$19.00
Turns a raw backtest into a full report: Sharpe, Sortino, max drawdown, profit factor, win rate, and a p-value, with overfitting flags.
Turns raw backtest output into a complete report: Sharpe ratio, Sortino ratio, maximum drawdown, profit factor, win rate, and a p-value (Student’s t-test) — with automatic overfitting warnings.
Who it’s for: anyone who needs to present or audit a backtest rigorously, without rebuilding the statistics by hand every time.
Requirements: Python 3.9+.
Detects the TradFi close window (Fri 21:00 to Sun 23:00 UTC), measures synthetic drift, and emits a risk-sized signal.
A Python/Polars backtest engine that replicates Hyperliquid's real HyperBFT execution order — not a centralized-exchange model.
Runs 8 automated checks on your backtest CSV to catch logic bugs before your buyers do. Native TradingView export support.
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