Test the Rules Before You Trust the Idea
Run your strategy against historical market data. Review performance, risk, costs and weaknesses — before considering it with real funds.
Configure and Run Your Backtest
Fill in your strategy parameters below and run the simulation against historical data.
Frequently Asked Questions
Backtesting applies your trading strategy rules to historical market data to see how it would have performed. It calculates key metrics like net return, max drawdown, win rate and profit factor — helping you evaluate a strategy before risking real capital.
No. Backtested results are based on historical data and cannot predict future market behaviour. Real trading involves additional factors — slippage, liquidity, emotional pressure — that backtests cannot fully reproduce.
You can configure trading fees, spread and slippage in the backtest settings. These costs are applied to each trade to provide a more realistic performance estimate. All assumptions are visible in the results.
You can backtest strategies created in the Strategy Builder or manually configure your own parameters. The backtesting engine supports trend following, momentum, mean reversion, breakout and multi-factor strategies across multiple markets.
Ready to Test Your Strategy?
Configure a backtest, review the results, and understand your strategy's historical behaviour.