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Backtesting Lab

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.

10+ Years
Of Historical Data
Engine Speed: Ultra-Fast Vectorized
Data Quality: Tick-Level Accuracy
Available On: All Plans

Know Before You Trade

Validate strategies with institutional-grade tools.

Extensive Historical Data

Test models and strategies on over a decade of high-quality historical market data.

10+ years of data
Multiple asset classes
Cleaned & adjusted data
High-frequency data available

Advanced Performance Reports

Go beyond simple returns with institutional-grade reports on any backtest.

Sharpe & Sortino Ratios
Max Drawdown Analysis
Win/Loss Heatmaps
Equity Curve Visualization

Walk-Forward Validation

Prevent overfitting by testing your strategy on out-of-sample data periods automatically.

Avoid lookahead bias
Robustness checking
Custom time period splits
True performance simulation

Exportable Results

Download your backtest results as a detailed PDF or CSV for further analysis.

PDF report generation
CSV data export
Shareable result links
API access to results

Frequently Asked Questions

Everything you need to know about professional backtesting

What is backtesting and why is it important?

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.

How much historical data do you provide?

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.

Can I backtest options and futures strategies?

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.

What performance metrics are included in backtest reports?

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.