Backtest¶
A backtest replays the profile's strategy over historical candles so you can judge a config before it trades real money. Open it from the profile's Backtest tab. The screen has three sub-tabs — Configure, Results, and History.
For what the engine actually does, and why a backtest reads optimistic relative to live trading, see Backtesting; for what each metric means, see Backtest metrics.
Configure¶
The Configure tab: pick a window, tune the config, and run. Seeded demo data, not a real account.
The Backtest tab opens on its Configure sub-tab, where you set the window, costs, and strategy config, then run.
- Quick window (ending now) — preset buttons
30d·90d·6m·1y, or set From / To by hand. Arriving with no window set pre-fills the last 1 year — whether you followed a symbol page's Backtest link or opened the Backtest tab directly; adjust it or pick a preset before running. A shared or auto-run link keeps its own window. - Detail interval — finer candles used to simulate price movement inside each strategy candle, for more realistic fills. Must be the same as or finer than the strategy's Candle Interval.
- Advanced — fees, slippage & realism (collapsible) — the cost model:
| Field | Meaning |
|---|---|
| Starting balance (quote) | Quote currency (e.g. USDT) the simulated run starts with. |
| Slippage (bps) | Price slippage per fill, in basis points (1 bps = 0.01%). |
| Maker fee (bps) | Fee on orders that add liquidity (resting limit orders). |
| Taker fee (bps) | Fee on orders that take liquidity (market orders). |
| Spread (bps) | Bid/ask spread charged on every fill, so even limit fills are not free. |
| Max fill per candle (% volume) | Cap on how much of a candle's volume one order may take, so a large order cannot fill instantly on a thin candle. Blank disables. |
- Strategy config — prefilled from the profile's live config. Edit any field to test a different setup; the run uses these values, not the saved config. Reset to current live config discards your edits. Your live config is unchanged until you apply a result.
Press Run backtest.
Results¶
The Results tab: headline tiles, the full metric set, charts, and round-trips. Seeded demo data, not a real account.
The Results section leads with four tiles — Total return (your actual result after fees), Alpha vs hold (return beyond just holding; negative means you lost to doing nothing), Max drawdown, and Win rate — then the full metric set (Buy & hold, Dollar-cost average, Alpha vs DCA, CAGR, Final balance, Sharpe, Sortino, Calmar, SQN, Profit factor, Closed trades, Best/Worst trade), the price and equity charts, and the round-trip and fill tables. Green is positive, red is negative; benchmarks are neutral context. An advisor can summarise the outcome and suggest changes. The Backtest metrics reference glosses each ratio.
If a Live gate policy is set, a Live-gate quality check scorecard shows beside the results so you can see whether this run clears your bars.
History¶
The History tab: every past run, ready to reopen or compare. Seeded demo data, not a real account.
Every past run for the profile. Reopen one to load it into Results, or compare two.