Step 01: Baseline Backtesting

This step backtests predefined static parameter sets on the full research range. It establishes a sanity-check baseline before optimization and validation. Click any row to inspect indicators, trades, and candidate-specific visualizations.

InputStatic parameter sets, full research price history, execution assumptions, and buy-and-hold benchmark.
OutputBaseline metrics, benchmark comparison, equity curves, drawdown curves, trades, and candidate detail views.
Used laterStatic candidates remain visible in shortlist construction, scoring context, benchmark comparison, and final summary.
Configuration
Full period01.01.2022-01.01.2026
Static params count9
Static params{buy_ema_short=5, buy_ema_long=13}
{buy_ema_short=7, buy_ema_long=21}
{buy_ema_short=8, buy_ema_long=34}
{buy_ema_short=10, buy_ema_long=30}
{buy_ema_short=12, buy_ema_long=26}
{buy_ema_short=20, buy_ema_long=50}
{buy_ema_short=50, buy_ema_long=100}
{buy_ema_short=50, buy_ema_long=200}
{buy_ema_short=100, buy_ema_long=200}

Baseline Summary

Static Candidates
9
Predefined parameter sets
Best Efficiency
0.5967
cand_50_200
Best Profit
115.57%
cand_50_200
Lowest Drawdown
54.47%
cand_100_200
Benchmark Profit
83.66%
Buy & Hold

Static Params vs Benchmark

Static candidates beating benchmark profit3 / 9
Static candidates with lower drawdown than benchmark9 / 9
Static candidates with positive alpha3 / 9
Best alpha candidatecand_50_200 (31.90%)

Results (01.01.2022-01.01.2026)

Candidate IdBuy Ema ShortBuy Ema LongTradesiProfit TotaliProfit absiWin rateiFinal BalanceiSharpeiSortinoiProfit FactoriExpectancyiProfit DrawdowniMax DrawdowniDrawdown Duration PctiUnderwater MeaniTime Below EntryiEfficiency ScoreiAccount Profit TotaliAccount Max Drawdowni