I will backtest your trading strategy in python with full risk and drawdown analytics

Stop guessing if your trading rules work. I will build a fast, accurate, and reproducible Python backtesting engine (pandas/NumPy) to test your exact trading strategy on historical data without look-ahead bias.

WHAT YOU WILL GET:

• Custom Strategy Logic: Entry/exit rules using RSI, MACD, VWAP, EMA, Bollinger Bands, Close Location Value (CLV), or custom price action.
• Realistic Friction Modelling: Slippage, brokerage, and transaction costs built directly into the calculation.
• Institutional Risk Metrics: Cumulative Return, Win Rate, Profit Factor, Sharpe Ratio, Sortino Ratio, and Maximum Drawdown (MDD).
• Visual Tear Sheet: High-resolution Equity Curve, Underwater Drawdown Chart, and Monthly Return breakdown.
• Complete Trade Log (CSV): Every simulated trade with entry/exit timestamps, prices, and net return.
• Clean Python Code: Modular, well-commented script you can re-run anytime.

WHY WORK WITH ME?

Most backtests fail in live markets because they ignore execution friction or volatility regimes. I engineer clean, vectorised pipelines that reveal your true statistical edge.

Message me with your strategy rules before ordering so we can pick the right package!