QuantDeck — live in your browser

The real Python backtest engine (event-driven, next-bar-open fills, real historical prices) running client-side via Pyodide — the exact same code as the CLI and the test suite, not a JS reimplementation. No server, no API key, nothing leaves your machine. Source →

Backtest parameters

Symbol

Bundled daily prices, 2015–2024, so the demo works offline with no live data fetch.

Fast SMA window (days) Slow SMA window (days) Starting cash ($) Risk-free rate (annualized %)

Sharpe/Sortino measure return in excess of this, not raw return.

Downloading Pyodide (~7MB, one time)…

Summary

Date	Side	Qty	Price