Pairs Trading Backtest
Performance analysis of z-score mean-reversion strategy
No backtest data available. Run the backtester first:
python3 backtest_pairs.pyEquity Curve
No equity curve data
Exit Reasons
No exit data
Pair Performance
Strategy Parameters
Entry Threshold:|Z| >= 2.0
Exit Threshold:|Z| <= 0.5
Stop Loss:|Z| >= 3.5
Max Hold:30 days
Lookback:60 days