Backtests that tell you when they're lying

import { backtest, sweep, walkForward, monteCarlo, generate, parseCSV, GRIDS } from "prism-backtest";

const data = { BANKX: generate({ seed: 6, years: 6 }).BANKX };        // or { RELIANCE: parseCSV(fs.readFileSync("RELIANCE.csv", "utf8")) }

const r = backtest(data, {
  strategy: "sma-cross", params: { fast: 20, slow: 50 },
  cash: 10_00_000, costs: "india-delivery",                          // STT, stamp duty, exchange + SEBI fees, GST, DP charge
  slippage: { model: "sqrt", k: 0.6, spreadBps: 2 },                 // half spread + square-root impact
  risk: { stopLoss: 0.08, maxPos: 1, ddHalt: 0.25 },                 // gap-aware stop, kill switch at -25%
});
r.metrics;   // { cagr, sharpe, sortino, maxDD, calmar, var95, winRate, profitFactor, psr, fees, slippage, ... }
r.trades;    // [{ sym, side, entryD, exitD, entry, exit, pnl, ret, mae, mfe, exitTag }]

const s = sweep(data, { strategy: "sma-cross", grid: GRIDS["sma-cross"] });
s.best; s.dsr;                                                       // deflated Sharpe after s.trials combinations

const wf = walkForward(data, { strategy: "sma-cross", grid: GRIDS["sma-cross"], train: 504, test: 126 });
wf.isSharpe; wf.oos.sharpe; wf.efficiency;                           // in-sample vs out-of-sample

const mc = monteCarlo(r, { runs: 1000, block: 10 });
mc.final[0.05]; mc.maxDD[0.95]; mc.pLoss;

// your own strategy: state target weights, the engine does the rest
const myStrategy = { onBar(ctx) { const c = ctx.close("BANKX"), c20 = ctx.close("BANKX", 20); if (c20) ctx.target("BANKX", c > c20 ? 1 : 0); } };
backtest(data, { strategy: myStrategy });