Pair Trading Backtest

Price Ratio Model

Backtest Parameters

Date Range

From Date

To Date

Stock Selection

Stock A

Stock B

Lookback Period

Days for rolling Z-score calculation

Entry Z-score

Absolute Z-score to enter trade

Exit Z-score

Absolute Z-score to exit trade

Stop Loss & Target

Time-Wise Stop (days)

Force exit after X days regardless of Z-score

Loss Stop (%)

Exit when ROI hits this loss percentage

Target Profit (%)

Exit when ROI hits this profit percentage