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 the RSI 30/70 strategy on real crypto candles
The RSI 30/70 strategy is the textbook mean-reversion swing system: it buys when RSI(14) crosses back up through 30 — price recovering from an oversold stretch — and takes profit when RSI crosses down through 70, i.e. after the rebound has reached overbought territory. It deliberately stands aside while the market simply trends.
This page loads the full rule into the backtester with the RSI(14) line drawn beneath the price chart. The simulator fills both sides at the next bar's open, layers on your fees and slippage, and reports the equity curve, Sharpe/Sortino, max drawdown, profit factor and every round trip — computed locally on real exchange candles.
How it works
- Pick a trading pair, interval and number of bars.
- The strategy ENTRY/EXIT formulas load into the editor, fully editable.
- Set fees, slippage and optional stop-loss / take-profit.
- Run the simulation and inspect the equity curve, Sharpe/Sortino, drawdown and trade list.
Frequently asked questions
When does the RSI 30/70 backtest buy and sell?
ENTRY fires on the bar where RSI(14) crosses upward through 30 — buying the recovery, not the falling knife. EXIT fires when RSI(14) crosses downward through 70, booking the move once the rebound is judged overbought.
Does buying oversold crypto actually work?
It works when the asset mean-reverts — typically in ranging or recovering markets — and bleeds in sustained downtrends, where RSI can sit under 30 for a long time. The backtest makes the difference measurable per pair and interval; the optional stop-loss field lets you cap the tail risk.
More strategy backtester pages
MA Cross 5/20 · MACD Cross · Bollinger Breakout · KDJ Cross · Donchian 20/10