Simulate your strategy against historical market data to evaluate performance before deploying live
Guided flows
Guided step-by-step flows for setup and operations.
From the strategy configuration screen, click 'Backtest Strategy'. This simulates your strategy's performance using historical market data.
Choose a date range for testing. Include both bull and bear markets to see how your strategy performs in different conditions.
Click 'Run Backtest'. The engine simulates your strategy rules against historical prices and displays hypothetical trades and outcomes. Backtest results are simulated and do not account for real-world factors like slippage or exchange latency.
Review metrics: total return, win rate, max drawdown, Sharpe ratio, and trade frequency. Compare against buy-and-hold benchmark.
If results are poor, adjust parameters and rerun the backtest. Avoid over-optimization — a strategy that fits historical data perfectly often performs poorly in live markets. Past performance is not indicative of future results.