Live backtest visualizations generated by cobweb-py. Click any chart to explore — zoom, pan, and hover for details.
Data: AAPL 2020–2024 · Strategy: weighted scoring across 8 features (ret_1d, logret_1d, ret_5d, SMA-20, EMA-12, RSI-14, trend regime, vol regime) · Friction: swing preset
Portfolio value over time with realistic friction costs applied.
Strategy equity curve compared against the SPY benchmark.
Risk-adjusted returns over a rolling window.
Underwater equity drawdown — how deep and how long.
Histogram of individual trade P&L outcomes.
Scatter plot showing how holding period relates to trade outcome.
Strategy performance split by low, medium, and high volatility regimes.
Heatmap of correlations between the 71 technical features.
Composite signal score overlaid on the price chart.
Full metrics table: Sharpe, Sortino, max drawdown, VaR, trade count, and more.