Bar some evolutionary improvements, the Lazy Backtest IDE is now about as efficient as it is possible to be.
This enables me to introduce the latest feature - Big 'O' analytics.
The IDE generates multiple backtesting results in the background by changing the starting dates of backtests. Even a day's difference can generate substantially different results.
Big 'O' finds the sample which generates the lowest Sharpe ratio and this is used to calculate analytics, which means that the results are usually super conservative.
The other benefit of the new efficiency is that you can now use lots of stocks in your strategy at once. Pretty smooth on my 2008 MacBook (e.g. loading up DJIA constituents).
Also, I have removed several analytics from the IDE.
This backtester app is becoming more opinionated, it gives you the core analytics which you should use, not hundreds which are best ignored.
Next up, apart from a handful of small features - pictures!
Specifically; Lazy PCA style plots which will help you understand whether your strategy 'efficiently' times markets or whether there's scope to improve; Sharpe Trajectories and interactive return histograms.