diff --git a/.github/workflows/ci.yml b/.github/workflows/ci.yml
index a9cce02..0cfad35 100644
--- a/.github/workflows/ci.yml
+++ b/.github/workflows/ci.yml
@@ -11,5 +11,11 @@ jobs:
     steps:
       - uses: actions/checkout@v4
       - uses: dtolnay/rust-toolchain@stable
+      - uses: actions/setup-python@v5
+        with:
+          python-version: "3.12"
       - run: cargo check
       - run: cargo test
+      - run: python -m pip install .
+      - run: python -m unittest discover -s "$GITHUB_WORKSPACE/tests"
+        working-directory: /tmp
diff --git a/tests/test_backtest.py b/tests/test_backtest.py
new file mode 100644
index 0000000..4fb3813
--- /dev/null
+++ b/tests/test_backtest.py
@@ -0,0 +1,40 @@
+import unittest
+
+import pandas as pd
+
+from backtestingfx import Backtest, Strategy
+
+
+class BuyAndHold(Strategy):
+    def next(self):
+        self.buy(1.0)
+
+
+class BacktestTest(unittest.TestCase):
+    def test_run_returns_stats_from_python_strategy(self):
+        data = pd.DataFrame(
+            {
+                "open": [1.1],
+                "high": [1.1],
+                "low": [1.1],
+                "close": [1.1],
+            },
+            index=pd.to_datetime(["2026-01-01"], utc=True),
+        )
+
+        stats = Backtest(
+            data,
+            BuyAndHold,
+            cash=10_000.0,
+            commission=7.0,
+            spread=0.0,
+        ).run()
+
+        self.assertEqual(stats.initial_cash, 10_000.0)
+        self.assertEqual(stats.final_cash, 9_986.0)
+        self.assertEqual(stats.num_trades, 1)
+        self.assertEqual(stats.avg_pnl, -14.0)
+
+
+if __name__ == "__main__":
+    unittest.main()