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🔎 📈 🐍 💰 Backtest trading strategies in Python.
| Date | Stars |
|---|---|
| 2026-07-24 | 8706 |
| 2026-07-25 | 8710 |
| 2026-07-28 | 8710 |
| 2026-07-30 | 8710 |
| 2026-08-06 | 8710 |
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growth rate 0.00%/day
[](https://kernc.github.io/backtesting.py/)
Backtesting.py
==============
[](https://github.com/kernc/backtesting.py/actions)
[](https://codecov.io/gh/kernc/backtesting.py)
[](https://ghloc.vercel.app/kernc/backtesting.py)
[](https://pypi.org/project/backtesting)
[](https://pypistats.org/packages/backtesting)
[](https://pypistats.org/packages/backtesting)
[](https://github.com/kernc/backtesting.py)
[](https://github.com/sponsors/kernc)
Backtest trading strategies with Python.
[**Project website**](https://kernc.github.io/backtesting.py) + [Documentation] | [YouTube]
[Documentation]: https://kernc.github.io/backtesting.py/doc/backtesting/
[YouTube]: https://www.youtube.com/results?q=%22backtesting.py%22
Installation
------------
$ pip install backtesting
Or if you prefer the bleeding edge:
$ pip install git+https://github.com/kernc/backtesting.py
Usage
-----
```python
from backtesting import Backtest, Strategy
from backtesting.lib import crossover
from backtesting.test import SMA, GOOG
class SmaCross(Strategy):
def init(self):
price = self.data.Close
self.ma1 = self.I(SMA, price, 10)
self.ma2 = self.I(SMA, price, 20)
def next(self):
if crossover(self.ma1, self.ma2):
self.buy()
elif crossover(self.ma2, self.ma1):
self.sell()
bt = Backtest(GOOG, SmaCross, commission=.002,
exclusive_orders=True)
stats = bt.run()
bt.plot()
```
Results in:
```text
Start 2004-08-19 00:00:00
End 2013-03-01 00:00:00
Duration 3116 days 00:00:00
Exposure Time [%] 94.27
Equity Final [$] 68935.12
Equity Peak [$] 68991.22
Return [%] 589.35
Buy & Hold Return [%] 703.46
Return (Ann.) [%] 25.42
Volatility (Ann.) [%] 38.43
CAGR [%] 16.80
Sharpe Ratio 0.66
Sortino Ratio 1.30
Calmar Ratio 0.77
Alpha [%] 450.62
Beta 0.02
Max. Drawdown [%] -33.08
Avg. Drawdown [%] -5.58
Max. Drawdown Duration 688 days 00:00:00
Avg. Drawdown Duration 41 days 00:00:00
# Trades 93
Win Rate [%] 53.76
Best Trade [%] 57.12
Worst Trade [%] -16.63
Avg. Trade [%] 1.96
Max. Trade Duration 121 days 00:00:00
Avg. Trade Duration 32 days 00:00:00
Profit Factor 2.13
Expectancy [%] 6.91
SQN 1.78
Kelly Criterion 0.6134
_strategy SmaCross(n1=10, n2=20)
_equity_cExcerpt of 5,689 characters
Read on GitHub
406
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2
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TankorSmash
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Billy Cao · Nanyang Technological University | @Semianalysis · Singapore
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squiddible
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VED · @Axolotl-ai-cloud
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1
Would you bet a product on this? Bounded 0–100 and slow moving.
matched fp:7e5b8a2a538a416a, topic:finance, topic:trading