Running a Backtest
==================

A **backtest** simulates how your strategy would have performed on historical price data.
It's the core feature of Quantlens — run as many times as you need to refine your strategy.

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Settings Panel
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Before running, configure the backtest in the **right-side Settings panel**:

.. list-table::
   :header-rows: 1
   :widths: 30 70

   * - Setting
     - Description
   * - **Market**
     - The asset to backtest (e.g. BTC/USD, ETH/USD, SPY). 8 markets included in all plans.
   * - **Timeframe**
     - Candle interval: 1 min, 5 min, 15 min, 1 hour, 4 hour, 1 day.
   * - **Date range**
     - Start and end date of the historical test period.
   * - **Initial capital**
     - Starting account size in USD (default: $10,000).
   * - **Commission**
     - Trading fee per trade, e.g. ``0.1%`` for a typical crypto exchange.
   * - **Slippage**
     - Price impact per trade. Leave at ``0`` for a clean baseline.

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Launching the Backtest
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1. Configure your settings (above).
2. Click the **▶ Run Backtest** button in the top toolbar.
3. A progress indicator will appear — most backtests finish in 2–10 seconds.
4. Results load automatically in the **Results** panel below the canvas.

.. note::
   Bronze plan: 50 backtests/month. Silver: 200/month. Gold: unlimited.
   The counter resets on the 1st of each month.

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Optimiser (Silver & Gold)
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The **Walk-Forward Optimiser** (coming soon on Silver) lets you automatically test thousands of parameter combinations and find the most robust settings.

.. warning::
   Optimising too aggressively leads to **overfitting** — a strategy that looks great historically but fails in live trading. Always validate on an out-of-sample period.

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Saving Results
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After a run completes you can:

- **Export PDF Tearsheet** — a formatted report with all metrics and charts.
- **Export CSV** — raw trade log (entry, exit, P&L per trade).
- **Save Snapshot** — bookmark the current result to compare against future runs.