Borsat Lab
Platform
Monaco Python strategy workspace main.py
Create or open a project, then Validate / Run.
Total return
Sharpe
Max drawdown
Final value
Volatility
Costs (bps)
Equity curve
Drawdown
Rolling Sharpe
Rolling volatility
Monthly returns
Run a backtest
Trades / orders
Run a backtest
Benchmark & factor attribution
Exposure / turnover / costs
Configure method and run optimization. Heatmaps use fast/slow periods.
Select two or more runs for side-by-side metrics.

Export institutional reports

Exports the latest run (or most recent if none selected in-session).