Backtesting System

Test strategies on historical data: the backtesting system drives the strategy code with past market data, simulates order matching and accounts, and reports profit, drawdown and other results. A backtest only shows how a strategy behaved on past data; it does not predict future returns.

In this sectionRead the whole section

Name	Description
Overview and Starting a Backtest	A backtest drives the strategy code with the platform's historical market data: the backtest engine keeps a virtual clock and one simulated account per exchange…
Backtest Modes and Order Matching	There are two backtest modes, simulated tick and real tick.
Backtest Configuration and Saving	The backtest configuration on the "Backtest" tab (time range, exchanges, fees, ...) and the strategy parameters can be saved with the strategy and are loaded ag…
Supported Languages and Exchanges	Which programming languages and exchanges the backtest system supports, and where strategies in each language are backtested.
Reading Backtest Results	When a backtest finishes, the backtest page shows the profit curve, statistics, status information, logs and account information.
Parameter Optimization	Generates several parameter sets from the ranges you configure and backtests each of them.
Custom Data Source (2)	The backtest system can use a custom data source instead of the platform's historical data: set the exchange's data source in the backtest configuration to the…
Local Backtesting Engine	The platform publishes local backtest engines for JavaScript and Python.
Backtest Page Shortcuts	On the strategy editing page and the backtest page, the shortcuts below switch pages, save the strategy and start a backtest.