Design a backtesting framework for the following trading strategy: [DESCRIBE STRATEGY — entry signal, exit signal, position sizing]. Asset class: [STOCKS/FOREX/CRYPTO/OPTIONS]. Timeframe: [INTRADAY/DAILY/WEEKLY]. Historical data: [DATE RANGE].
Structure the backtest to: 1) Define entry and exit rules precisely (no ambiguity), 2) Account for transaction costs and slippage realistically, 3) Calculate these metrics: CAGR, Sharpe ratio, max drawdown, win rate, average R:R, profit factor, 4) Walk-forward optimization to avoid overfitting, 5) Monte Carlo simulation for robustness, 6) Identify marke...