RWA Backtesting
Tokenized stocks, on chain — minute-level backtesting where the market is still young.
Disclaimer: Trading financial instruments involves risk. Backtested results are simulated from historical data and do not guarantee future performance. This page is education only — not financial advice.
15-Minute RWA Backtesting
RWA Backtesting on 15-minute bars over up to 90 days of history, with realistic costs. Validate your strategy before risking real money.
5-Minute RWA Backtesting
RWA Backtesting on 5-minute bars over up to 90 days of history, with realistic costs. Validate your strategy before risking real money.
1-Minute RWA Backtesting
RWA Backtesting on 1-minute bars over up to 60 days of history, with realistic costs. Validate your strategy before risking real money.
Why backtest before you trade?
Backtesting turns an idea into evidence. Instead of risking real money on an untested rule, you replay it against historical prices and see how it would have performed — including the losing streaks that every strategy has.
What you get
Zero-code rule building
Combine entry, exit and position rules visually, with no programming required.
Realistic costs included
Commission and slippage are applied to each simulated order so results stay honest.
Plain-language evaluation
Standard metrics plus a readable assessment of strengths, weaknesses and market fit.
Key concepts
Historical data
Cached daily prices for supported stocks, ETFs, and crypto pairs — the raw material the strategy is replayed against.
Entry / exit rules
The conditions that open and close a position, assembled visually as building blocks instead of code.
Costs and slippage
Commission, spread, and slippage applied to every simulated fill so results stay close to reality.
A walkthrough from idea to result
- 1
Write the rule down
Decide the strategy before touching the tool — for example, buy when the 20-day crosses above the 50-day, sell on the reverse.
- 2
Pick a symbol and run
Choose SPY, set realistic costs, and let the engine replay the rule across the available history.
- 3
Read the drawdown first
Total return is the headline, but max drawdown and win rate tell you whether you could have held through the losing streaks.
- 4
Validate next
A good backtest is an idea worth checking further on unseen data in the training ground — not proof that it will work live.
Mistakes traders make
✗ Tuning the rules until the backtest looks perfect
✓That is curve-fitting to the past. Test the idea you had first, not the version you adjusted to pass.
✗ Ignoring costs to keep the numbers pretty
✓Commission and slippage are the difference between simulation and reality. Backtests without them flatter every strategy.
✗ Reading a strong backtest as a promise of future returns
✓Past or simulated performance is not future performance. The backtest is evidence, not prophecy.
When this tool fits — and when it does not
Use it when
- ✓When you have a fully specified rule and want to see its historical behavior.
- ✓Before risking capital, to check the winning and losing streaks you must survive.
- ✓When comparing two variations of the same idea on the same data.
Skip it when
- ✗Iterating endlessly until the historical result looks good.
- ✗Using a few months of data as a meaningful sample.
- ✗Skipping out-of-sample validation before going live.
Practical tips that actually help
Fix the rule before running
Write the strategy in plain language first. Changing it after seeing results means you are fitting it, not testing it.
Judge by drawdown, not return
The worst decline determines whether you can hold on. Check it before you trust the headline return.
Move to the training ground next
A backtest validates the past; the training ground validates on unseen data. Use both before any live money.
Frequently asked questions
Is backtesting free?▾
The core platform is free with monthly usage limits. The free plan includes a number of backtests each month; a paid plan raises the limits.
Do I need to code?▾
No. Strategies are built visually from rules, and the platform translates them into plain language.
Does backtesting guarantee profits?▾
No. Backtests use historical data and cannot guarantee future results. They are a research tool, not a promise.
Which markets can I backtest?▾
The current build covers US stocks and ETFs, plus major crypto pairs. Each market is treated with its own data and cost assumptions so results stay honest.
What is the difference between a backtest and the training ground?▾
A backtest replays a fully specified strategy over a continuous stretch of history. The training ground adds a discipline layer: build on one slice of data, then validate on unseen data to expose overfitting.
Backtesting is provided for educational and research purposes only. Simulated or historical performance does not guarantee future results.
Disclaimer: The tools and content on this site are provided for educational purposes only and do not constitute investment advice. Trading and investing involve a substantial risk of loss, and past performance does not guarantee future results.