Backtesting Lab

Test strategies against historical and simulated data

DEMO DATA

Configuration

Strategy

Symbol

Start Date

End Date

Initial Balance

Commission (pips)

Spread (pips)

Slippage (pips)

Leverage

Session Filter

Risk Model

Recent Backtests

London Gold RSI

XAUUSD · 2h ago

+18.4%

US Session Breakout

EURUSD · Yesterday

+9.2%

Mean Reversion

US30 · 3d ago

-2.1%

London Gold RSI Divergence — XAUUSD

Jan 2024 – Dec 2024 · $10,000 initial balance

SIMULATED DATAHISTORICAL

Net Profit

+$4,200

Win Rate

64.8%

Profit Factor

2.14

Max Drawdown

-3.1%

Sharpe Ratio

1.87

Total Trades

247

Expectancy

$17.0

Recovery Factor

3.2

Equity Curve

Drawdown

Monthly Returns

+8.4%

Jan

+3.3%

Feb

-2.7%

Mar

+6.4%

Apr

+4.3%

May

-1.7%

Jun

+5.1%

Jul

+5.6%

Aug

-2.4%

Sep

+6.3%

Oct

+4.4%

Nov

+2.1%

Dec

Trade List (showing 5 of 247)

Symbol	Direction	Entry	Exit	Entry Price	Exit Price	P&L	Duration
XAUUSD	Long	2024-01-15 09:32	2024-01-15 14:18	2018.40	2031.20	+$128.00	4h 46m
XAUUSD	Short	2024-01-18 10:05	2024-01-18 11:22	2044.80	2038.60	+$62.00	1h 17m
XAUUSD	Long	2024-01-22 09:15	2024-01-22 16:40	2027.10	2019.50	$-76.00	7h 25m
XAUUSD	Long	2024-01-25 10:30	2024-01-25 15:55	2033.20	2051.80	+$186.00	5h 25m
XAUUSD	Short	2024-02-01 09:48	2024-02-01 12:10	2058.40	2049.20	+$92.00	2h 22m

⚠ SIMULATED / HISTORICAL DATA — Results are not indicative of future performance. Past performance does not guarantee future results.