AlphaConfluence

Historical Backtest

Simulate the full trading engine on historical candles. Toggle features to compare performance.

Backtest Methodology

Sample size — Aim for 30+ trades minimum; 100+ for higher confidence.
Stress test — Try different min scores; if results collapse on small changes, strategy may be fragile.
Walk-forward — Use train/test split to validate out-of-sample performance.

Backtest Parameters

Coin

Start Date

End Date

Min Score

Leverage

Initial Balance ($)

Risk Mode

Risk per trade (%)

Risks this % of current balance each trade. Grows/shrinks with account.

Fixed risk per trade ($)

Max loss if stop-loss hits. Position size = risk ÷ stop distance (e.g. $200 risk with 2% stop → $10,000 position). Wins can exceed this amount.

Capital Mode

Shared = return % based on 1 account balance across all coins.

Timeframe

Mode

Train % Apply training results to strategy weights

Teaches the live system to reduce trades in losing regimes (e.g. ranging).

Sweep Min Score (comma-sep)

Feature Toggles

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Toggle features to compare runs. Only the “Simulated on historical candles” section changes this backtest’s equity curve. Options under “Live / account only” still save to your account (Performance / paper / auto-trade) but are not replayed on historical data here.

Tips & Conflicts

Trailing TP mode ignores Partial TP, Breakeven, and Trailing Stop — the stop trails from entry instead. Use Fixed TPs if you want those features.
Trailing Stop triggers early? Increase "Activate at" R (default 1.5×R) or widen "Trail dist" (default 1.5×R) — bigger numbers = wider, less frequent stops.
DCA + Score Re-check can conflict: DCA adds to losers when the signal re-confirms, but Score Re-check may exit when the score drops. Prefer DCA OFF if using Score Re-check.
Quality filters (Price-Action Confluence, Volatility Filter, Volume Confirmation) stack — using all three reduces trade count but improves quality.
Recommended defaults: Session Filter OFF (crypto 24/7) · Min R:R 1.2 · Price-Action Confluence ON · Trailing dist 2.0×R · Max Daily Loss 5% · DCA OFF · Score Re-check ON.

Live / account only

These update your saved settings (Save to Account, presets, Performance). They do not change this page’s historical simulation — no order book, sentiment DB, themes, mirror, or multi-position correlation in the bar-by-bar engine.

FLOW Flow Score Modifier FLOW Order Flow Gate (block opposing flow) THEME Theme Detector

Sentiment & social

SENTIMENT Sentiment Integration SENTIMENT Sentiment Divergence Boost

AI strategy

AI AI Strategy Selector AI AI Weight Adjustment

Portfolio (multi-leg)

PORTFOLIO Risk Parity Sizing PORTFOLIO Correlation-Based Sizing RISK Correlation Filter

Prediction / meta (not driving sim)

PREDICT Regime Transition Prediction PREDICT Win-Rate Model PREDICT TP/SL Hit Probability PREDICT Ensemble Confidence PREDICT Walk-Forward Validation

Simulated on historical candles

From here down (through Costs & Realism), toggles feed the backtest engine and can change trades and equity.

Entry gates

Min Score (entry threshold)

Cooldown (hours, 0 = off)

QUALITY Confidence Entry Filter

Min Confidence

Quality filters

SIGNAL BTC Signal Filter SIGNAL BTC Correlation Penalty SIGNAL Session Filter (12-22 UTC) SIGNAL Min R:R Filter

Min R:R

QUALITY Price-Action Confluence (OB/FVG/Liq) QUALITY Volatility Filter (skip extreme) QUALITY Volume Confirmation QUALITY Funding Rate Filter QUALITY Top/Bottom Reversal Gate

Confirmation Triggers

CONFIRM Candle Close Confirmation CONFIRM Volume Spike Confirmation

Spike Threshold x avg vol

CONFIRM Momentum Acceleration Gate CONFIRM Pullback / Retest Entry

Level Max Wait bars

CONFIRM Breakeven Score Re-Check

Min Score at BE

Take-Profit Mode

Fixed TPs (TP1/TP2/TP3) Trailing TP (ride the trend)

Distance Mode

ATR Multiplier

Fixed Trail %

TP Partial Take Profits (40/30/30)

Stop Management

BE Breakeven Stop

Trigger at × R (0.75 recommended)

TS Trailing Stop Loss

Activate at × R (1.5 recommended)

Trail dist × R behind best (2.0 recommended)

LOCK Stepped Profit Lock-In RISK SL Distance Cap (15%) FIX Min SL Distance (1× ATR)

Fixed SL (0=off)

RISK Score Re-check (Exit/Reduce)

Chop Protection (ranging/compression/mixed)

CHOP Chop Mode

CHOP Fixed TP in Chop

Trail activation % (chop)

Trail ATR mult (chop)

Same-coin cooldown h

Max positions (chop)

Note: “Max positions (chop)” applies to live/paper multi-trade accounts; this backtest simulates one position per run.

Size mult (chop)

Volatility & Trend Filters

VOL Volatility Protection

Size mult (high vol)

ADX Trend-Strength Gate (ADX)

Min ADX

TF Timeframe Divergence Hold COOL Loss-Recovery Cooldown

After losses

Wait h

Position Sizing

SIZE Confidence Sizing SIZE Kelly Criterion Sizing

Risk Controls

Max Daily Loss % (0=off)

RISK Drawdown Sizing

% threshold

RISK Expectancy Filter

min expectancy

QUALITY Min Volume Filter

Macro Regime Shift Protection

MACRO Enable Macro Shift Protection

BTC 1h Move % Trigger

Close % of Losers

Alt Signal Confirm %

When BTC moves ≥ threshold in 1h and alt signals confirm: losing trades get partially closed, winning trades get SL moved to breakeven.

DCA (Dollar Cost Average)

DCA Enable DCA

Max Adds

Dip % per Level

Add Size (% of original)

Min Score to Re-confirm

Costs & Realism

COST Trading Fees (0.1%) COST Slippage (0.05%) STRESS Stress Test (1.5× slippage) FIX Close-Based Stops (realistic)

All ON/OFF includes the amber “Live / account only” block (still saved to your account). Preset:

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Starting backtest...

Summary

Total Trades

Win Rate

Total PnL

Return %

Profit Factor

Max Drawdown (Realized)

Left on Table & TP Suggestion

Profit left on table: $0

Trades exited before best price: 0

Suggested trailing: Start at 1.5× R, trail 2× R behind best price.

Equity Curve

Regime Breakdown

Per-Coin Per-Regime — Disable poor regimes

Actions Taken & Exit Reasons

Action Badges

Exit Reasons

Feature Toggles Used

Per-Coin Results

Coin	Trades	Wins	Losses	Win Rate	PnL	Return %	Max DD % (Realized)

Trade List

Date	Coin	Dir	Entry	Exit	Reason	Actions	PnL