Architect Your Edge
Architect Your Edge
Validate your strategies against historical market data with precision and depth.
EdgeKeeper's backtesting engine is a powerful simulation environment that replays historical market data through your strategy's logic. It allows you to verify performance, analyze risk, and optimize parameters before risking real capital.
Before running a backtest, you can customize the simulation parameters in the configuration modal.
Define how your strategy manages trade exits. These settings apply globally to all trades generated by the strategy.
After a backtest completes, you will receive a comprehensive performance report available in the Backtest Dock and detailed view.
Net profit/loss as a percentage of initial capital.
Percentage of trades that closed in profit.
Ratio of Gross Profit to Gross Loss.
Largest peak-to-trough decline in account equity.
Risk-adjusted return metric (Return / Volatility).
Average expected return per trade in quote currency.
Total, Winning, and Losing trade counts.
Average time a trade is held open.
Average Win Amount / Average Loss Amount.
Largest single-day profit and largest single-day loss.
If your backtest returns 0 trades, check:
"Execution Error" usually means a calculation failed (e.g., division by zero in a custom logic node). Check the Diagnostics panel for hints.