Back Testing Engine

Book Construction Idle

Symbols

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Range

From

To

TOB (%)

Tail Cap (%)

Book

Trade %

Quantity

Volume %

Backtest #1 — Idle

Symbols

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Groups

All groups

Logins

Exclude Logins

Half-Spread Markup

Execution Benefit

LP Comm/M ($)

Fairness Ratio 0.00

Layers

Book

Broker

LP

Quantity

Construction Half-Spread

Half-Spread

Trade %

Volume %

Quantity Sweepable

Level Difference

Half-Spread

Construct a book to populate layers

Volume (Amount)—

Spread Yield (Historical)—

Spread Yield (Backtest)—

Volume (Notional USD)—

Spread Yield/M (Historical)—

Spread Yield/M (Backtest)—

Hedging Cost (Backtest)—

STP Revenue—

Asynchronous Hedging (Backtest)—

Hedging Cost/M (Backtest)—

STP Revenue/M—

Asynchronous Hedging/M (Backtest)—

Daily Metrics

Spread Profile

Daily Metrics — Weekdays Only

Include weekends

📊

Daily Metrics

Run the backtest to visualise daily P&L and notional.