Backtesting software / Backtrader

Backtrader: backtesting workflow, data and limits

Event-driven Python framework with explicit order lifecycle, commission schemes and configurable slippage. Its quickstart exposes market-order timing.

Python source library · Local Python · Checked 17 October 2026 · No authenticated or installed provider test

Selected workflow

No software licence fee

GPL 3 source; data, dependencies and maintenance separate

Rules: Code

Data: You provide and validate historical feeds

Stocks: Verified workflow
Forex: Not established
Futures: Verified workflow
Options: Not established

Cost settings: Documented; verify defaults and instrument settings

Result access/export: Documented; format and implementation below

Programmatic analyzer/order records; custom export implementation, not verified one-click GUI CSV.

Limits that can change a result

Stocklike and futureslike margin/multiplier models differ. Opening slippage defaults must be inspected. CSV/analyzer writer output needs your own setup; library availability is not a hosted service.

Do not infer a fill model or contract lifecycle from a chart symbol alone. Historical coverage, data adjustment, sessions, time zones, commissions, position sizing and execution settings should be written down with each run. The same entry rule can produce different results under different conventions.

A test task you can reproduce

Trace one market order from signal to next-bar fill, enable opening slippage explicitly and verify the analyzer/export records against a hand ledger.

This is a suggested acceptance task, not a provider test that we performed. Save source code or rule settings, the data identifier, parameters and export. If the tool cannot accept a synthetic dataset, use an explicitly identified historical slice and record what cannot be independently controlled.

Official evidence

Backtrader quickstart — Python event-driven strategy examples; normal market order next-bar open and explicit commission setup. Users supply data and implementation.
Backtrader stock/futures commissions — Stocklike percentage fees versus futures margin/multiplier schemes. A generic price series is not a complete options engine.
Backtrader slippage — Opening-price slippage requires slip_open; high/low matching rules differ by configuration. Read defaults, not just a feature label.
Backtrader source and licence — GPL 3 source project; no software licence fee. Dependencies/data/support have separate maintenance and terms.
Backtrader WriterFile output — Configurable CSV stream and analyzer summaries; CSV is not enabled by default. User implementation required.

What this profile does not establish

Published features do not establish current uptime, execution quality, predictive value, suitability or profitability. Trial limits and paid data can differ from the selected software licence. We have not opened accounts, purchased licences or run the named tool’s native imports/exports. The source register makes that boundary explicit.

Compare this workflow · Trace our own controlled SMA model · Read definitions