displayName
Algorithmic Strategy Backtesting
workflowKind
development
triggerType
on-demand
typicalCadence
per-strategy-iteration
complexity
complex
description
Executes historical backtesting of algorithmic trading strategies —
preparing cleaned tick/bar data with survivorship-bias-free universes,
running walk-forward optimization across in-sample/out-of-sample
windows, performing regime analysis to assess strategy behaviour across
bull/bear/sideways markets, and applying overfitting checks including
combinatorial cross-validation and deflated Sharpe ratios. Produces
backtest performance reports with risk-adjusted metrics (Sharpe,
Sortino, max drawdown, Calmar) and statistical significance tests.
Excludes live deployment and capital allocation decisions.