[](https://kernc.github.io/backtesting.py/)
Backtesting.py
==============
[](https://github.com/kernc/backtesting.py/actions)
[](https://codecov.io/gh/kernc/backtesting.py)
[](https://pypi.org/project/backtesting)
[](https://pypi.org/project/backtesting)
[](https://github.com/sponsors/kernc)
Backtest trading strategies with Python.
[**Project website**](https://kernc.github.io/backtesting.py)
[Documentation]
[](#top) the project if you use it.
[Documentation]: https://kernc.github.io/backtesting.py/doc/backtesting/
Installation
------------
$ pip install backtesting
Usage
-----
```python
from backtesting import Backtest, Strategy
from backtesting.lib import crossover
from backtesting.test import SMA, GOOG
class SmaCross(Strategy):
def init(self):
price = self.data.Close
self.ma1 = self.I(SMA, price, 10)
self.ma2 = self.I(SMA, price, 20)
def next(self):
if crossover(self.ma1, self.ma2):
self.buy()
elif crossover(self.ma2, self.ma1):
self.sell()
bt = Backtest(GOOG, SmaCross, commission=.002,
exclusive_orders=True)
stats = bt.run()
bt.plot()
```
Results in:
```text
Start 2004-08-19 00:00:00
End 2013-03-01 00:00:00
Duration 3116 days 00:00:00
Exposure Time [%] 94.27
Equity Final [$] 68935.12
Equity Peak [$] 68991.22
Return [%] 589.35
Buy & Hold Return [%] 703.46
Return (Ann.) [%] 25.42
Volatility (Ann.) [%] 38.43
Sharpe Ratio 0.66
Sortino Ratio 1.30
Calmar Ratio 0.77
Max. Drawdown [%] -33.08
Avg. Drawdown [%] -5.58
Max. Drawdown Duration 688 days 00:00:00
Avg. Drawdown Duration 41 days 00:00:00
# Trades 93
Win Rate [%] 53.76
Best Trade [%] 57.12
Worst Trade [%] -16.63
Avg. Trade [%] 1.96
Max. Trade Duration 121 days 00:00:00
Avg. Trade Duration 32 days 00:00:00
Profit Factor 2.13
Expectancy [%] 6.91
SQN 1.78
_strategy SmaCross(n1=10, n2=20)
_equity_curve Equ...
_trades Size EntryB...
dtype: object
```
[](https://kernc.github.io/backtesting.py/#example)
Find more usage examples in the [documentation].
Features
--------
* Simple, well-documented API
* Blazing fast execution
* Built-in optimizer
* Library of composable base strategies and utilities
* Indicator-library-agnostic
* Supports _any_ financial instrument with candlestick data
* Detailed results
* Interactive visualizations
Alternatives
------------
See [alternatives.md] for a list of alternative Python
backtesting frameworks and related packages.
[alternatives.md]: https://github.com/kernc/backtesting.py/blob/master/doc/alternatives.md
Raw data
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"description": "[](https://kernc.github.io/backtesting.py/)\n\nBacktesting.py\n==============\n[](https://github.com/kernc/backtesting.py/actions)\n[](https://codecov.io/gh/kernc/backtesting.py)\n[](https://pypi.org/project/backtesting)\n[](https://pypi.org/project/backtesting)\n[](https://github.com/sponsors/kernc)\n\nBacktest trading strategies with Python.\n\n[**Project website**](https://kernc.github.io/backtesting.py)\n\n[Documentation]\n\n[](#top) the project if you use it.\n\n[Documentation]: https://kernc.github.io/backtesting.py/doc/backtesting/\n\n\nInstallation\n------------\n\n $ pip install backtesting\n\n\nUsage\n-----\n```python\nfrom backtesting import Backtest, Strategy\nfrom backtesting.lib import crossover\n\nfrom backtesting.test import SMA, GOOG\n\n\nclass SmaCross(Strategy):\n def init(self):\n price = self.data.Close\n self.ma1 = self.I(SMA, price, 10)\n self.ma2 = self.I(SMA, price, 20)\n\n def next(self):\n if crossover(self.ma1, self.ma2):\n self.buy()\n elif crossover(self.ma2, self.ma1):\n self.sell()\n\n\nbt = Backtest(GOOG, SmaCross, commission=.002,\n exclusive_orders=True)\nstats = bt.run()\nbt.plot()\n```\n\nResults in:\n\n```text\nStart 2004-08-19 00:00:00\nEnd 2013-03-01 00:00:00\nDuration 3116 days 00:00:00\nExposure Time [%] 94.27\nEquity Final [$] 68935.12\nEquity Peak [$] 68991.22\nReturn [%] 589.35\nBuy & Hold Return [%] 703.46\nReturn (Ann.) [%] 25.42\nVolatility (Ann.) [%] 38.43\nSharpe Ratio 0.66\nSortino Ratio 1.30\nCalmar Ratio 0.77\nMax. Drawdown [%] -33.08\nAvg. Drawdown [%] -5.58\nMax. Drawdown Duration 688 days 00:00:00\nAvg. Drawdown Duration 41 days 00:00:00\n# Trades 93\nWin Rate [%] 53.76\nBest Trade [%] 57.12\nWorst Trade [%] -16.63\nAvg. Trade [%] 1.96\nMax. Trade Duration 121 days 00:00:00\nAvg. Trade Duration 32 days 00:00:00\nProfit Factor 2.13\nExpectancy [%] 6.91\nSQN 1.78\n_strategy SmaCross(n1=10, n2=20)\n_equity_curve Equ...\n_trades Size EntryB...\ndtype: object\n```\n[](https://kernc.github.io/backtesting.py/#example)\n\nFind more usage examples in the [documentation].\n\n\nFeatures\n--------\n* Simple, well-documented API\n* Blazing fast execution\n* Built-in optimizer\n* Library of composable base strategies and utilities\n* Indicator-library-agnostic\n* Supports _any_ financial instrument with candlestick data\n* Detailed results\n* Interactive visualizations\n\n\n\n\nAlternatives\n------------\nSee [alternatives.md] for a list of alternative Python\nbacktesting frameworks and related packages.\n\n[alternatives.md]: https://github.com/kernc/backtesting.py/blob/master/doc/alternatives.md\n\n\n",
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