Systematic Trading Research

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Systematic Trading Research

TGCC Backtest Studio

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Markets List

Select a market to inspect all parameter performance on the right.

Parameter Explorer

Choose a market from the left to load parameter cards.

Parameter Heatmap

Choose a market.

No market selected.

No market selected.

Walk-forward Workflow

Walk-forward Analysis

Set the walk-forward configuration first, then review saved runs through a cleaner market card board and open the full stitched detail in a dedicated popup.

Run Engine

Configure Walk-forward

Each in-sample window evaluates every parameter row, then deploys the chosen parameter into the next out-of-sample slice.

Every row in this CSV is a candidate parameter set for each optimisation window.

How much history to use for ranking all candidate parameter rows before each deployment.

The evaluation window used to test the chosen parameter after training.

How often to re-optimise and switch to a fresh parameter inside the out-of-sample period.

Extra pre-window bars loaded only to stabilise indicators before trades begin.

The score used to decide which parameter row wins each in-sample optimisation round.

Require at least this many in-sample trades before a parameter can be selected.

Rebalancing interval should stay less than or equal to the out-of-sample period. Bars refer to daily price rows.

Walk-forward Review

Walk-forward Market Explorer

Open a saved walk-forward run, then click any market card to inspect the stitched result in a popup.

Load a saved walk-forward run to populate the market board.

Markets Explorer

Each market card opens the full stitched walk-forward detail in a popup.

No walk-forward run loaded yet.

Select Walk-forward Markets

Load a completed walk-forward run to choose markets for the portfolio.

Portfolio construction uses only stitched out-of-sample daily rows from the walk-forward run.

No walk-forward run loaded yet.

Walk-forward Portfolio Review

Select markets in step 3 to preview the out-of-sample portfolio.

Portfolio metrics will appear here after construction.

Selected Walk-forward Markets

0 selected

No selection loaded.

Out-of-sample Portfolio Equity

Daily Out-of-sample PnL

Markets Table

Market Last Parameter OOS PnL Calmar Max DD Trades Win Rate

Date PnL Table

Date Total Risk Daily PnL Equity

Data Browser

All Runs

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Fund Risk Dashboard

Run and load a portfolio result.

Total Daily Risk Factor

Total Daily PnL

Date Market Risk Factor Daily PnL Cumm PnL

Portfolio Workflow

Portfolio Analysis

Move step by step: load a run or saved portfolio, construct your market basket, then review the combined equity and risk profile.

Step 1

Start From Run Results

Load a completed backtest run as the source universe, then give this portfolio a working name before moving into selection.

Load a run result, then move into market selection.

Alternative

Open Saved Portfolio

Jump straight into an existing saved portfolio if you want to review or tweak it.

No saved portfolio yet.

Run Result Universe

Load a run to browse all markets and parameter combinations.

Search by market, parameter, or full `market_parameter` key. Use commas or new lines to paste multiple selections.

No run loaded yet.

Portfolio Review

Select one or more market setups to preview the portfolio.

Portfolio metrics will appear here after preview.

Selected Markets Snapshot

0 selected

No selection loaded.

Portfolio Equity Curve

Daily Portfolio PnL

Markets Table

Market Parameter Total PnL Calmar Max DD Trades Win Rate

Date PnL Table

Date Total Risk Daily PnL Equity

Markets CSV Preview

Upload and validate files to preview markets data.

Access Directory

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