Rowboat Advisors logo   Rowboat Advisors : Backtest Results Frontiers Visualizer

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Background: We run multiple backtests using the Cartesian product of all allowable values for every knob. For example, if TLH threshold can be one of { 1%, 2%, 3% } and rebalance threshold one of { 400, 500 }, then we run 3 x 2 = 6 backtests. This page lets you plot one backtest result field against each other, for every backtest that we run. For example, you can inspect the trade-off of returns vs. tracking error.

Instructions: Interesting plots: Click to select certain interesting plots.