See the exact outputs you'll get.
These are real dashboard exports generated by the pack — not mock-ups. Every folder containing dashboard.html appears here automatically, with strategy count, best return, benchmark comparison, and Sharpe ratio pulled directly from summary.csv.
AAPL-1y
Best strategy: obv_momentum_stop_target_opt
ADA-USD-1y
Best strategy: pivot_stochastic_atr_opt
AMZN-1y
Best strategy: obv_momentum_stop_target_opt
BNB-USD-1y
Best strategy: trend_momentum_volume_rsi_opt
BTC-USD-1y
Best strategy: pivot_stochastic_atr_opt
BZ-1y
Best strategy: trend_momentum_volume_rsi_opt
CL-1y
Best strategy: pivot_stochastic_atr_opt
DIA-1y
Best strategy: obv_momentum_stop_target_opt
EEM-1y
Best strategy: ema_stop_target_grid_opt
EFA-1y
Best strategy: obv_momentum_stop_target_opt
ETH-USD-1y
Best strategy: pivot_stochastic_atr_opt
F-1y
Best strategy: pivot_stochastic_atr_opt
HG-1y
Best strategy: obv_momentum_stop_target_opt
HYG-1y
Best strategy: adaptive_momentum_squeeze_opt
IEF-1y
Best strategy: pivot_stochastic_atr_opt
IWM-1y
Best strategy: obv_momentum_stop_target_opt
JPY-1y
Best strategy: obv_momentum_stop_target_opt
LQD-1y
Best strategy: pivot_stochastic_atr_opt
META-1y
Best strategy: adaptive_momentum_squeeze_opt
MSFT-1y
Best strategy: adaptive_momentum_squeeze_opt
NG-1y
Best strategy: ema_stop_target_grid_opt
NVDA-1y
Best strategy: ema_cross_with_sizing_and_stop_opt
SHY-1y
Best strategy: adaptive_momentum_squeeze_opt
SI-1y
Best strategy: pivot_stochastic_atr_opt
SOL-USD-1y
Best strategy: pivot_stochastic_atr_opt
TLT-1y
Best strategy: pivot_stochastic_atr_opt
TSLA-1y
Best strategy: obv_momentum_stop_target_opt
XRP-USD-1y
Best strategy: pivot_stochastic_atr_opt
A full research workflow,
not loose scripts.
Everything you need to go from raw OHLCV data to publishable strategy research — in a single, well-structured Python pack.
Batch runner
Run many assets and time periods without manually opening each strategy file. Test full market lists in one pass and come back to ranked results.
100 strategy library
Momentum, trend, volatility, mean reversion, breakout, volume, and ML-based regime filters — all production-ready and readable.
Detailed dashboards
HTML dashboards, summary CSVs, strategy equity plots, failure logs, and per-strategy optimization results — auto-generated for every asset.
Asset comparison
Every strategy is benchmarked against buy-and-hold. Works on crypto, equities, ETFs, forex, or any OHLCV CSV.
Readable Python
No black box. Every strategy is fully inspectable, editable, and extensible. Built on vectorbt — the industry standard for fast backtesting.
Sample results included
Comes with real dashboard folders so you can see outputs immediately — no data setup required to explore the pack on day one.
From asset list to publishable reports.
Load OHLCV data, choose symbols, periods, and intervals, run the batch backtester, optimize strategies, generate dashboard folders, then show the sample outputs directly on the landing page.
Add assets
Stocks, ETFs, crypto, forex, commodities, bonds, or custom CSVs.
Run batch
Test every strategy across every asset and selected period automatically.
Generate dashboards
Export HTML reports, equity plots, summaries, and CSVs.
Publish samples
Landing page auto-discovers dashboard folders — no config.
Test many assets and time periods in one run.
The included batch runner makes large-scale research simple. Set the period and interval once, list the symbols you want to test, and the script runs the full strategy engine for every asset automatically.
That means you can compare stocks, ETFs, crypto, forex, commodities, bonds, and volatility products side by side — then use the generated summaries and dashboards to find which strategies performed best on each market and timeframe.
Change 1y to any supported lookback.
Paste in any asset list you want to research.
Use summaries to spot the best strategies fast.
@echo off
set period=1y
set interval=1d
for %%S in (
SPY QQQ DIA IWM EEM EFA
AAPL MSFT NVDA TSLA AMZN META
BTC-USD ETH-USD SOL-USD BNB-USD XRP-USD ADA-USD
EURUSD=X GBPUSD=X JPY=X CHF=X AUDUSD=X CAD=X
GC=F SI=F CL=F BZ=F NG=F HG=F
TLT IEF SHY HYG LQD AGG
VIXY GLD SLV VNQ XLU XLF
) do (
echo ======================================
echo Running backtest for %%S
echo ======================================
python backtest_all_strategies.py --symbol %%S --period %period% --interval %interval%
)
echo Batch backtesting complete.
pauseEverything included.
One price. Forever.
No tiers. No upsells. No subscription. You get the complete Strategy Lab — code, samples, guides, and templates — for a single one-time payment.
VectorBT Strategy Lab
- Full batch runner — test many assets and time periods at once
- 100 strategy library (momentum, trend, volatility, mean reversion, ML)
- Per-strategy parameter optimization to help find the best setups
- Auto-generated HTML dashboard reports
- Buy-and-hold benchmark comparison built in
- Summary CSV + equity curve plots for every strategy
- Sample dashboard folders included — works out of the box
- Readable, extensible Python — no black box
- Lifetime access · download immediately after payment
Secure checkout via Stripe · Instant delivery · No subscription
Not sure yet? Scroll up to browse real dashboard outputs generated by this exact pack. What you see is what you get — no mock-ups.
Stop running strategies one at a time.
The Strategy Lab turns hours of manual backtesting into a repeatable, automated batch workflow across many markets and time periods — with publication-ready dashboards on every run.
Get the pack for €49 →One-time payment. Instant download. Yours forever.