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The backtestGraphics package provides an interactive Shiny interface to visualize backtest results for a variety of financial instruments (equities, futures , and credit defualt swaps, among others). These visualizations enable users to employ their human perception to process a lot of backtest data quickly and approximately.

It is important to note here that backtestGraphics doesn't run backtests, but instead provides graphical visualization of backtest results. To illustrate this subtle distinction, consider a simple trading strategy that buys the top 10 shares of the S&P 500, and shorts the bottom 10. Now, to test how the strategy performs historically, the user may use backtesting software like Quantopia, or even R packages like backtest. The output from such backtesting is generally in the form of large data frames which are difficult to interpret. As of such, the user may feed these data frames, i.e. the holding data, to backtestGraphics. The package then constructs interactive dygraph plots, and calculates essential summary statistics which are easy to interpret and explore.

Archive DOI: pending