Backtesting System™ (OSC) is a backtesting system that allows users to perform backtests using features from our Oscillator Matrix™ toolkit. Users can create their own entry and exit conditions as well as control take-profit and stop-loss placement, each core component of the system are described in the following pages:

Backtest Parameters

The Backtesting System™ (OSC) use the following default properties:

Backtesting WindowBarsDetermines how the backtesting interval is set. If Bars is selected the most recent specified amount (in Window (Bars)) will be used to backtest the strategy. If Date is selected the interval will be set using the specified starting and ending dates, while using “Entire History” will use all the available historical data
Window (Bars)2000Amount of the most recent bars used to backtest the strategy if Bars is selected in Backtesting Window
Window Start2024-01-01 00:00Starting date of the backtesting strategy if Date is selected in Backtesting Window
Window End2024-01-01 00:00Ending date of the backtesting strategy if Date is selected in Backtesting Window and if the Window End toggle is enabled
Initial Capital10 000Initital amount of funds available at the start of the backtest
Base CurrencyDefaultCurrency used for performing the backtest, backtest statistics will be expressed using this curreny. If Default is selected the symbol currency is used
Order Size1 ContractDetermines the amount of contracts/currency to buy or sell, can be expressed in contracts, currency, or percent of equity
Commission0%Fees paid per clotured trades, can be expressed as currency per contracts, currency per order, or % of the total transation value
Margin for long position0%Equity percentage required to fund a position
Margin for short position0%Equity percentage required to fund a position

These should be adjusted to return more precise and accurate results of the real performance of a trading strategy.


Backtests are not indicative of future results. Backtesting strategies on synthetic data does not return representative results of a strategy. Backtests should be performed on charts returning real closing prices. See here for more information.

CFTC Rule 4.41 - Hypothetical or Simulated performance results have certain limitations, unlike an actual performance record, simulated results do not represent actual trading. Also, since the trades have not been executed, the results may have under-or-over compensated for the impact, if any, of certain market factors, such as lack of liquidity. Simulated trading programs in general are also subject to the fact that they are designed with the benefit of hindsight. No representation is being made that any account will or is likely to achieve profit or losses similar to those shown.