Most backtest libraries are built for US equities and treat costs as an afterthought. This harness is built around the way Indian derivatives actually cost money, and around one rule: the strategy class you test is the strategy class you run.

Cost model

Per-leg brokerage, STT/CTT on the correct side, exchange transaction charges, SEBI turnover fees, GST on the right components, stamp duty, and an impact-cost function you can fit to your own measured fills. Every trade in the output carries its full cost breakdown, so you can see exactly what the strategy paid to exist.

Validation tools

  • Walk-forward runner with configurable in-sample and out-of-sample windows
  • Parameter sweep producing a surface, not a single champion number
  • Regime tagging so results can be split by volatility or trend
  • HTML report and a raw trade log you can audit line by line

Any figures in the sample reports are simulated, prepared with hindsight, and are not indicative of future results. The harness is a testing tool, not a source of trading recommendations.