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

Feature Toggles

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Toggle individual features on/off to compare performance. All ON = matches live system exactly.

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 1.5 · Price-Action Confluence + Volatility Filter ON · Trailing dist 2.0×R · Max Daily Loss 5% · DCA OFF · Score Re-check ON.

Signal & Entry Quality

Take-Profit Mode

Stop Management

Trigger at × R (0.75 recommended)
Activate at × R (1.5 recommended)
Trail dist × R behind best (2.0 recommended)

Position Sizing

Risk Controls

% threshold

DCA (Dollar Cost Average)

Costs & Realism

Preset: