A 90-day backtest that shows when your plan would have fired, what fees and slippage would have taken, and how the same run can be repeated.
STATUS / IN DEVELOPMENT · ROADMAPEach moment the plan’s conditions held, in order, rather than one headline return.
Fees and slippage come out of every simulated fill. Real fills can still differ.
An outcome tied to the plan’s rules, the data window, and the cost assumptions behind it.
The deepest peak-to-trough fall in the simulated run, not only where it ended.
Every run gets an ID tied to its rules, its window of history, and its cost assumptions. The run can then be repeated against the same inputs, instead of trusting a screenshot.
History comes from the same kinds of sources as live plans: price and funding feeds, plus the sentiment index. Equity history comes later, together with equity markets.
Check the window, the fee and slippage settings, and how missing data and partial fills were handled. Small changes here can move the result a long way.
A backtest cannot promise a fill in a fast market, guarantee liquidity, or rule out liquidation. A plan that worked in one stretch of history can fail in the next.
Share the test ID alongside any result. A number without its rules and data window cannot be checked by anyone else.
Pick a saved plan, set the window and the cost assumptions, then run it in the Backtester.