Strategy backtester: test exit, stop-loss & take-profit rules on real data
The Strategy Backtester helps investors test rule-based ideas on historical market data before applying those ideas to live decisions.
How it works
- Define the rules. Combine 20+ indicators, RSI, MACD, ATR, moving averages, Bollinger Bands, into entry, exit, stop-loss, and take-profit logic.
- Run it on history. Test the rule set across historical daily data with realistic stop and target handling.
- Read the trade-offs. Inspect win rate, average trade, drawdown, and consistency, and stay sceptical of overfit results.
- Promote to Profit Lock. Turn a promising exit rule into a custom Profit Lock model so analysis and risk management stay connected.
Test rules, not guesses
Use common indicators such as RSI, MACD, ATR, moving averages, and Bollinger Bands to define entry, exit, stop-loss, and take-profit logic.
Understand trade-offs
Backtests can highlight drawdown, win rate, average trade, and consistency, but they are not proof that a strategy will work in the future.
Connect ideas to Profit Lock
Promising exit rules can inform custom Profit Lock models inside the app, keeping analysis and risk management connected.
Common questions
Are backtest results guaranteed?
No. Backtests are historical simulations and can be misleading if overfit or based on assumptions that do not hold in live markets.
Can I use this for exit rules only?
Yes. Exit, stop-loss, and take-profit rules are a core use case.