MarketHeist
Backtest Engine
No-code quantitative backtesting. Load any Yahoo Finance ticker, configure a technical
indicator, and get Sharpe ratio, CAGR, max drawdown, walk-forward analysis, and Monte Carlo
simulation — no account required.
How it works
- Load data — Enter any Yahoo Finance ticker (AAPL, ^GSPC, BTC-USD, GLD…) and choose Daily, Weekly, or Monthly frequency.
- Choose an indicator — RSI, Bollinger Bands, MA Crossover, ADX, ATR, CCI, OBV, Stochastic, VWAP Deviation, or write your own in Python.
- Set a position rule — Threshold, Crossover, or Percentile translates indicator values into long positions.
- Run — Get Sharpe, CAGR, max drawdown, Calmar, Omega, profit factor, win rate, rolling Sharpe, and an equity curve vs buy-and-hold in under a second.
- Stress-test — Validate with Parameter Sweep, Walk-Forward Optimization, or Monte Carlo simulation.
Supported indicators
- RSI (Relative Strength Index)
- Bollinger Bands
- MA Crossover (SMA / EMA)
- ADX (Average Directional Index)
- ATR (Average True Range)
- CCI (Commodity Channel Index)
- OBV (On-Balance Volume)
- Stochastic Oscillator
- VWAP Deviation
- Custom Python indicators
Documentation ·
Quick Start ·
API Reference ·
Metrics Glossary