The backtest log

The benefits and risks of backtesting

Backtesting is a way of analysing the potential performance of a trading strategy by applying it to a data set of historical data. Backtesting relies on the idea that strategies which produced good results in past will likely perform well in future market conditions. Therefore, by trying out trading strategies on previous datasets that closely relate to current prices, regulations and market conditions, traders can test how well strategies are likely to perform before making any live trades.

What is the back test log?

The backtest log data table shows the detail of all of the historical trades executed and the outcomes (Select a specific time period on the chart as necessary to see the detail)

How to access: Navigate to the Backtest report

Select a strategy name from the Test page and run a backtest or you will be automatically redirecred after creating a new strategy. The Backtest log table displays all the data you need to be aware of.

It’s important to note that backtesting isn’t a guarantee that a strategy will be successful in future. Past results are never a fool-proof indicator of future performance. Rather, it’s part of due diligence before opening a position to increase the probability of success.

Past performance is no guarantee of future results. Traders must not assume a strategy will continue to do well in the future simply because it's done well in the past