Three runs of backtest.py on the illustrative 60-bar file

Name: Three runs of backtest.py on the illustrative 60-bar file
Creator: Strasmore
Published: 2026-09-16
License: https://www.strasmore.com/terms/

Answered against 22 years of US equities and 12 years of US options data and published with the query that produced it. This result is stored as of 2026-09-16, from How to Backtest a Trading Strategy in Python.

as of 2026-09-16 ranking 3×4read in context →

Three runs of backtest.py on the illustrative 60-bar file — 3 rows by 4 columns, computed 2026-09-16 from US exchange, SIP and OPRA data.
run	total_return_pct	max_drawdown_pct	round_trips
raw tape	-49.84	-50.01	2
split-adjusted	1.19	-3.91	2
split-adjusted, 0.1% slippage	0.69	-3.9	2

Rows × columns: 3 × 4
Computed: 2026-09-16
Completeness: No missing values
Source: US exchange, SIP and OPRA market data
Licence: Strasmore terms · free, no signup
Formats: JSON · CSV · the SQL below

What each column holds

Column definitions for Three runs of backtest.py on the illustrative 60-bar file, derived from the stored result.
Column	Type	Range	Notes
`run`	text	3 distinct values
`total_return_pct`	number	-49.84 to 1.19	percent
`max_drawdown_pct`	number	-50.01 to -3.9	percent
`round_trips`	number	every row is 2

Computed from Strasmore's warehouse of US exchange, SIP and OPRA market data. Equity prices are delayed; options greeks and implied volatility are end-of-day. This result is stored, not recomputed on load — it is exactly the numbers that were returned on 2026-09-16, and the query below is what returned them.

the exact SQL behind every number

SELECT
    run,
    total_return_pct,
    max_drawdown_pct,
    round_trips
FROM
(
    SELECT 1 AS step, 'raw tape' AS run, -49.84 AS total_return_pct, -50.01 AS max_drawdown_pct, 2 AS round_trips
    UNION ALL
    SELECT 2, 'split-adjusted', 1.19, -3.91, 2
    UNION ALL
    SELECT 3, 'split-adjusted, 0.1% slippage', 0.69, -3.90, 2
)
ORDER BY step

Run your own version of this

The same 22 years of US equities and 12 years of options data are queryable in SQL or plain English. A free account runs 100 queries a day and takes no card.