Worked on the nautechsystems/nautilus_trader repository to enhance the Backtest Analyzer by integrating position snapshots, enabling more accurate and comprehensive performance analysis for algorithmic trading strategies. Leveraged Rust to decode and aggregate historical position data from cache, strengthening the data pipeline for time-series analytics and portfolio evaluation. This approach addressed data gaps in backtest results, improving the fidelity of performance metrics and supporting more robust strategy assessment. The work focused on backtesting and portfolio analytics integration, resulting in traceable changes and increased reliability for decision-making processes within the trading system, while maintaining a clear and organized Git history throughout development.