Strategy Backtester
Backtest signal strategies over real exchange candles — the same WASM indicator engine computes your ENTRY/EXIT lines, and the simulator fills at the next bar's open with fees, slippage and optional protective stops.
How fills are simulated
ENTRY / EXIT are 0/1 output lines of the same array DSL the Indicator Lab uses — the WASM engine computes them over the loaded candles; any other output lines are drawn on the chart.
Beyond H L O C V, formulas can reference data series by name — DATE TIME MKTCAP TVOL — auto-loaded and aligned to the bars (CoinGecko series are daily, forward-filled on intraday charts).
A signal known at bar close fills at the next bar's open (no lookahead bias), worsened by slippage; fees apply per side.
Stop-loss / take-profit trigger intrabar against the bar's low/high — gaps fill at the open, and when both are touchable in one bar the stop is assumed first.
Long-only, all-in per trade; an open position at the end of the data is closed at the last close. Sharpe/Sortino are annualized from per-bar equity returns.
Backtest crypto trading strategies on real exchange candles
The Strategy Backtester turns any indicator formula into a testable trading system: you write boolean ENTRY and EXIT lines in the same WASM-powered DSL used by the Indicator Lab, and the simulator replays them over real exchange candles — filling orders at the next bar's open with fees, slippage and optional stop-loss / take-profit protection. No spreadsheet, no code environment, everything runs locally in your browser.
How it works
- Pick a trading pair, interval (15m–1D+) and number of bars.
- Write your ENTRY / EXIT formulas or load a preset such as MA Cross 5/20, MACD Cross or RSI 30/70.
- Set fees, slippage and optional protective stops.
- Run the simulation and inspect the equity curve, Sharpe / Sortino ratios, max drawdown, profit factor and the full trade list.
Strategy backtest pages
Every preset strategy has its own backtest page: MA Cross 5/20 · MACD Cross · RSI 30/70 · Bollinger Breakout · KDJ Cross · Donchian 20/10.
Frequently asked questions
When does the backtest simulator fill trades?
Orders are filled at the next bar's open after a signal fires. This avoids the look-ahead bias of same-bar-close fills that makes many naive crypto backtests look better than reality.
Are trading costs included in the simulation?
Yes. Fees and slippage are configurable, and optional stop-loss / take-profit protective stops can be applied to every position.
Which performance metrics does the backtester report?
Each run reports an equity curve plus Sharpe ratio, Sortino ratio, max drawdown, profit factor and a full trade-by-trade list.
My backtest looks great — is the strategy good?
Not necessarily. A single backtest is an in-sample result and can be overfitted to one chart. Validate robustness with the Multi-Coin Scanner, which scores your formula blind on out-of-sample data across many coins.