Cthulhu Backtester (Web Dashboard)

The official web-based simulation engine and dashboard for the Cthulhu Algorithmic Trading Framework.

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1. System Overview

This application serves as the frontend interface and client-side simulator for the Cthulhu Trading System. It allows quantitative traders to:

1. Ingest Data: Upload CSV files containing OHLCV market data.
2. Configure Strategies: Set parameters for Moving Average Crossover, Capital, Risk, and Execution settings.
3. Run Simulations: Execute backtests locally in the browser using a high-performance TypeScript engine.
4. Optimize Parameters: Perform grid-search optimization to find the best performing Moving Average periods.
5. AI Analysis: Generate institutional-grade performance reports using Google Gemini 2.5 Flash.
6. Broadcast Signals: Relay generated trade signals to external execution engines (MT5) via Webhooks.

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2. Web Application Features

⚡ Core Simulation Engine

• Client-Side Execution: Runs entirely in the browser (Zero-Latency).
• Vectorized-like Performance: Capable of processing thousands of candles in milliseconds (FAST mode).
• Execution Modeling: Simulates Commission and Slippage to provide realistic Net PnL.

🧠 Advanced Strategy Modules

• Ensemble Logic: Implements a Consensus Voting System running three parallel strategies (Core, Fast, Slow). Trades are taken only when the weighted vote confidence exceeds a user-defined threshold.
• ML / Risk Filter:
  • Regime Detection: Uses RSI and Relative Volume to identify favorable market conditions.
  • Dynamic Slippage: Models liquidity by adjusting slippage based on volume (High Vol = Low Slippage).
  • Selection Policies: Supports ARGMAX (Greedy) or SOFTMAX (Probabilistic) trade selection.

📡 Live Operations (MT5 Bridge)

• Webhook Relay: Capability to broadcast specific trade signals to a configurable HTTP endpoint.
• Integration: Designed to connect with MetaTrader 5 (via Python Bridge) or other execution servers.

🤖 AI Analyst (Gemini Integration)

• Generative Reporting: Converts raw backtest metrics into a rich, styled HTML report.
• Scoring System: Automatically grades strategies (A+ to F) based on Sharpe Ratio and Risk-Adjusted Returns.
• Tactical Feedback: Provides specific, actionable recommendations to improve strategy parameters.
• Tech: Powered by @google/genai using the gemini-2.5-flash model for high-speed inference.

🛠 Parameter Optimization

• Grid Search: Automatically iterates through ranges of parameters.
  • Fast MA: Start, End, Step.
  • Slow MA: Start, End, Step.
• Objective Function: Optimizes for Profit Factor (Gross Profit / Gross Loss).
• Safety Mechanisms: Iteration capping (max 5000) to prevent browser UI freezing.

📊 Visualization & Metrics

• Cinematic Dashboard: Full-width, dark-mode UI designed for high-resolution displays.
• Interactive Chart (D3.js):
  • Dual-axis plotting (Price vs Equity).
  • Trade Markers (Green = Buy, Red = Sell).
  • Hover tooltips for trade details.
• Key Performance Indicators:
  • Sharpe Ratio, Max Drawdown, Win Rate, Profit Factor.

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3. Configuration & Setup

Environment Variables

To enable the AI features, you must provide your Google Gemini API Key via environment variables. The app expects: process.env['API_KEY'].

Webhook Configuration

To use the "Broadcast" feature:

1. Go to the Execution tab.
2. Select Data Source: MT5 Webhook Relay.
3. Check Enable Outbound Signals.
4. Enter the URL of your local execution server (e.g., http://localhost:8080/signal).

Data Source

The application accepts CSV files. Ensure your data follows this schema:

Date,Open,High,Low,Close,Volume
2023-01-01 00:00,1.0500,1.0550,1.0490,1.0520,1000
2023-01-01 01:00,1.0520,1.0560,1.0510,1.0540,1500
...

Note: The parser supports various date formats (ISO8601, etc).

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4. Tech Stack

• Framework: Angular 21+ (Zoneless, Signals)
• Language: TypeScript 5.2+
• Styling: Tailwind CSS (Dark Mode optimized)
• Charts: D3.js v7
• AI SDK: @google/genai

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Cthulhu Backtester Web Dashboard - v3.3