# Backtesting (/features/backtesting)

Turn market data and trading rules into simulated orders, positions, and portfolio records.
Explore the simulation engine, order execution, signal-driven entries and stops, and the
accounting needed to inspect results. Each page focuses on a different part of the
backtesting workflow.

*   [Backtesting engine](/features/backtesting/backtesting-engine): Build, customize, chain, and continue portfolio simulations in Python
*   [Orders and execution](/features/backtesting/orders-and-execution): Simulate fills, order types, leverage, prices, delays, and execution behavior
*   [Signals and stops](/features/backtesting/signals-and-stops): Simulate signal-driven entries, exits, callbacks, and advanced stop logic
*   [Portfolio accounting](/features/backtesting/portfolio-accounting): Track positions, weights, records, deposits, earnings, and portfolio state

## Start here \[#start-here]

Read the [Portfolio documentation](/documentation/portfolio/) for the simulation lifecycle, or
work through the [Stop signals tutorial](/tutorials/stop-signals/) for a signal-driven example.