Backtesting
Examine how a rule set behaved in historical data.
Backtesting examines how a configured rule set would have behaved across historical data. It reports the simulated outcome distribution so assumptions and variations can be compared using a consistent method.
Apply for accessWhat it does
Configure and compare
Adjust rule parameters and compare variations side by side, with each run based on the selected configuration.
Detail behind the summary
Results show the individual simulated trades behind the summary, so the source of each aggregate figure can be reviewed.
Simulated and live results stay separate
Historical simulations and live outcomes appear in separate contexts. Simulated results include assumptions that do not apply to live execution.
TradingScope provides information, screening and analysis tools. It does not provide investment advice or recommendations, and no output should be treated as a promise of future results. Trading involves risk of loss.