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.

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What 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.