Gainzy Intraday Momentum Backtester

This is an internal backtest framework for a proprietary algorithm. Return on account can be broken down by different time intervals and session times. It is also possible to view the algorithm's performance against "buy & hold" performance. Commission can also be modified to reflect true commission or additional commission fees can be added to reflect implied slippage. Feel free to use this as a demo for your own backtest frameworks. A solid backtest framework will allow you to optimize your algorithm and spot over/under achievers within a market sector.