Backtesting
What does your historical test leave out?
Replay strategy rules while keeping data quality, costs and execution assumptions in view.
A test record, not a forecast
Backtesting applies your configured rules to historical market data and records the signals and simulated orders they would have produced under stated assumptions. Setup usually takes several working days once the strategy and data source are defined. We check instrument coverage, time zones, transaction-cost inputs and rule versions before generating a report. You receive the test configuration, an event-level record and a summary of assumptions. Historical tests cannot reproduce every live fill, outage or market condition, and past performance does not predict future results.
A test that exposed a timing mismatch
An independent trader wanted to examine a rule built around the close of a daily price bar before connecting it to a broker. During a one-week configuration review, we compared the rule's stated timing with the data source and found that its bar close used a different time zone. We documented the difference, adjusted the test setting with the trader's approval and reran the event log. The deliverable was a traceable test configuration, not a recommendation to trade.
- Scope
- One daily-rule configuration
- Duration
- One working week
- Reviewed
- Time zone and bar timing
- Delivered
- Configuration and event log
When a test is worth running
A test is useful when a rule can be written precisely and the available data covers the instruments and period you want to examine. It is less informative when the rule depends on unrecorded judgement, thin historical data or assumptions about fills that cannot be checked. We show those limitations alongside the output rather than treating a chart as a verdict. You should compare multiple periods, inspect individual events and decide whether the remaining uncertainty is acceptable before considering live execution.
Read beyond the summary chart
Need a test with stated assumptions?
Tell us which rules, instruments and historical period you want to examine.
Ask about backtesting