[](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]
[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
Kelly Criterion 0.6134
_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
Bugs
----
Before reporting bugs or posting to the
[discussion board](https://github.com/kernc/backtesting.py/discussions),
please read [contributing guidelines](CONTRIBUTING.md), particularly the section
about crafting useful bug reports and ```` ``` ````-fencing your code. We thank you!
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
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"description": "[](https://kernc.github.io/backtesting.py/)\r\n\r\nBacktesting.py\r\n==============\r\n[](https://github.com/kernc/backtesting.py/actions)\r\n[](https://codecov.io/gh/kernc/backtesting.py)\r\n[](https://pypi.org/project/backtesting)\r\n[](https://pypi.org/project/backtesting)\r\n[](https://github.com/sponsors/kernc)\r\n\r\nBacktest trading strategies with Python.\r\n\r\n[**Project website**](https://kernc.github.io/backtesting.py) + [Documentation]\r\n\r\n[Documentation]: https://kernc.github.io/backtesting.py/doc/backtesting/\r\n\r\n\r\nInstallation\r\n------------\r\n\r\n $ pip install backtesting\r\n\r\n\r\nUsage\r\n-----\r\n```python\r\nfrom backtesting import Backtest, Strategy\r\nfrom backtesting.lib import crossover\r\n\r\nfrom backtesting.test import SMA, GOOG\r\n\r\n\r\nclass SmaCross(Strategy):\r\n def init(self):\r\n price = self.data.Close\r\n self.ma1 = self.I(SMA, price, 10)\r\n self.ma2 = self.I(SMA, price, 20)\r\n\r\n def next(self):\r\n if crossover(self.ma1, self.ma2):\r\n self.buy()\r\n elif crossover(self.ma2, self.ma1):\r\n self.sell()\r\n\r\n\r\nbt = Backtest(GOOG, SmaCross, commission=.002,\r\n exclusive_orders=True)\r\nstats = bt.run()\r\nbt.plot()\r\n```\r\n\r\nResults in:\r\n\r\n```text\r\nStart 2004-08-19 00:00:00\r\nEnd 2013-03-01 00:00:00\r\nDuration 3116 days 00:00:00\r\nExposure Time [%] 94.27\r\nEquity Final [$] 68935.12\r\nEquity Peak [$] 68991.22\r\nReturn [%] 589.35\r\nBuy & Hold Return [%] 703.46\r\nReturn (Ann.) [%] 25.42\r\nVolatility (Ann.) [%] 38.43\r\nSharpe Ratio 0.66\r\nSortino Ratio 1.30\r\nCalmar Ratio 0.77\r\nMax. Drawdown [%] -33.08\r\nAvg. Drawdown [%] -5.58\r\nMax. Drawdown Duration 688 days 00:00:00\r\nAvg. Drawdown Duration 41 days 00:00:00\r\n# Trades 93\r\nWin Rate [%] 53.76\r\nBest Trade [%] 57.12\r\nWorst Trade [%] -16.63\r\nAvg. Trade [%] 1.96\r\nMax. Trade Duration 121 days 00:00:00\r\nAvg. Trade Duration 32 days 00:00:00\r\nProfit Factor 2.13\r\nExpectancy [%] 6.91\r\nSQN 1.78\r\nKelly Criterion 0.6134\r\n_strategy SmaCross(n1=10, n2=20)\r\n_equity_curve Equ...\r\n_trades Size EntryB...\r\ndtype: object\r\n```\r\n[](https://kernc.github.io/backtesting.py/#example)\r\n\r\nFind more usage examples in the [documentation].\r\n\r\n\r\nFeatures\r\n--------\r\n* Simple, well-documented API\r\n* Blazing fast execution\r\n* Built-in optimizer\r\n* Library of composable base strategies and utilities\r\n* Indicator-library-agnostic\r\n* Supports _any_ financial instrument with candlestick data\r\n* Detailed results\r\n* Interactive visualizations\r\n\r\n\r\n\r\n\r\nBugs\r\n----\r\nBefore reporting bugs or posting to the\r\n[discussion board](https://github.com/kernc/backtesting.py/discussions),\r\nplease read [contributing guidelines](CONTRIBUTING.md), particularly the section\r\nabout crafting useful bug reports and ```` ``` ````-fencing your code. We thank you!\r\n\r\n\r\nAlternatives\r\n------------\r\nSee [alternatives.md] for a list of alternative Python\r\nbacktesting frameworks and related packages.\r\n\r\n[alternatives.md]: https://github.com/kernc/backtesting.py/blob/master/doc/alternatives.md\r\n",
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