backtest_signal
Replay a saved signal against historical data to evaluate its performance. Get trade list and metrics like total return, win rate, Sharpe ratio, and max drawdown.
Instructions
Backtest a saved signal definition against historical OHLCV data. Walks the data bar-by-bar through the live signal evaluation engine so the entry/exit edges match what the signal would produce in production. Returns trade list and summary metrics (total return, win rate, Sharpe, max drawdown).
Input Schema
| Name | Required | Description | Default |
|---|---|---|---|
| signal_id | Yes | ID of the persisted signal whose condition will be replayed. | |
| start_date | Yes | Backtest window start (YYYY-MM-DD). | |
| end_date | Yes | Backtest window end (YYYY-MM-DD). | |
| initial_capital | No | Starting cash for the simulated portfolio. |
Output Schema
| Name | Required | Description | Default |
|---|---|---|---|
No arguments | |||