Comprehensive Backtest
The Comprehensive Backtest is the definitive tool for deep performance analysis and long-term strategy validation. Evaluating your logic across a much larger historical dataset than the Realtime Backtest, it provides the statistical confidence needed to transition a strategy from the canvas to a live environment.
Due to the depth of data and the complexity of the calculations involved, this process takes longer to complete but yields significantly richer insights into how your strategy handles various market cycles.
Access & Integration
The platform is designed for flexibility in how backtesting data is presented:
- Default Screen: A standardized, robust Comprehensive Backtest interface is available for immediate use.
- Custom UI via API: Brokers or advanced users can build personalized layouts and specialized performance dashboards using the Backtest API.
Strategy Performance & Time Windows
This section breaks down how the strategy has performed over specific historical windows, such as 5D, 10D, 15D, 30D, 90D, and 180D.
- Calculation Method: Performance is derived by summing every profit and loss value within the selected period.
- Normalized Returns: The return percentage is normalized and independent of lot size. Changing your position size will not change the percentage return, allowing for an “apples-to-apples” comparison between different strategies.
- Consistency Analysis: This view helps you identify if a strategy is a “one-hit wonder” or if it maintains stability over several months.
Calculate Estimated Returns
This interactive section allows you to simulate the actual capital impact of your strategy based on your specific risk profile.
| Component | Description |
|---|---|
| Volume | Adjust the trade quantity (lots or shares) to see potential dollar returns. |
| Leverage | Apply leverage to estimate market exposure.(Default: Forex = 0.01, Equity = 1). |
The system dynamically calculates your Trade Size, Initial Margin, and Total Exposure, providing a clear picture of capital requirements before you deploy.
View Strategy Results
For those who need to see the “why” behind the numbers, this section provides a granular, trade-level visual analysis:
- Chart Markers: Every entry and exit is plotted directly on the price chart.
- Trade Mapping: Trades executed between candles are mapped to the closest available candle for visual clarity.
- Inspection Tools: You can zoom and scroll through history to see the exact market context (volatility, news, or trends) during specific wins or losses.
Backtest Statistics (Key Metrics)
These metrics help you quantify the “personality” of your strategy:
- Total Trades Triggered: The total sample size of the test.
- Successful / Unsuccessful Outcomes: The raw count of winning vs. losing trades.
- Successful Percentage: Your overall win rate.
- Win/Loss Streaks: The maximum number of consecutive wins or losses, which is critical for understanding psychological pressure and risk of ruin.
Strategy Tools
Managing the “worst-case scenario” is just as important as managing profits.
- Drawdown Simulation: Analyze the largest peak-to-trough decline in capital. This helps you determine if the strategy’s “heat” is within your emotional and financial tolerance.
- Edit & Copy: Quickly jump back into the builder to modify parameters or create variations for A/B testing and optimization.
- Deploy: Once validated, move your strategy directly to Paper Trading or Live Execution with a single click.
Pro Tip: A strategy with a lower win rate but a very small maximum drawdown is often more sustainable for long-term growth than a high-win-rate strategy with massive, unpredictable drawdowns.