Your First Strategy Backtest

Create a backtest experiment

The backtest entry opens an experiment list. Select New backtest, choose one of the available strategy templates, name the experiment, and create it. Then open its configuration page. One experiment can hold several run versions for comparison.

Set this run’s inputs

Choose the market data source, symbols, date range, and initial equity. Check the strategy, execution and exposure, and risk settings. Dates use UTC, and the end date includes that whole day.

The replay interval sets the candle granularity of the simulated price path; strategy indicators keep their own timeframes. Record the inputs first, then change one variable at a time. See Backtest Settings and Reproducibility for the fields and execution assumptions.

Run and confirm the version was saved

Run the backtest and wait for it to finish. The page then attempts to save a new version in the experiment. Check its version and snapshot under Saved backtest parameters. If saving fails, select Retry save. A local curve alone does not confirm a successful server save.

Check what the strategy did

Read the equity curve, maximum drawdown, trade history, positions, and data warnings. The trade count records reductions or closes, so zero trades can include an open position. Check positions, orders, and diagnostics too. Record the experiment, version, and a trade worth inspecting so you can reproduce the result.