EDUCATIONAL TOOLILLUSTRATIVE BACKTEST · HISTORICAL DATA. Past performance is not indicative of future results.
Results are a methodology illustration, not a forward-looking projection. Not investment advice.
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Pick a methodology, pick an instrument, pick a window. The engine walks history bar by bar,
applies your risk rules, computes equity curve, drawdown, R-multiple distribution.
Pure paper-trading. Pure education.
Enginev1 · client-side
Methods12 ready
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Across all instruments (live)
LIVE · 44 REAL NSE INSTRUMENTS
Total trades,
Win rate,
Expectancy,
Profit factor,
CAGR,
Max DD,
Sharpe,
Final equity,
Sortino,
Calmar,
Payoff ratio,
Avg hold,
Exposure,
Max losing streak,
Strategy vs buy & hold,
Performance by market regime
ILLUSTRATIVE
Parameter robustness
ILLUSTRATIVE
Average R across a grid of profit target (columns) and maximum hold (rows). A real edge stays green across the whole grid. If only one cell works, the parameters are likely curve-fit to the past.
Consistency over time
ILLUSTRATIVE
Expectancy in each slice of the tested history. An edge you can trust shows up across eras, not just one lucky stretch.
Equity curve
ILLUSTRATIVE · HISTORICAL
Drawdown profile
ILLUSTRATIVE · HISTORICAL
R-multiple distribution
ILLUSTRATIVE
Monthly returns heatmap
ILLUSTRATIVE
Trade log ,
#
Entry date
Dir
Entry
Stop
Exit date
Exit
Reason
R
P&L (₹)
Run a backtest to see trades here.
Past-performance disclaimer: the equity curve above is a historical illustration of the selected methodology on the selected instrument with the selected risk rules. It is not a forward-looking projection. Real trading involves slippage, gap risk, partial fills, broker outages, emotional execution, regime change, and many other factors not modelled here. A profitable historical backtest does not guarantee future profitability. A money-losing backtest does not guarantee future losses. The backtest is an educational tool for understanding methodology behaviour; nothing more.