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

3 selected

Select up to 5 instruments to backtest in parallel (shared or per-coin capital). 4–5 coins require Pro. Leave none selected to use the first 3 defaults. Strategy weights mirror your live account when per-user learning is enabled.

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

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

Feature Toggles

▼

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 uses its own ATR/fixed trailing distance (set in the Trailing TP options box) and ignores Partial TP, Lock-In, the standalone Trailing Stop toggle, and "Trail dist" R. Breakeven still fires as a floor (matches live), and "Activate at" R still gates when the trail starts moving (default 1.0×R, plus a fee-based floor — see manage-engine.js line 168).
  • Trail engages too early / too late? Increase "Activate at" R to push the trail out (default 1.0×R live), and in Trailing TP mode adjust ATR Multiplier / Fixed Trail % below — the ATR distance is clamped to 1.2×–3.0×ATR in risk-engine.js, so values outside that range are capped.
  • 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.
  • Live defaults (mekal420420 audit 2026-04, used as platform baseline): Min Score 55 · Min Confidence 40 · Min R:R 1.8 · BE 1.0×R · Trail start 1.0×R / dist 1.5×R · Cooldown 20h same-direction / 6h same-coin · ADX gate ON @ 22 · Volatility Protection ON · Loss-Recovery Cooldown ON (2 losses → 6h) · Max Daily Loss 4% · Drawdown Sizing ON · Pullback Entry ON · Late-Trend Reject ON · Trailing TP (ATR 1.4×) · Lock-In OFF · DCA OFF.

Simulated on historical candles

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

Entry gates

Quality filters

Confirmation Triggers
x avg vol
bars

Take-Profit Mode

Stop Management

Trigger at × R (1.0 live)
Activate at × R (1.0 live)
Trail dist × R behind best (1.5 live)
Fixed SL (0=off)
ATR Stop Mult (1.0=default)
Chop Protection (ranging/compression/mixed)
Volatility & Trend Filters
Size mult (high vol)
Min ADX
After losses
Wait h

Position Sizing

Risk Controls

% threshold
min expectancy

Stocks Only EQUITY

Mirror of the live Stocks Only trading settings. These gates apply ONLY to equity (eq:*) instruments — crypto coins ignore them entirely. They have no effect on a crypto-only backtest.

Macro Regime Shift Protection

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)

Costs & Realism

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