Backtesting

How a backtest works

The engine replays the strategy on historical data with the same code that runs live bots. It charges the venue's fees, funding on perpetuals and slippage from historical order books, and it checks stops and targets inside each candle rather than only at its close.

A backtest runs automatically after each creation or edit. You can also launch one yourself, from the chat or the strategy page, on the window you choose. A typical run takes a few minutes and reports its progress as it goes.

Step by step

1. 01
   Open the backtest settings

   Run Backtest on the strategy page, or ask the agent in the chat.

   See it in the demo
2. 02
   Choose the window

   Presets from three months to five years on perpetuals, or your own dates.

   See it in the demo
3. 03
   Capital and fees

   Advanced options set the starting capital, and the fees if you want other values than the venue's.

   See it in the demo
4. 04
   Launch it

   The backtest starts on the engine; you can keep working meanwhile.

   See it in the demo
5. 05
   Follow the progress

   The engine replays the market bar by bar and streams its progress.

   See it in the demo
6. 06
   Read the results

   APR, P&L, equity, period and Runbot Score, with the equity curve.

   See it in the demo
7. 07
   Every metric

   Win rate, Sharpe, drawdown, profit factor, time in position and more.

   See it in the demo

Windows

A Basic backtest covers a window up to the limit your app sets. A Pro backtest goes further, up to the engine's maximum for the market:

Reading the results

The strategy page also shows the equity curve against buy-and-hold, the monthly performance and the full trade list, which you can export.