, keep on browsing! We try to expand this documentation continuously; however please do not hesitate to post your questions in the comments below each page, or to reach us through the contact form.