Dynamic Backtesting Engine

Validating Trading Strategies, One Backtest at a Time.

The Triple X Dynamic Backtesting Engine tests trading strategies using daily prices. It pulls real market data from EOD Historical Data and generates signals based on the previous day’s close. Trades happen at the next day’s opening price. The engine also compares the results to a simple buy-and-hold strategy.

Dynamic Backtesting Engine User Manual

Dynamic Backtesting Engine – Custom Parameters

Ticker Symbol: Technical Indicator:

Start Date: End Date: Initial Capital ($):

Annualized Return Comparison
Timeframe	Strategy	Buy & Hold

Risk Metrics Comparison
Metric	Strategy	Buy & Hold

Note: The capture ratios are computed versus the Buy & Hold benchmark.

Per Year Return Comparison
Year	Strategy Return	Buy & Hold Return