Backtest Strategy.
Validate Before You Trade. Optimize with Confidence.
Validate Before You
Trade Live
Before deploying any strategy in live markets, it’s essential to understand how it would have performed under real historical conditions.
What Is Backtesting?
Backtesting is the process of testing a trading strategy using historical market data to evaluate its effectiveness. It allows traders to simulate performance over past conditions without risking actual capital.
Key Benefits
Why professional traders never go live without backtesting first.
Data-Driven Confidence
Evaluate profitability, risk, and consistency using years of historical data before risking a single cent.
Strategy Optimisation
Fine-tune your stop-loss, take-profit, and entry parameters to maximize performance outcomes.
Performance Metrics
Get deep insights into ROI, win/loss ratios, maximum drawdowns, and Sharpe ratios.
Avoid Overfitting
Test across different market conditions (bull, bear, ranging) to ensure your strategy is robust, not just lucky.
Test Before You Deploy
Mitigate significant financial risk by identifying potential flaws or weaknesses in a safe simulation.
Supported Markets
Test your strategies across diverse global assets.