Backtesting Engine: Validate Before You Risk

Why backtest?

Every strategy looks good in hindsight. The question is: would it have worked in real-time? Our Backtesting Engine simulates your strategy against historical data with realistic fill assumptions.

Walk-forward validation

We do not just test on one period. The engine: 1. Trains on a historical window 2. Tests on the next window 3. Walks forward repeatedly 4. Reports out-of-sample performance

This prevents overfitting and gives you realistic expectations.

Metrics

• Sharpe ratio
• Calmar ratio
• Win rate and payoff ratio
• Maximum drawdown
• Recovery time
• Calibration (did probabilities match outcomes?)

Strategy comparison

Save multiple strategies and compare them side-by-side. See which performed best in different market regimes (high volatility, election cycles, etc.).

Getting started

Analyst tier and above includes the Backtesting Engine. Upload your strategy rules or use our visual builder.