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Test your trading strategies against historical data. Run Monte Carlo simulations, optimize portfolios, and validate performance before risking real capital.
SAMPLE BACKTEST
Jan 2020 - Dec 2024 • 247 trades
Total Return
+142.3%
CAGR
+19.4%
Sharpe Ratio
1.42
Max Drawdown
-18.2%
Win Rate
58.3%
Profit Factor
1.87
BACKTESTING TOOLS
Test your strategies against years of historical market data. Evaluate performance across different market conditions.
Practice with virtual money in real-time market conditions. Perfect for testing strategies before going live.
Run thousands of randomized simulations to understand strategy robustness and worst-case scenarios.
Create complex trading strategies using our visual builder or code editor with Python/JavaScript support.
Optimize asset allocation using Modern Portfolio Theory, risk parity, and machine learning algorithms.
Test strategy adaptability with rolling out-of-sample testing to avoid overfitting.
PERFORMANCE METRICS
Every backtest produces detailed performance metrics to help you understand strategy behavior and risk characteristics.
Overall percentage gain or loss
Compound annual growth rate
Risk-adjusted return metric
Downside risk-adjusted return
Largest peak-to-trough decline
Percentage of profitable trades
Gross profit / Gross loss ratio
Mean profit/loss per trade
Net profit / Max drawdown
Expected value per trade
CAGR / Max drawdown
Measure of downside volatility
STRATEGY LIBRARY
Start with proven strategies or use them as building blocks for your own ideas.
COMPARE PLATFORMS
Discover strategies to backtest and insights to improve your trading performance.
Start backtesting your strategies today with our 7-day free trial.
