Strategy Backtester
Ever wanted to know the performance of an option strategy over time? This tool is designed to help you backtest option strategies and evaluate their performance.
Inputs
Currency Choose the asset you want to backtest. Currently only BTC and ETH is available.
Frequency Choose the frequency which the option strategies will be opened and closed. Each new strategy will open after the previous one is closed.
Year To Date Backtest from the start of the current year.
No. of Trades Input the number of trades to be backtested.
Starting Capital Select the type of starting capital and input the amount of starting capital. NOTE: If $ is selected, the Backtester will assume Portfolio as USD-margined and settled instead of the crypto asset.
Strategies
Select one of the option strategy icons to start backtest.
Strategy Leg Input
Select the Direction, Type, Delta and Size of the individual legs.
For certain strategies, the Direction and Type of the legs is pre-fixed and cannot be changed.
Backtest Results
Results are presented in 3 sections.
1. Portfolio Equity Curve
The performance of the strategy is shown as Portfolio Value, in terms of the underlying asset (BTC/ ETH) or in USD. The Index Price may be toggled into the chart display against the portfolio performance.
2. P/L Stats
More details of the porfolio performance is shown here.
3. Trade Log
Settled and Unsettled Positions are tabled here with their respective P/L and resulting Portfolio Value effect.
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