hitrate
Replay a Sift query across past sessions and report what its matches did over user-chosen forward horizons: win rate, payoff, excess return vs an index, a monthly breakdown and an equity-curve approximation. A sketch, not a backtest: no costs or slippage, and universe membership measured as of today. Everything it reports describes past matches, never a prediction.
Input Schema
| Name | Required | Description | Default |
|---|---|---|---|
| full | No | include the per-session equity-curve points, histogram bins and per-trade list (large; default false) | |
| source | Yes | the Sift query to replay | |
| horizons | No | forward windows in bars, each 1-60, at most 4 (default 1, 5, 20) | |
| sessions | No | how many past sessions to replay (default 250) | |
| universe | No | liquidity universe: 100, 500 (default) or 2000 | |
| benchmark | No | index for excess returns: a NIFTY index name (default NIFTY 50) or none | |
| entryMode | No | entry price: close (signal bar, default) or nextOpen (next session's open) | |
| targetPct | No | simulate a profit target this many percent above entry; 0/absent means none | |
| stopLossPct | No | simulate a stop-loss this many percent below entry; 0/absent means none | |
| detailHorizon | No | which horizon the monthly/equity-curve detail describes (default: the largest) |