Backtest Comparison

The Backtest Comparison page lets you place two or more backtest results side by side to identify which strategy, instrument, or time period produced the best results.

Comparison Metrics

All standard backtest metrics are shown in a comparison table:

• Total Return: Which strategy generated more return?
• Max Drawdown: Which strategy had less downside risk?
• Sharpe Ratio: Which had better risk-adjusted performance?
• Win Rate: Which was more consistently correct?

Overlay Chart

The equity curves of all selected backtests are overlaid on a single chart, making it easy to see divergence points, such as where one strategy outperformed another during a specific market regime.

Practical Use

Run the same instrument across different time periods to test whether the algorithm's accuracy is consistent, or run different instruments over the same period to see which responded best to event-driven signals.