Backtest Engine
Validate strategy variants against historical perpetual data before risking capital.
The backtest engine is where a candidate strategy earns the right to move forward. It is designed to answer whether an idea survives realistic replay and whether the drawdown profile is acceptable for the capital sleeve you plan to use.
Standard review flow
Select a strategy
Choose a strategy or feature configuration from the workspace.
Define parameters
Set sizing, entry rules, exits, and risk limits for the replay.
Run the replay
The engine replays historical market data against your configuration with tick-level precision.
Review the output
Analyze the results before deciding whether the strategy should be iterated, promoted, or rejected.
Metrics that matter
| Metric | Why it matters |
|---|---|
| Return | Shows whether the strategy generated enough value over the test window |
| Sharpe ratio | Helps compare return quality after accounting for volatility |
| Max drawdown | Indicates the worst peak-to-trough decline you would have lived through |
| Win rate | Helps explain how often the strategy was directionally correct |
| Profit factor | Shows whether gross profits outweighed gross losses by a healthy margin |
What to review before promotion
Do not promote a strategy based on a single favorable backtest period. Check consistency across multiple windows, including volatile and thin-liquidity regimes.
- Consistency across more than one favorable period
- Drawdown depth and the time needed to recover
- Exposure concentration under the same sizing rules you expect to use live
- Behavior during volatile or thin-liquidity windows
Plan limits
| Plan | Weekly backtests | Concurrent | Queued |
|---|---|---|---|
| Statly | 20 | 1 | 3 |