pairs_backtest
Backtest pairs trading strategies using historical data to evaluate performance and optimize entry/exit parameters for mean reversion approaches.
Instructions
Backtest pairs trading strategies
Input Schema
| Name | Required | Description | Default |
|---|---|---|---|
| pair | Yes | ||
| backtest_result_1 | Yes | ||
| backtest_result_2 | Yes | ||
| strategy | No | mean_reversion | |
| lookback_period | No | ||
| entry_threshold | No | ||
| exit_threshold | No | ||
| position_size | No | ||
| max_holding_days | No |
Output Schema
| Name | Required | Description | Default |
|---|---|---|---|
No arguments | |||