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Backtesting System™ (S&O)

Backtesting System™ (S&O) is a backtesting system that allows users to perform backtests from confirmation signals. Many options are included to provide more complete and diverse backtestings to the user, each core component of the system are described in the following pages:

»Entry Rules»Settings Optimization»Exit Conditions»Take Profit & Stop Loss»Changelog

Backtest Parameters

The Backtesting System™ (S&O) use the following default properties:

Backtesting WindowDisabledIf enabled, will backtest the strategy using the user set amount of most recent bars available (this will also disable sensitivity optimization). If disabled will backtest all the available historical data
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.