WORKSPACE / 05 / BACKTESTER

Question the plan.

A repeatable backtest should make the assumptions as visible as the result.

BACKTEST REQUEST / 90 DAYS

Test the rules.
Keep the assumptions.

Plan to test

Lookback Modelled slippage · bps Data seed

Pick a plan and set the assumptions. Prices here are simulated for the demo, generated from the seed: they are not market history.

Draft a plan first

BACKTEST WINDOW / OUTCOME SERIESAwaiting data

+ RETURN

Your outcome series will appear here.
Prepare a backtest to define the test.

DAY −90−60−30TODAY

— Triggers

— Win rate

— Net P&L

— Max drawdown

What a backtest has to account for.

The data and assumptions that make a result repeatable.

01 / THE DATA

Versioned inputs.

Exchange candles, funding and open interest, plus Fear & Greed snapshots. In this demo every series is synthetic, generated from the seed you choose.

02 / THE FILL MODEL

Every fill has a cost.

Simulated fills use the price plus or minus modelled slippage, with fees included. Funding, liquidity and partial fills need stated assumptions before you read the result.

03 / THE IDENTITY

A test you can repeat.

Each run gets a test ID: a hash of the rule, the data seed, the assumptions and the tester version. The same inputs give the same ID and the same result.

A backtest is not a forecast.

Past results don’t predict future returns. A good test shows sensitivity and failure cases; it doesn’t remove market or execution risk.