Crypto strategy backtesting

A backtest runs your strategy on real historical candles and shows what it would have done, trade by trade, with the fees, slippage and funding of the exchange you choose to test as.

What you set

• The strategy, built by hand or with the AI assistant.
• The exchange to test as and the market: spot or USDT perpetual futures.
• Symbols, timeframe and date range, within the limits of your plan.
• Capital, risk per trade and, for futures, leverage.
• Fees and slippage. They start from the exchange values and cannot go below the floor.

How it is simulated

The backtest uses the same order, sizing, fee and risk code as paper trading. A signal on a closed bar fills at the next bar open, with slippage. Stop loss and take profit are checked against each bar, and when both fall inside one bar the engine reads smaller candles to see which came first. On futures, liquidation and funding are applied as in live trading. Before the run you see its cost in platform tokens and your place in the queue.

What you get

Key metrics, the trades list, the equity curve, drawdown and monthly returns. Each trade shows its entry and exit reason, the indicator values at that bar, fees and funding, and it is drawn on the price chart. A proof box lists the data source, the exchange rules and fee values used, the engine version and a data hash, so the same inputs give the same result. A result can be shared by a public link.

Past results do not guarantee future returns.