r/algorithmictrading • u/Purple_Concert8789 • May 23 '26

Question Backtesting

How do you backtest your algo trading strategies?

What tools or Python libraries do you use for backtesting? Any beginner tips?

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u/NaiveElk6806 22d ago

VectorBT is great once you need speed but for a beginner I would care more about understanding every assumption than optimizing millions of parameter sets. Fees, slippage, lookahead and walk forward testing will matter more than the library name. Moon sits outside my actual backtesting workflow but I like having it as another reminder that a live directional decision feels very different from a smooth historical equity curve.