Backtest Lab

A practical guide to the Vectaris Backtest Lab: writing strategies, running sweeps, validating results, and portfolio backtesting. The goal of the Lab isn't to find a backtest that looks good — it's to find a strategy you can trust. The tooling is built around that distinction.

Quick start

1. Open an Editor module (toolbar or drag). A fresh tab shows a type picker — choose Strategy, and a starter template loads. Write your strategy, then Save it to your library — runs always execute the saved source, never an unsaved draft.
2. Open a Backtest module. Its Configure tab starts with a strategy picker: select your saved strategy (or hit Edit to jump back into the Editor), then set symbols, interval, date range, and any parameters.
3. Hit Run backtest. Results stream into the Results tab; every run auto-saves to History.
4. Happy with the strategy? Hit Deploy live… in the Lab's header (visible from any tab) to open the deploy dialog with this saved strategy preselected — no need to leave the Lab and find it again in the Live module's picker.

In this section

• Strategy & parameters — writing a strategy against ctx, the fill rule, and parameter sweeps.
• Robustness toolkit — walk-forward, holdout, Monte Carlo, and Deflated Sharpe, plus the workflow that ties them together.
• Portfolio mode — one shared-capital backtest across multiple symbols instead of independent per-symbol runs.
• Data, history & export — data coverage, run history, comparing saved runs, and exporting results.
• Fine print — edge cases worth knowing before you rely on a result.