Backtesting

Test before you trade.

Backtest any strategy against real historical market data. See how your trading idea would have performed before risking real capital - using live data from Binance and Alpha Vantage.

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What is backtesting

Simulate the past. Trade the future with confidence.

Backtesting simulates how a trading strategy would have performed using historical market data. It reveals strengths, weaknesses, and risk exposure before you ever trade live - without risking a single dollar.

Statistical confidence before you go live

Backtesting gives you hard numbers - win rate, profit factor, max drawdown, Sharpe ratio - so you can validate or discard a trading idea before it costs you money. Avoid decisions driven by emotion or recency bias.

Optimise without curve-fitting

Use adjustable date ranges and walk-forward analysis to test your strategy across different market conditions - bull runs, bear markets, and consolidation. Avoid fitting parameters to past data that will not hold in live markets.

Configuration

Every parameter you need. Nothing you do not.

Set up your backtest in seconds. All parameters are optional beyond symbol and strategy - leave dates blank to use the full available history.

Example configuration

Symbol BTCUSDT
Timeframe Daily (1d)
Strategy RSI Oversold / Overbought
Date range Optional - leave blank for full history
Initial capital $10,000
Bars to fetch 1,000
Advanced settings
Commission Slippage Stop-loss Take-profit
Click "Run backtest" to generate full performance metrics, equity curve, and trade-by-trade log.

Data sources

Binance

Crypto

Up to 3,000 bars on any timeframe. Major and minor pairs.

BTCUSDT ETHUSDT SOLUSDT BNBUSDT All major pairs
Alpha Vantage

Forex and Stocks

Full daily history. Intraday data up to 30 days.

EURUSD GBPJPY AAPL TSLA SPY
Results

What you get from every backtest.

Every backtest returns a full performance breakdown. The example below shows real output for a BTCUSDT RSI strategy across 1,000 bars with $10,000 initial capital.

EXAMPLE OUTPUT - BTCUSDT 1D - RSI OVERSOLD/OVERBOUGHT - 1,000 BARS - $10,000 INITIAL CAPITAL

-51.98%
Total return
35.3%
Win rate
67.11%
Max drawdown
0.45
Profit factor
-5.84
Sharpe ratio
-5.55
Sortino ratio
17
Total trades
$4,802
Final capital
Also included in every backtest: Average win and loss - Best and worst single trade - Consecutive wins and losses - Long vs short breakdown - vs. buy-and-hold comparison
Elevating Traders Strategy Back-test dashboard showing configuration panel with BTCUSDT symbol, Daily 1d timeframe, RSI Oversold Overbought strategy, RSI period 14 with oversold threshold 30 and overbought threshold 70, start and end date pickers, initial capital 10000 USD, bars to fetch 1000, advanced settings for commission slippage and stop loss take profit, and Run backtest button

Ready to test your strategy? Run a backtest now using real Binance and Alpha Vantage data. No card required.

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Metric guide

Understanding your results.

Every metric tells you something different about your strategy. Here is what to look for.

Win rate

The percentage of trades that closed at a profit. A high win rate does not guarantee profitability - position sizing and average win vs loss size matter equally.

Profit factor

Gross profit divided by gross loss. A value above 1.0 means the strategy was profitable overall. Aim for 1.5 or higher as a baseline.

Sharpe ratio

Risk-adjusted return. Measures return relative to volatility. Higher is better - above 1.0 is considered acceptable, above 2.0 is strong.

Max drawdown

The largest peak-to-trough loss during the test period. This is your worst-case scenario - understand it before going live.

Sortino ratio

Similar to Sharpe but focuses only on downside deviation. Better at distinguishing harmful volatility from beneficial volatility.

Consecutive losses

The longest losing streak during the backtest. A critical psychological and risk management test - can you hold position sizing through this drawdown?

Why use our backtesting

Built for traders who want an edge, not a guess.

Save months of forward testing

Run thousands of simulated trades in seconds. Discover whether your edge holds across different market cycles before committing real capital to a strategy.

Institutional-grade data

Binance for crypto (up to 3,000 bars) and Alpha Vantage for stocks and forex. The same data sources used by the live signal engine.

Advanced settings built in

Configure commission, slippage, and custom stop-loss and take-profit levels. Test your strategy under realistic trading conditions, not theoretical perfect fills.

Connected to Strategy Builder

Build a strategy in the Strategy Builder, run the backtest, review the results, then activate live signal delivery - all in one platform.

Want to build your own strategy first? Use the Strategy Builder to define your rules, then run the backtest directly from there.

Go to Strategy Builder
Get started

From idea to backtest in three steps.

No installation. No configuration files. Open the dashboard and run your first backtest in minutes.

1

Select a strategy

Choose a built-in strategy (RSI, EMA cross, Bollinger) or build your own in the Strategy Builder.

2

Set parameters

Choose your symbol, timeframe, date range, initial capital, bars to fetch, and any advanced settings (commission, slippage, stop-loss, take-profit).

3

Run and analyse

Click "Run backtest" and review the full metrics dashboard, equity curve, and trade-by-trade log. Refine and re-run until the numbers hold.

All strategies and examples are for illustration only. Build your strategy based on your own testing and risk tolerance. Past backtest results do not guarantee future performance.

FAQ

Frequently asked questions.

Binance for crypto (BTCUSDT, ETHUSDT, and all major pairs) - up to 3,000 bars on any timeframe. Alpha Vantage for forex (EURUSD, GBPJPY, etc.) and stocks (AAPL, TSLA, SPY) - full daily history plus intraday data up to 30 days.
Total return, win rate, max drawdown, profit factor, Sharpe ratio, Sortino ratio, total trades, final capital, average win and loss, best and worst trade, consecutive wins and losses, long vs short breakdown, and a buy-and-hold comparison.
You can configure commission rate, slippage, and custom stop-loss and take-profit levels. These settings allow you to test your strategy under realistic trading conditions rather than theoretical perfect execution.
Yes - start date and end date are both optional. If left empty the backtest uses all available data. Setting specific date ranges lets you test across bull markets, bear markets, or consolidation periods separately.
Yes - you can backtest any strategy built in the Strategy Builder, including custom indicators, SMA strategies, and automation bots. RSI is just one example of the available strategy types.
No - past performance does not guarantee future results. Backtesting is a validation tool, not a prediction. Always combine backtest analysis with proper risk management using Maysa AI before going live.

Start testing your strategy today.

Run a backtest against real market data. Know your edge before you risk a single dollar.

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