These were the major changes contributing to each release:

(2025-03-11)

• Enhancements:
  • backtesting.lib.TrailingStrategy supports setting trailing stop-loss by percentage.
  • backtesting.lib.MultiBacktest multi-dataset backtesting wrapper.
  • Backtest.run() wrapped in tqdm()
  • Rename parameter lib.FractionalBacktest(fractional_unit=).
  • Add market alpha & market beta stats (#1221)
• Plot improvements:
  • Plot trade duration lines in the P&L plot section.
  • Simplify PL section, use circular markers.
  • Only plot trades when some trades are present.
  • Set fig.yaxis.ticker.desired_num_ticks=3 for indicator subplots.
  • Single legend item for indicators with singular/default names.
  • Make "OHLC" itself a togglable legend item.
  • Add xwheel_pan tool, conditioned on activation for now (upvote Bokeh issue).
  • Reduce height of indicator charts, introduce an overridable private global backtesting._plotting._INDICATOR_HEIGHT.
• Bug fixes:
  • Fixed Position.pl occasionally not matching Position.pl_pct in sign.
  • SL always executes before TP when hit in the same bar.
  • Fix functools.partial objects do not always have a __module__ attr in Python 3.9 (#1233)
  • Fix stop-market and TP hit within the same bar.
• Documentation improvements (warnings, links, ...)

(2025-02-19)

• Enhancements:
  • Grid optimization with mp.Pool & mp.shm.SharedMemory (#1222)
  • backtesting.lib.FractionalBacktest that supports fractional trading
  • backtesting.__all__ for better from backtesting import * and suggestions
• Bugs fixed:
  • Fix remaining issues with trade_on_close=True
  • Fix trades reported in reverse chronological order when finalize_trades=True
  • Fix crosshair not linked across subplots
  • Cast datetime_arr.astype(np.int64) to avoid Windos error

(2025-02-04)

Enhancement: Use joblib.Parallel for optimization. This should vastly improve performance on Windows while not affecting other platforms too much.

(2025-02-04)

• Enhancements:
  • Add Backtest(spread=); change Backtest(commission=) to apply twice per trade
  • Show paid "Commissions [$]" key in trade stats
  • Allow multiple names for vector indicators (#980)
  • Add columns SL and TP to stats['trades'] (#1039)
  • Add entry/exit indicator values to stats['trades'] (#1116)
  • Optionally finalize trades at the end of backtest run (#393)
• Bug fixes, including for some long-standing bugs:
  • Fix bug in Sharpe ratio with non-zero risk-free rate (#904)
  • Change price comparisons to lte/gte to align with TradingView
  • Reduce optimization memory footprint (#884)
  • Fix annualized stats with weekly/monthly data
  • Fix AssertionError on for o in self.orders: o.cancel()
  • Fix plot not shown in VSCode Jupyter
  • Buy&Hold duration now matches trading duration
  • Fix bt.plot(resample=True) with categorical indicators
• Several other small bug fixes, deprecations and docs updates.

(2025-01-21)

• Enhancements:
  • New Backtest.optimize(method="sambo"); uses SAMBO: to replace method="skopt".
  • New 'CAGR [%]' (compound annual growth rate) statistic.
• Bug fixes:
  • "stop-loss executed at a higher than market price".
  • Bug with buy/sell size=0.
  • Order.__repr__ issue with non-numeric Order.tag.
• Other small fixes, deprecations and docs updates.

(2025-01-21)

• Enhancements:
  • 'Kelly Criterion' statistic (#640)
  • Backtest.plot(plot_trades=) parameter
  • Order.tag for tracking orders and trades (#200)
• Small bug fixes, deprecation removals and documentation updates.

(2021-12-13)

• Fix random generation with recent NumPy.
• Fix Pandas deprecation warnings.
• Replace Bokeh 3.0 deprecations.

(2021-08-03)

• New strategy performance method backtesting.lib.compute_stats (#281)
• Improve plotting speed (#329) and optimization performance (#295) on large datasets.
• Commission constraints now allow for market-maker's rebates.
• Backtest.plot now returns the bokeh figure object for further processing.
• Other small bugs and fixes.

(2021-01-25)

• Avoid some pandas.Index deprecations
• Fix Backtest.plot(show_legend=False) for recent Bokeh

(2020-11-24)

• Faster model-based optimization using scikit-optimize (#154)
• Optionally faster optimization by randomized grid search (#154)
• Annualized Return/Volatility/Sharpe/Sortino/Calmar stats (#156)
• Auto close open trades on backtest finish
• Add Backtest.plot(plot_return=), akin to plot_equity=
• Update Expectancy formula (#181)

(2020-10-27)

• Add lib.random_ohlc_data() OHLC data generator
• Aggregate Equity on 'last' when plot resampling
• Update stats calculation for Buy & Hold to be long-only (#152)

(2020-09-10)

• Link hover crosshairs across plots
• Clicking plot legend glyph toggles indicator visibility
• Fix Bokeh tooltip showing literal ' '

(2020-08-21)

(2020-08-03)

• Add Trade.entry_time/.exit_time
• Handle SL/TP hit on the same day the position was opened

(2020-07-15)

• New Order/Trade/Position API (#47)
• Add data pandas accessors .df and .s
• Add Backtest(..., exclusive_orders=) that closes previous trades on new orders
• Add Backtest(..., hedging=) that makes FIFO trade closing optional
• Add bt.plot(reverse_indicators=) param
• Add bt.plot(resample=) and auto-downsample large data
• Use geometric mean return in Sharpe/Sortino stats computation

(2020-07-14)

• Add Profit Factor statistic (#85)

(2020-03-23)

• Fix support for 2-D indicators
• Fix tooltip Date field formatting with Bokeh 2.0.0

(2020-03-09)

(2020-03-02)

(2020-02-25)

(2020-02-24)

• Show number of trades on OHLC plot legend
• Add parameter agg= to lib.resample_apply()
• Reset position price (etc.) after closing position
• Fix pandas insertion error on Windos

(2019-09-23)

• Make plot span 100% of browser width

(2019-09-23)

• Avoid multiprocessing trouble on Windos (#6)
• Add scatter plot indicators

(2019-01-15)

• Initial release