Changelog

Every feature, improvement, and fix that shipped. Sorted newest first.

v1.18.02026-05-12feature

Walk-forward optimization

›Roll a strategy across rolling in-sample and out-of-sample windows automatically.
›Configurable train/test split, anchor type, and step size.
›Equity curves color-coded by window so overfitting is visible at a glance.

v1.17.42026-04-29improvement

Indicator library expansion

›Added 14 volatility and order-flow indicators (HV cone, GARCH residuals, CVD).
›All indicators now expose a JSON export for programmatic use.

v1.17.02026-04-08feature

Monte Carlo confidence bands

›Resample backtest trades with replacement to produce 5/50/95 percentile equity bands.
›Configurable sample size and randomization seed for reproducibility.

v1.16.22026-03-20fix

Slippage model accuracy

›Fixed an off-by-one in the VWAP slippage approximation for low-liquidity tickers.
›Slippage estimates now match TCA reports within 3 basis points on sampled trades.

v1.16.02026-03-04feature

Crypto perpetuals support

›Backtest perp strategies with funding rate adjustments.
›Coverage for the top 40 USDT and USD perps across major exchanges.