data/history/<SYMBOL>.csv first, then Yahoo Finance (real NSE daily bars, no API key needed), then Alpha Vantage if a key is saved, and only falls back to a deterministic synthetic random walk. Synthetic results prove the machinery works and say nothing about whether a strategy makes money. Currently detected CSV symbols: none · looking in /app/data/historyFetch fresh data
Download real daily price history for the symbols you want to test and write it to data/history/. Do this before a real backtest — otherwise the run falls back to synthetic prices, which cannot tell you anything about strategy quality.
Overwrite mode re-downloads the window from scratch, so a stale or split-affected file is cleaned out. Append mode keeps older bars the window no longer reaches.
No fetch run yet this session.
| Symbol | Rows | First day | Last day | File |
|---|---|---|---|---|
| Loading what is on disk… | ||||
Run a backtest
Symbols are comma-separated NSE tickers. Exits, charges and risk checks come from the same code that runs live paper trading.
Compare runs momentum, mean-reversion and a random control over the same window, plus buy & hold.
No backtest run yet.
Saved runs
| # | Name | Signal | Source | Window | Return | Buy & hold | Trades | Win % | Max DD | |
|---|---|---|---|---|---|---|---|---|---|---|
| No backtests saved yet. | ||||||||||