Backtest your strategy on real market data

Backtesting lives on the Replay page. Choose when a trade is taken — a setup indicator, or your own rules such as "the 10-period SMA crosses above the 20-period SMA" — then how each trade is placed: the entry order, where the stop-loss goes, a target in R, a time to close anything still open, and how much to risk per trade. Run it over a date range and a symbol, or over a whole watchlist at once: up to 5 symbols and the last 60 days on Analyst, up to 10 symbols and the last six months on Trader, up to 25 symbols and the last year on Pro.

Fills are modelled cautiously, so results are not flattered: when a single bar could have hit both your stop and your target the stop is assumed to have hit first, a trade that fills on a bar can only be stopped out on that same bar, and nothing is ever carried overnight. Nothing is ever sent to your broker.

You get the numbers you would trust a real strategy on — win rate, expectancy, profit factor, drawdown, the equity curve, and breakdowns by hour and weekday — plus every trade in a ledger you can export to CSV. Click "View in Replay" on any trade to watch it play out bar by bar, drawn as a position box with its entry, stop and target. A parameter sweep re-runs the strategy across a range of targets, stops or entries and shows which settings held up (and warns you that the best of many tries is flattered by the days it was picked on). Save strategies by name to come back to them.

Don't want to fill in the form? Describe the strategy in your own words - "long when the 9 EMA crosses above the 20 EMA on 5 minute bars, stop 30 cents under the signal bar's low, 2R target, out by 3:55" - and an AI sets the form up for you, using an AI key of your own. You see every setting it chose, what it assumed, and anything you asked for that the backtester can't do, which is left out rather than faked. Nothing is applied or run until you say so.