Documentation
BacktestLM Documentation
Reference documentation for all BacktestLM features. Factual descriptions of how each feature works, what inputs it requires, and how to interpret the outputs.
Features Overview
A complete reference of all BacktestLM features: backtesting, walk-forward, Monte Carlo, grid search, screeners, and more.
BTU Pricing
How Backtest Units (BTUs) work, what determines BTU cost, and how to optimize your usage.
Walk-Forward Testing
How BacktestLM implements walk-forward optimization, configuring IS/OOS windows, and reading the results.
Monte Carlo Simulation
How the Monte Carlo engine works, what outputs it produces, and how to use them for position sizing.
Blind Data Testing
How to set up a proper blind data test, choosing the right dataset split, and interpreting results.
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