Backtesting is how you separate a real edge from a good story. Replay a strategy across years of price history, measure how it would have performed, and only risk live capital on the ideas that survive. Define a strategy below, run it, and save the results to compare side by side.
Pick a strategy, market, timeframe and date range. A clear, rule-based idea is the only thing you can honestly test.
Run the rules across past data to measure return, win rate, profit factor and the depth of every drawdown along the way.
Only strategies that stay profitable across regimes — with a drawdown you can stomach — earn a spot in your live playbook.
Enter your strategy parameters and hit run. The preview updates live; saving pins the result to your comparison table below. (Demo uses a deterministic model — connect a data feed to backtest on real tick history.)
Every run you keep, ranked and comparable. Look for high profit factor and expectancy paired with a shallow max drawdown — that combination is what survives contact with a live market.
Strongest by expectancy in this sample set: Supply/Demand Reversal at +0.51R over 198 simulated trades.
A backtest is a hypothesis; your real trades are the verdict. Comparing the two exposes slippage, execution drift and the gap between rules on paper and decisions under pressure. Below, an illustrative example strategy is benchmarked against your demo trade record.