Strategy Backtesting
We backtest YOUR rules against historical data with realistic assumptions—slippage, costs, and proper validation—so you know if your approach holds up before risking real money.
Validate Before You Trade
Know your strategy's true potential with rigorous historical testing
What is Strategy Backtesting?
Backtesting is the process of testing YOUR trading rules against historical market data to see how they would have performed. We don't just run a quick test—we apply realistic assumptions including slippage, transaction costs, and proper position sizing to give you an honest picture of your strategy's potential.
Why Backtesting Matters
Trading without backtesting is like flying blind. You might have a profitable strategy, or you might be risking your capital on an unproven idea. Proper backtesting reveals the truth.
Unvalidated Assumptions
You believe your strategy works based on gut feeling, not data
Hidden Risks
You don't know your maximum drawdown or worst losing streak
Unrealistic Expectations
Without real numbers, you can't set proper risk parameters
Wasted Time & Capital
Months of live trading to discover flaws that backtesting reveals in days
No Performance Baseline
You can't improve what you haven't measured objectively
What You'll Discover
Every backtest report includes comprehensive metrics that tell you exactly how your strategy performed historically.
Our Backtesting Capabilities
Rigorous analysis that reveals the true potential of your trading strategy
Historical Data Analysis
We test your strategy against years of historical market data to reveal long-term performance patterns
Realistic Cost Modeling
We include all the costs that eat into your profits in real trading
Performance Metrics
Every metric you need to understand your strategy's true potential
Risk Assessment
Understand the risks before you commit real capital
From Rules to Results
A straightforward process that transforms your trading rules into actionable performance data
Document Your Rules
We extract your exact trading rules—entry, exit, position sizing.
1-2 sessionsData Preparation
We source clean historical data for your instruments.
1-3 daysBacktest Execution
Automated system simulates your strategy on historic data.
1-4 weeksReports / Utility
Full metrics, equity curves, and actionable insights.
1-3 daysDocument Your Rules
1-2 sessionsWe extract your exact trading rules—entry, exit, position sizing.
Data Preparation
1-3 daysWe source clean historical data for your instruments.
Backtest Execution
1-4 weeksAutomated system simulates your strategy on historic data.
Reports / Utility
1-3 daysFull metrics, equity curves, and actionable insights.
Who Should Backtest?
Whether you're validating a new idea or improving an existing strategy, backtesting gives you the data-driven confidence to trade smarter
Discretionary Traders
You have rules you follow but have never tested them systematically against historical data
Underperforming Traders
Your live results don't match expectations—find out if the strategy itself is the problem
Expert Traders
You backtest so your strategy stays reliable—validate results, confirm setups that seem good, and improve performance by learning from past market behavior.
Your Strategy, Validated
Make informed decisions with confidence, backed by years of historical data