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Example Demo Report

This is the report shape produced by the default deterministic demo.

Generated by:

make demo

The demo writes artifacts under artifacts/runs/demo and produces:

  • artifacts/runs/demo/mean_reversion/report.md
  • artifacts/runs/demo/momentum/report.md
  • artifacts/runs/demo/comparison/demo_comparison.md

Comparison Summary

This report compares two deterministic synthetic backtests run under the same data, risk, and execution assumptions.

Strategy Run ID Final equity Total return Max drawdown Orders Fills Risk breaches Fill rate
mean_reversion mean_reversion 1,004,156.61 0.42% -1.40% 160 33 126 20.62%
momentum momentum 996,187.38 -0.38% -0.72% 297 294 0 98.99%

Demo Inputs

  • Synthetic data directory: artifacts/runs/demo/data
  • Backtest config: artifacts/runs/demo/configs/backtest.yaml
  • Execution config: artifacts/runs/demo/configs/execution.yaml
  • Risk config: artifacts/runs/demo/configs/risk.yaml

Per-Strategy Report Excerpt

mean_reversion

## Run Summary

- Status: `completed`
- Strategy: `mean_reversion`
- Synthetic data: `True`
- Final equity: 1,004,156.61

## Performance Metrics

- Total return: 0.42%
- Annualized return: 0.88%
- Volatility: 1.60%
- Sharpe ratio: 0.5567
- Sortino ratio: 0.8239
- Maximum drawdown: -1.40%
- Hit rate: 42.86%
- Turnover: 0.2243

Additional Notes

  • Rust event envelopes loaded for validation: 1329
  • Transaction costs and slippage are embedded in the execution artifacts.
  • Synthetic demo results are for reproducible platform demonstration only.
  • No live broker integration is used.

Limitations

  • This comparison uses deterministic synthetic OHLCV data.
  • Results are not evidence of live market performance.
  • The demo does not connect to brokers or paid market data.
  • Missing metrics are shown explicitly as not available.