Index Futures Strategy Backtesting

I have an index-futures trading strategy that I want rigorously back-tested to determine whether it is genuinely viable before I commit real capital. The idea is straightforward: feed clean historical price data into the model, reproduce every trade exactly as defined, and then report how it would have performed over multiple market cycles.

You will receive:
• The full set of entry, exit and position-sizing rules in plain language.
• A link to the historical price files I already maintain.

What I need from you:
• Well-structured code (Python with Pandas/NumPy, or another language you prefer) that replicates the rules accurately.
• Clear performance statistics—total and annualised return, max drawdown, Sharpe and win-rate.
• An equity-curve chart plus a concise summary explaining whether the strategy passes a basic viability test.

Acceptance criteria
1. Results are fully reproducible on my side by running a single script.
2. All calculations match spot-checked trade examples I will provide.
3. The final report highlights any data or methodological assumptions.

If you have experience back-testing futures systems and can turn around clean, well-documented code, I’m keen to get started right away.