Historical market data
Review strategy behavior against past price activity rather than relying only on a recent chart impression.
Use Strategy Backtesting to evaluate a defined trading approach against historical market data. Review simulated entries and exits alongside performance summaries, win rate, drawdown and trade history—then decide what the evidence does and does not say.
Meaningful evaluation needs more than one headline performance number.
Review strategy behavior against past price activity rather than relying only on a recent chart impression.
Inspect simulated entries, exits, outcomes and key trade attributes.
Evaluate the distribution of wins, losses and other reported metrics in context.
Look at loss periods and exposure instead of considering gross return in isolation.
Access generated results and review them away from the execution interface.
Remember that fees, slippage, changing volatility and out-of-sample behavior can differ from historical simulations.
The goal is understanding a strategy, not promising a future outcome.
Choose the available instrument, historical period and test configuration.
Let the supported system evaluate simulated trade conditions.
Compare trade count, wins, losses, drawdown and relevant position details.
Question assumptions and test different market regimes before considering live execution.
Understand the capability and its limitations before using it.
No. Simulations are based on historical data and assumptions; live execution and market conditions can produce very different outcomes.
Supported tests generate result history and report downloads that can be reviewed later.
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