Question 1

What is MarketHeist Backtest Engine?

Accepted Answer

MarketHeist Backtest Engine is a free, no-code quantitative backtesting tool. Load any Yahoo Finance ticker, configure technical indicators, and see performance metrics like Sharpe ratio, CAGR, and max drawdown instantly — no install or sign-up required.

Question 2

Which indicators are supported?

Accepted Answer

Built-in indicators include RSI, Bollinger Bands, MA Crossover (SMA/EMA), ADX, ATR, CCI, OBV, Stochastic, and VWAP Deviation. You can also write custom indicators in Python using the Custom Indicator feature.

Question 3

What performance metrics does the backtest compute?

Accepted Answer

Every backtest produces: Sharpe ratio, Sortino ratio, CAGR (Compound Annual Growth Rate), Max Drawdown, Calmar ratio, Omega ratio, Profit Factor, Recovery Factor, Win Rate, and % Invested — plus an equity curve, monthly heatmap, trade log, and rolling Sharpe chart.

Question 4

Does it support walk-forward optimization and Monte Carlo simulation?

Accepted Answer

Yes. Walk-forward optimization splits the data into rolling in-sample/out-of-sample windows to test for overfitting. Monte Carlo simulation reshuffles trade returns to estimate a range of possible outcomes and assess strategy robustness.

Question 5

Can I use the backtest engine programmatically via an API?

Accepted Answer

Yes. MarketHeist exposes a REST API at api.marketheist.io with a POST /api/backtest endpoint and an OpenAPI 3.1 spec. There is also an MCP server for Claude Desktop that provides list_indicators, get_ohlcv, and run_backtest tools.

Strategy	Ticker	Freq	Sharpe	CAGR	Max DD
Verify Panel Test	SPY	Daily	1.10	12.0%	-18.0%
AAPL RSI Daily	AAPL	Daily	0.59	17.0%	-82.6%
SMA Crossover	D05.SI	Daily	0.47	8.3%	-75.9%

RSI (Relative Strength Index)

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