Strategy backtest
Signals are generated on closed 4H candles and filled at the next candle open — no lookahead.
Backtest failed
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Replaying the strategy…
Each closed candle is re-scored with the live engine. Longer lookbacks take a few seconds.
Equity curve
Fixed-fractional risk · fees and slippage applied per side · hover the curve to inspect
Trade log
Every simulated entry and exit, newest first
| # | Entry | Exit | Entry price | Exit price | Bars | Return | R | P&L | Reason | Score |
|---|
No trades triggered
Try a lower minimum score or a longer lookback.
How this backtest works
Transparent assumptions — read them before trusting a number
Entry
When the live 0–100 score is at or above your minimum on a closed 4H candle, the trade fills at the next candle's open, adjusted for slippage.
Exit
Stop-loss or the selected target (T1/T2) from the same trade plan. If both are touched inside one candle, the stop is assumed to fill first. Positions also close after the max-hold limit.
Sizing
Each trade risks your chosen percentage of current equity. Position size is capped at available cash, so the simulation never uses leverage.
Costs
Fees and slippage are charged on both entry and exit. No funding, taxes or exchange minimums are modelled.
No lookahead
The score uses only candles that had already closed. The daily trend filter only sees daily candles whose close was known at that moment.
What it ignores
Intrabar path, partial fills and news gaps. It is a rule-based sanity check, not a promise of future performance.
Not financial advice. Historical simulation on public Binance spot data; past results do not guarantee future returns.