Botmoon Runtime
Backtester
Run and analyze strategies using the same runtime engine Balancelabs uses behind the Pyodide backtest UI.
Python Strategy Code
Same contract as Labs Execute: use__df__, then set __backtest_result__ = {'summary': ..., 'trades': [...]}.
Ready to Run Backtest
Configure your strategy parameters on the left and click "Run Backtest" to begin.
Total Return
--
CAGR
--
Max Drawdown
--
Sharpe Ratio
--
Sortino
--
Calmar
--
VaR 95%
--
Avg Drawdown
--
Trade Stats
Total Trades: --
Winning Trades: --
Losing Trades: --
Win Rate: --%
Profitability
Profit Factor: --
Average Trade: --
Average Win: --
Average Loss: --
Buy & Hold Return: --%
Price Chart with Signals
Equity Growth
Drawdown %
Performance Across Time
| Year | Return % | Trades | Win Rate % | Max Drawdown % |
|---|---|---|---|---|
| No yearly data | ||||
| Month | Return % | Trades | Win Rate % | Max Drawdown % |
|---|---|---|---|---|
| No monthly data | ||||
Trade Log
| Entry Time | Exit Time | Side | Entry Price | Exit Price | Size | PnL | Exit Reason |
|---|---|---|---|---|---|---|---|
| No trades yet | |||||||
Monte Carlo Simulation
Bootstrap PnL from last backtest trades. Run a backtest in the Performance tab first.
Mean PnL: --
Std: --
P5 / P50 / P95: --
Simulated PnL distribution
No trades yet. Run a backtest in the Performance tab first.