Turn your ideas into a set of clear rules, then replay them against historical price data with realistic costs. See how your rules would have performed — including the losing streaks every rulebook has — before risking real capital.
Disclaimer: Trading financial instruments involves risk. Simulated and historical results do not guarantee future performance, and this page is for education only — not financial advice.
To keep results accurate, confirm the basic parameters below before building rules — changing them resets the whole workspace.
Each template is a complete plan — symbol, capital, position sizing and rules (entry + exit) all filled in. Load one and you can run it immediately.
Nothing is locked: every number stays editable. Each card also tells you where the idea breaks down — which matters more than how it looks on history.
A carefully stacked 3-condition entry that looks brilliant on history. Import it, then take it to the Training Ground and watch it fall apart.
Where it breaks: Out-of-sample data. Every extra condition was tuned to one specific stretch of the past — that is overfitting, and the blind test is designed to expose it.
Bets that a move, once started, tends to continue — buy when the fast average crosses above the slow one, exit when it crosses back.
Change any value, then load the template into the editor below.
Where it breaks: Sideways, choppy markets. The averages cross back and forth and you get whipsawed into a string of small losses.
Bets that a new high signals fresh demand — buy when price breaks the highest level of the last 20 bars, exit when it breaks the lowest.
Change any value, then load the template into the editor below.
Where it breaks: Range-bound markets full of false breakouts. Price pokes above the high, fails, and reverses — you bought the top of the range.
Bets that a sharp sell-off overshoots and snaps back — buy when RSI drops below 30, exit when it recovers above 70. Sized by risk, not by cash.
Change any value, then load the template into the editor below.
Where it breaks: A sustained downtrend. RSI can stay 'oversold' for months while price keeps falling — this is how beginners catch falling knives.
Bets that price drifts back toward its 60-bar average — buy the dip below it, exit when price closes back above.
Change any value, then load the template into the editor below.
Where it breaks: Strong one-way trends. Price leaves the average behind and never comes back, so you sit in cash (or early) while it runs away.
A trend entry wrapped in a fixed stop (-5%) and target (+15%), sized so each stop costs ~1% of the account — the textbook shape of a trade plan.
Change any value, then load the template into the editor below.
Where it breaks: Nothing here is broken when it loses — that is the point. A stop means you take small losses on purpose; a plan that never loses is a plan with no stop.
Starts small, adds once the trade is up 5%, then trails a tiered stop so profit is protected on the way up.
Change any value, then load the template into the editor below.
Where it breaks: A sharp reversal right after you add. You cannot add size without also adding risk — pyramiding amplifies both directions.
Choose the symbol you want to study, your starting capital, and how much to risk on each trade. Fees and slippage are real numbers — what you see is what the market would have charged.
Two sentences are enough to start: when to get in, and when to get out. Stack conditions like building blocks — no code, and every rule reads back to you in plain language.
Run the plan over real price history and see what actually happened — the equity curve, the drawdown, and every entry and exit marked on the chart. Judge it by the numbers, not by how convincing the idea sounds.
Stock backtesting replays your trading rules against historical price data to show how the strategy would have performed. It is a research step — not a guarantee of future results, but a way to stress-test an idea before risking real capital.
Historical data
Cached daily prices for supported stocks and ETFs — choose 1 to 10 years of history, with the free plan replaying the last two. Minute-level bars are available for intraday testing.
Entry / exit rules
The conditions that trigger buying and selling, combined visually without code.
Commission & slippage
Realistic trading costs applied to each simulated order so results are not overstated.
Pick a symbol and a rule
Choose SPY and build a simple moving-average crossover: buy when the 20-day crosses above the 50-day, sell on the reverse.
Run the backtest
The engine replays the rule bar by bar over the history you selected — up to ten years of daily data — applying commission and slippage to every fill.
Read the evaluation
You get total return, max drawdown, win rate, and profit factor — plus a plain-language note on whether the strategy favors trending or choppy markets.
Judge it honestly
A good backtest result is an idea worth validating further, not proof. The next step is checking it on data it has never seen.
Pick a market
Choose the stock, ETF or crypto pair you want to study.
Build the rules
Combine entry, exit and position rules as visual blocks — no code required.
Run the test
The engine replays the rules bar by bar over real price history.
Read the result
Review the return, drawdown and equity curve, plus a plain-language assessment of strengths and weaknesses.
Total return
Overall profit/loss over the test window, before taxes.
Max drawdown
Worst peak-to-trough decline — a measure of how painful the strategy can be to hold.
Win rate
Share of closed trades that profited; must be read together with payoff, never alone.
✗ Tuning the rules until the backtest looks perfect
✓That is curve-fitting to the past. A backtest should test an idea you already had, not be optimized until it passes.
✗ Ignoring commission and slippage to keep the result pretty
✓Costs are the difference between simulation and reality. Backtests without them flatter every strategy.
✗ Treating a strong backtest as a guarantee of future returns
✓Past or simulated performance is not future performance. The backtest is evidence, not prophecy.
Use it when
Skip it when
Write the rule down before running
Fix the strategy in plain language first. If you change it after seeing results, you are no longer testing the rule — you are fitting it.
Read the drawdown before the return
Total return is the headline; max drawdown is whether you could have held on. Judge by the second number first.
Move to the training ground next
A backtest validates the past; the training ground validates on unseen data. Use both for an idea to earn trust.
No. Backtests rely on historical data and cannot account for every real-world condition. They are a tool for research and validation, not a promise of future returns.
Ignoring costs makes results look better than achievable. Including them keeps the simulation closer to what a real account would experience.
Backtesting evaluates a fully specified strategy over historical data, while the training ground lets you build on one part of the data and validate on unseen data to reduce overfitting.
Daily prices for supported stocks and ETFs. The free plan replays the last two years; paid plans go up to ten. Intraday testing adds minute-level bars (1m, 5m, 15m and 30m), and every window ends at yesterday's close so the same inputs always produce the same result.
No. Entry, exit, and position rules are assembled visually as building blocks, then translated into plain language so you can read exactly what the strategy does before running it.
Start with total return for context, then max drawdown and win rate together — drawdown tells you how the strategy feels to hold, and win rate only means something when read alongside the average win and loss.
Start free, scale as you grow. No hidden fees, no surprises.
The full platform with usage limits — no card, no countdown.
Best for
Testing whether an idea survives contact with real data.
No monthly allowance — signup credits only
Deeper history, and your first intraday intervals.
Best for
Swing and intraday strategies on 15- and 30-minute bars, over a decade of context.
Includes 360 credits/month · about 72 runs with review
Every interval we support, and the longest intraday windows.
Best for
High-frequency rules that only make sense on 1- to 5-minute bars.
Includes 1000 credits/month · about 200 runs with review
Backtest results are generated from cached historical price data and do not account for all real-world conditions such as liquidity, gaps or execution delays. Past or simulated 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.