Define Rules
Set your entry, exit, and risk management rules exactly as you would trade them live.
Run your strategy on years of historical data. Know your edge before putting capital at risk. Build unshakeable confidence in every trade.
A simple 4-step process to validate any trading strategy against years of real market data.
Set your entry, exit, and risk management rules exactly as you would trade them live.
Choose your test window — 6 months, 1 year, or up to 5+ years of tick data available.
The engine applies your rules to historical data and simulates every qualifying trade.
Review win rate, profit factor, and drawdown metrics — then refine and repeat.
Everything you need to validate and sharpen your edge before real capital is on the line.
Test on years of clean, institutional-grade price data across all major markets and timeframes.
Define your exact entry, exit, and risk management criteria with a visual no-code rule builder.
Comprehensive statistics to evaluate your strategy's statistical edge before going live.
Test multiple strategies side-by-side to find which approach gives you the strongest edge.
Visualize exactly how your account would have grown over the test period — peaks, troughs, and all.
Save top-performing strategies, iterate with version control, and export full reports.
Real traders who validated their edge before putting real capital on the line.
Alex Martinez
Swing Trader · 18 months
"Backtested my strategy on 3 years of data. Saw it had a 62% win rate and 2.1 profit factor. Gave me the confidence to trade it live and stick with it through drawdowns."
Rachel Kim
Day Trader · 8 months
"Saved me thousands. My 'great strategy' had only a 38% win rate on historical data. Avoided months of losses by testing first instead of learning the hard way."
David Chen
Prop Trader · 2 years
"Optimized my strategy using backtesting. Found tighter stops improved profit factor from 1.8 to 2.4. The data doesn't lie — now crushing my prop firm targets."
Everything you need to know about our backtesting tools.
We use institutional-grade data with tick-level accuracy — the same data professional quants use for algorithm development. Timestamps are normalized, spreads are realistic, and price anomalies are cleaned.
Yes. Our visual rule builder lets you define any entry/exit criteria, risk management, and position sizing approach — from simple MA crossovers to multi-condition SMC setups.
We have 5+ years of historical data for all major pairs. Test any date range from 1 month to the full dataset, with intraday resolution down to 1-minute candles.
No — past performance does not guarantee future results. Markets evolve and conditions change. Backtesting tells you whether your strategy had a statistically verifiable edge historically, which is crucial signal, not a guarantee.
Stop guessing if your strategy works. Test it on years of real market data and trade with genuine confidence.
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