Stock & ETF Strategy Backtester

I want to turn my current trading rules into software that can be tested against historical stock and ETF data before anything goes live. The first and only milestone for now is a reliable back-testing engine: feed in price history, run the logic, and give me clear performance metrics—equity curve, drawdown, Sharpe, win rate, and a full trade log. My rules (mainly price action with a few technical indicators) will be supplied once we start, so please structure the code so entries, exits, and position sizing can be tweaked from a single config file. I am comfortable with Python, C#, or JavaScript—use whichever stack lets you work fastest, as long as I can reproduce the results on a Windows 10 machine. Deliverables • Well-commented source code • Setup instructions and dependency list • Sample report (CSV or HTML) showing metrics and trade list Acceptance criteria • Results line up with a hand-checked sample I’ll provide • Runs entirely offline on my PC • Parameters editable without touching core code If you have a past stock or ETF back-testing project, a brief example or GitHub link will help me choose quickly. Let’s build something solid together.