Full Guide · Backtester

Test a strategy against real history

The Backtester replays years of real price data to show you exactly how a trading idea would have performed — before you ever risk a pound on it. Here's how every part of the screen works.

Open the Backtester →

The screen, labelled

A schematic of the Backtester layout — each numbered pin below is explained in the steps that follow.

SYMBOL & PERIOD AAPL 1 YEAR DAILY INDICATORS BASIC DETAILED RSI · MACD · BB · MA + 20 more, each toggle-able with its own trigger mode RISK SETTINGS CAPITAL · TRADE SIZE STOP-LOSS · TAKE-PROFIT SAVE STRATEGY — New Strategy — RUN BACKTEST RESULTS TOTAL RETURN +18.4% WIN RATE 58% SHARPE RATIO 1.32 MAX DRAWDOWN -9.1% EQUITY CURVE — STRATEGY VS BUY & HOLD TRADE LOG 1 · 12 Jan → 28 Jan · +4.2% 2 · 02 Feb → 09 Feb · -1.6% 3 · 14 Feb → 03 Mar · +7.8% ⬇ EXPORT CSV — every trade, downloadable 1 2 3 4 5 6 7

Step by step

Follow the pins in order — this is the exact flow of running your first backtest.

1
Pick a symbol and a period
Type a ticker (AAPL, BTC-USD, any listed symbol) and choose a date range — a preset like "1 Year" or a custom start/end date — plus a candle interval (Daily, Hourly, etc). This defines the exact stretch of real market history the test will run against.
2
Choose your indicators
Basic mode gives a quick single-indicator test (RSI alone, for example) — good for a first look. Detailed mode lets you combine several indicators (MACD, Bollinger Bands, moving averages, and 20+ more) with their own trigger conditions, so a trade only fires when several signals line up together.
3
Set your risk
Starting capital, how much of it goes into each trade, and where the stop-loss / take-profit sit. This is what turns a raw "would this signal have worked" test into a realistic account-level result — two identical strategies can post very different results depending only on position sizing.
4
Save it, then run it
Name and save a configuration before running so you can reload or compare it later — every saved strategy lives on your account, not just this browser. Then press Run Backtest to simulate every trade the strategy would have made across your chosen history.
5
Read the headline metrics
Total Return, Win Rate, Sharpe Ratio and Max Drawdown are the four numbers to look at first — see the glossary below for what each one actually tells you.
6
Look at the equity curve, not just the end number
The green line is your strategy's account value over time; the grey dashed line is what simply buying and holding would have done. A strategy that ends up ahead but spent months well below buy-and-hold is a very different bet than one that led the whole way.
7
Check the trade log, then export it
Every individual trade is listed with entry/exit dates, price, and return — click WHY on any trade to see, in plain English, what conditions triggered it. Use ⬇ Export CSV to download the full result if you want to keep it, share it, or dig into it in a spreadsheet.

What the metrics actually mean

No jargon left unexplained — here's every headline number in plain English.

Total Return
How much your starting capital would have grown (or shrunk) by, in percent, over the whole test period — shown next to what simple buy-and-hold would have done, so you can see if the strategy actually added anything.
Win Rate
The percentage of trades that closed in profit. A high win rate doesn't automatically mean a good strategy — a few large losses can still outweigh many small wins.
Profit Factor
Total money won divided by total money lost. Above 1.5 is generally considered solid; below 1.0 means the strategy lost more than it made overall.
Sharpe Ratio
Return per unit of risk taken — a way of asking "was this return worth the bumpy ride?" Above 1.0 is generally considered good; higher means smoother, more consistent gains rather than a few lucky spikes.
Max Drawdown
The single worst peak-to-trough drop the account went through during the test. This is arguably the most important "could I have actually stomached this" number — a strategy with great returns but a 40% drawdown is one most people would have abandoned halfway through.
Avg / Best / Worst Trade
The typical, best, and worst single trades in the run, in both percent and actual £ terms based on your trade sizing — useful for sanity-checking whether one lucky trade is carrying the whole result.

Common mistakes to avoid

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Testing on too short a window. A strategy that looks brilliant over the last 3 months might just have gotten lucky with the market's direction. Test across at least a year, and ideally across a period that includes a downturn.
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Changing several settings at once. If you tweak the RSI threshold and the stop-loss and the trade size all in one go, you won't know which change actually mattered. Adjust one thing, re-run, compare.
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Chasing a high win rate. A strategy that wins 80% of the time but loses big on the other 20% can still be a net loser. Look at Profit Factor and Max Drawdown alongside Win Rate, never on their own.
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Forgetting real-world friction. This simulator doesn't fully model fees, taxes, and slippage — real results would typically be a little worse than what's shown here, not better.
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Ready to test your first idea?

Free to use, no real money involved — just history, replayed honestly.

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