Freqtrade, backtesting.py, VectorBT, LEAN and NautilusTrader serve different roles. Compare their direct GitHub repositories, ...

Backtesting evaluates a trading strategy by applying it to historical market data, helping traders assess whether an idea could have been viable in past conditions. A well-conducted backtest accounts ...

I ported TradingView's SuperTrend strategy to Python and ran it on 6.7 years of real ticks with spread and commission: PF 1.97 on gold H4, 0.81 on NZDUSD.