Strategy Backtesting
Validate your strategies with powerful Backtesting
Simulate real-world performance, test your strategies against historical data to see how they would have performed in actual market conditions.
Statistical Edge
Trade with data-backed probabilities.Quick Reports
Generate detailed strategy performance reports in minutes.Find Weak Spots
Identify strengths and refine weaknesses for better results.Confidence Boost
Rely on backtests for informed, data-driven decisions.Market-Proof Testing
Validate strategies across bullish, bearish, and volatile conditions.- TRY NOW
Frequently Asked Questions
Does backtesting simulate real market conditions?
Yes, backtesting replicates how a strategy would have performed by applying it to historical price data, including time, volume, and order flow.
What historical data is used, and how reliable is it?
The backtester uses accurate historical market data sourced from trusted exchanges and data providers to ensure reliability.
Can I test strategies across multiple assets and timeframes?
Yes, you can run backtests on stocks and crypto across intraday, daily, weekly, or custom timeframes.
How quickly can I run a backtest, and is there a limit to the number of tests?
Backtests are typically processed within a minute, and you can run unlimited tests according to your plan. You’ll also receive an alert once your backtest is complete.
What performance metrics are included in the reports?
Reports include win rate, profit factor, expectancy, drawdown, R/R ratios, and more.
Does the backtester integrate with the Journal and Scanner?
Yes, strategies tested in the backtester flow directly into the Journal for tracking and the Scanner for live opportunities.
Can I compare multiple strategies side by side?
Yes, you can run and view multiple strategies together to compare performance across metrics and assets.