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backtest: implement metrics and vectorized backtester#10

Merged

marwinsteiner merged 5 commits intomainmarwinsteiner/sysls:mainfrom

phase-4/metrics-vectorized-v2marwinsteiner/sysls:phase-4/metrics-vectorized-v2Copy head branch name to clipboard

Feb 22, 2026

Conversation Commits5 (5)Checks Files changed

Merged

backtest: implement metrics and vectorized backtester#10
marwinsteiner merged 5 commits intomainfrom
phase-4/metrics-vectorized-v2

Commits

Commits on Feb 21, 2026

backtest: add backtest package scaffolding
marwinsteiner
committed
backtest: implement performance metrics (Sharpe, drawdown, Calmar, etc.)
marwinsteiner
committed
backtest: add metrics test suite
marwinsteiner
committed
backtest: fix profit_factor semantics and add edge-case tests
marwinsteiner
committed
backtest: implement vectorized backtester
marwinsteiner
committed

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