Test quantitative models and custom strategies before implementation. Our institutional-grade backtesting tools let you analyze performance on years of historical data for your independent research and analysis.
Validate strategies with institutional-grade tools.
Test models and strategies on over a decade of high-quality historical market data.
Go beyond simple returns with institutional-grade reports on any backtest.
Prevent overfitting by testing your strategy on out-of-sample data periods automatically.
Download your backtest results as a detailed PDF or CSV for further analysis.
Everything you need to know about professional backtesting
Backtesting is the process of testing a quantitative model or trading strategy on historical data to evaluate its performance. It's crucial because it allows you to assess how a strategy would have performed in the past before implementing it with real capital, helping you understand potential risks, returns, and drawdown patterns.
We provide over 10 years of high-quality historical market data across multiple asset classes including stocks, ETFs, forex, and commodities. Our data is cleaned, adjusted for splits and dividends, and sourced from institutional-grade providers to ensure accuracy and reliability.
Currently, our backtesting engine focuses on equity and forex markets. Options and futures backtesting capabilities are planned for future releases. However, you can test underlying asset strategies that could be adapted for derivatives trading.
Our comprehensive reports include Sharpe ratio, Sortino ratio, maximum drawdown, win/loss ratio, profit factor, calmar ratio, equity curve visualization, monthly/annual returns breakdown, and statistical significance tests. All metrics follow institutional standards for quantitative analysis.