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Backtests

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Test your tradingsystems with our historical data

A backtest is a process allowing to test a trading strategy on real historical market data to assess how the strategy would have performed.


Get multiple indicators to assess your strategies

  • Detailed equity curve variation on the whole test period
  • Net gain during the test period
  • Number of opened positions
  • Winning and loosing positions percentage
  • Average gain per winning position
  • Average loss per loosing position
  • Sharpe ratio
  • Maximum drawdown

Analyze your results through multiple axis

Get a real insight on your strategies performances by analyzing them through multiple channels:

  • By individual stock
  • By activity sector
  • By year