Backtest engine

The engine replays stored 1-minute candles through the same strategy protocol the live runner uses (on_bar / on_fill). Market orders fill at the next bar's open, never the current close — no look-ahead.

Resting limits are stricter than a bare range cross. A limit is only considered on a bar that moves in its favour: buy limits on bars that close at or below their open, sell limits on bars that close above it. On such a bar, a limit already through its price at the open fills at the open; otherwise it fills at the limit price if the bar's low (buy) or high (sell) reaches it. Sells are clipped to the position held and buys to the cash on hand — long-only, no shorting, no leverage.

Every published artifact carries the strategy and market, the run parameters, the cost model, the initial cash, the generation timestamp, the full equity series, the metrics, and the definition behind the win-rate figure — under the label hypothetical. The label is not a styling choice: the publisher refuses to insert any artifact not labelled that way.