Crypto backtesting runs a trading strategy on historical data to show how it would have performed. The Crypto Backtester simulates every trade your rules would have made, with your capital, position size and stop loss, and reports the profit, the drawdown and the full list of trades.
Build the entry and exit rules with the criteria builder, write them as a formula or pick a saved crypto screen, and choose long or short positions. Positions can also close on a stop loss, trailing stop or take profit, after a set number of bars, or at the end of each day, week, month, quarter or year.
Any coin or forex pair covered by the Crypto Screener: the strategy opens a position on every symbol that matches the entry rule. To test specific coins only, list them in the entry formula or use a watch list.
Set the initial capital and the capital at risk per trade, as a fixed amount or a percentage of capital. The position size follows from the stop loss distance: a tighter stop gives a larger position and a wider stop a smaller one, which is why every crypto strategy needs a stop loss.
Yes. Choose Bitcoin as the benchmark, or compare the strategy with the S&P 500, the Nasdaq Composite, gold or another index.
The equity curve compared with the benchmark, the maximum drawdown and the Overall Viability Score, which rates how ready the strategy is for live trading. Every simulated trade is listed, and you can export the list to CSV.
Yes. The Position Maintenance optimizer tests a range of stop loss, trailing stop and take profit values, for example from 2 to 10 percent in steps of 2, and shows the results side by side. You can also find the coins on which your strategy performed best.
