About
This skill provides a specialized framework for handling capital accounting in trading backtests, ensuring realistic financial modeling. It addresses critical silent bugs where backtest engines fail to deduct capital during position entry or incorrectly calculate equity values for long and short positions. By implementing standardized logic for slippage, commissions, and market value calculations, it enables developers to generate reliable performance metrics like Max Drawdown and Sharpe Ratio that accurately reflect real-world trading constraints.
