How to Configure a Backtest Report
The QuantiX platform offers a range of reports to uncover hidden aspects of trading strategies. There are three types of reports, each with unique features and traits.
Use the following options to configure and generate a backtest report.
Option | Description |
|---|---|
Backtest Name | The name of the backtest for which the report is generated. |
Pair(s) | The trading pairs included in backtest report. |
Time Range | The historical period for backtesting to simulate strategy performance over a chosen time range. |
Mode | Specifies the type of generated report. Learn more here. |
Money Management Strategy | Defines how capital is allocated in trades, with three different options. Learn more here. |
Portfolio Ratio (Portfolio Mode only) | Defines the allocation ratio of each asset in the portfolio. |
Max Pairs Traded At Once (Portfolio Mode only) | Sets the maximum number of pairs that can be traded simultaneously. |
Chart (Portfolio and Multi Pairs Mode) | Visual representations of the backtest results. |
Numeric Reports | Numeric performance metrics. |
Backtest Report Modes
The Mode field determines how the results of a backtest are presented in the report:
Mode | Description | Best For |
|---|---|---|
Comparison | Provides a side-by-side comparison of multiple trading pairs from the backtest in a tabular format. | Quickly comparing performance across different assets under the same strategy. |
Multi Pairs | Provides all reports for each pair separately. Users can switch between pairs to see their individual performance. | Analyzing individual asset performance and comparing different trading pairs. |
Portfolio | Combines the results of all pairs into a single portfolio-level report. The share of each asset from portfolio is defined as its weight divided by the sum of all asset weights. | Evaluating total portfolio performance instead of separate trades. |
Money Management Strategies in Reports
The Money Management Strategy in the report determines how trade results are presented based on different capital allocation methods.
Strategy | Description | Best For |
|---|---|---|
Fixed | Displays results assuming a constant position size per trade, without adjusting for profits or losses. This provides a stable performance evaluation. | Analyzing strategies where position sizing remains unchanged throughout the test. |
Compound | Shows results based on a reinvestment model, where profits increase trade size over time. Helps understand how the strategy performs when using dynamic position sizing. | Evaluating growth-based strategies where reinvested profits impact returns. |
Borrow | Generates a report assuming leveraged trading, where borrowed funds amplify both gains and losses. Useful for risk and margin analysis. | Assessing strategies that utilize leverage and understanding risk exposure under different borrowing conditions. |