Product · Backtest

Tested on the data you recorded,
not on a curve you fitted.

A strategy written in the editor runs bar by bar on your own cached history. Coverage is measured before the run, costs are in the result, and walk-forward validation tells you whether the parameters survive data they never saw.

Download for Windows$9 first month
senzoukria — Auto backtest● SIMULATION

The panel as it is in the app. Pick the strategy, the timeframe, the period — Run executes it here, in your browser, on simulated MNQ bars.

What it gives you

  • 01Your own dataBars and ticks recorded from your broker connection, cached locally
  • 02Coverage, measuredWhat the cache holds for the window, and what a run would be missing
  • 03Costs includedPoint value, commission per contract, slippage in ticks
  • 04Walk-forwardFolds, train ratio, objective — parameters optimised on one part, judged on the rest
  • 05The reportProfit factor, expectancy, SQN, Sharpe, drawdown, and the trades behind them
  • 06Challenge simulationYour trades through configured evaluation rules — drawdown, daily loss, consistency, payouts — and Monte Carlo by permuting your days
  • 07RobustnessParameter grids (400 combinations at most), walk-forward, PSR / DSR / PBO and permutation tests
  • 08JavaScript and PythonHistorical backtests run both; C++ runs as indicators and in replay
  • 09An assistantReads the strategy and the numbers, proposes the next change as code
Before you install

Questions, answered

Everything we get asked twice. Anything else — ping us.

The panel is the one from the desktop app, byte for byte, and Run executes the strategy in your browser on a synthetic bar series. The numbers you see are computed by the same engine the app uses; only the data is simulated here.

The period is cut into folds. On each fold the parameters are optimised on the first part (training) and the strategy is then evaluated, untouched, on the remainder (test). A strategy that only works on the training part shows it immediately.

Bars and ticks recorded from your own broker connection, cached locally. Coverage is measured and shown before every run: a backtest on 12 percent of a session says so, and the report carries the coverage figure.

Point value, commission per contract and slippage in ticks, all editable. Results are shown net of those costs, with profit factor, expectancy, SQN, Sharpe and the drawdown.

Still stuck? Ping us

The theory lives next door

This page shows the tool. What it measures, and why it works, is explained in full — free, no sign-up.

Futures backtesting: costs, coverage and walk-forward →

It is in the one plan

$9first month

then $29 a month · everything included · cancel in one click

Download for Windows