Properties
The properties section of the XetaAI Backtester
Last updated
The properties section of the XetaAI Backtester
Last updated
Initial Capital Defines the starting amount of capital that the strategy will use for trading. This is the base amount of funds allocated to the backtest and serves as the foundation for calculating returns, position sizes, and performance throughout the backtest.
Base Currency Specifies the base currency in which the initial capital is denominated. This could be USDT, BTC, or any other supported currency. It is used to set the position size and calculate profit/loss in relation to the selected currency.
Order Size (in Contracts, USDT, or % of Equity) This determines how large each order will be.
Contracts: Specifies the size of each order in contracts for trading derivatives.
USDT: The order size is set in terms of USDT (or another base currency).
% of Equity: The order size is a percentage of the account's available equity, dynamically adjusting as the account balance changes.
Pyramiding Pyramiding allows traders to add to their position as the price moves in their favor. This setting controls how many times the strategy can increase the size of a position. For example, if pyramiding is enabled, the strategy may add additional contracts or capital to a position as long as the trend continues in the trader's favor.
Commission Defines the trading commission charged for each trade. This could be a fixed fee per trade or a percentage of the trade value. It helps to simulate real-world trading costs, affecting the strategy’s profitability.
Verify Price for Limit Orders When this option is enabled, the backtester will ensure that limit orders are filled only when the price meets or exceeds the specified limit. This feature helps to simulate more accurate order execution, avoiding scenarios where orders are executed at unfavorable prices.
Slippage Slippage refers to the difference between the expected price of a trade and the price at which the trade is actually executed. This setting allows you to simulate slippage, which often occurs in fast-moving or illiquid markets. Slippage can be set as a percentage or fixed amount, and it helps make backtest results more realistic by accounting for execution delays.
Margin for Long Positions Specifies the amount of margin required to open a long position (buy). This is typically a percentage of the total position size. For example, if the margin requirement is 10%, you would need $1,000 to open a $10,000 long position.
Margin for Short Positions Specifies the amount of margin required to open a short position (sell). Similar to long positions, the margin is calculated as a percentage of the short position's total size. Margin for short positions may differ from long positions due to various factors like market conditions or broker requirements.
Recalculate (Tick Box for After Order is Filled and on Every Tick) When checked, this option allows the backtester to recalculate the strategy’s performance after each order is filled. Additionally, the strategy will be recalculated on every tick, ensuring that the most up-to-date data is used when evaluating the performance of the backtest. This option ensures that changes in position size, equity, and market conditions are immediately accounted for.
Fill Order (Tick Boxes for Using Bar Magnifier, on Bar Close, and Using Standard OHLC) This setting controls how orders are filled within the backtest.
Using Bar Magnifier: This option increases the precision of the backtest by using more granular data within the bars, such as a higher timeframe or tick-based data. It helps simulate more accurate fills in markets with high volatility.
On Bar Close: This fills orders at the close of the current bar, which is often used to simulate more conservative strategies that wait for confirmation of price movement at the end of the bar.
Using Standard OHLC: The standard Open, High, Low, and Close (OHLC) data is used to fill orders. This method is typical for many backtesting setups, where orders are filled based on the OHLC of each bar.
