dikibagast/systematic-trading-framework — reverse-engineered prompt

Build me a Python backtesting framework for systematic crypto trading ideas, focused on Bybit perpetual futures only. I want to be able to fetch historical candle data, save it locally, create strategies from simple rules, run fast backtests, and then validate whether a strategy is probably overfit or actually robust.

It should support long and short strategies, realistic fees and slippage, configurable timeframes, parameter searches, walk forward testing, Monte Carlo simulation, and a clear pass or fail report using multiple performance metrics like Sharpe, drawdown, win rate, profit factor, and CAGR. Please make it fast enough for lots of candles and many parameter combinations.

Include at least one example strategy, like EMA crossover with RSI filtering, plus simple config files so I can change symbols, timeframes, and parameter ranges without editing the core code. Add a command line runner where I can fetch data, run a backtest, or run full validation. No live trading or order execution needed.