Backtesting Guide

Test any strategy against 7 years of real exchange data. No synthetic data, no interpolation — every candle is from a real trade.

Available Markets

Crypto Futures 459 USDT-M perpetuals

Crypto Spot 541 trading pairs

Forex 28 major & minor pairs

Stock Indices 20 global indices

Commodities 12 (gold, oil, gas…)

Running a Backtest

Quick Start

Go to the Backtest page from the sidebar
Select a market and symbol
Choose a pre-built strategy from the template library, or build custom
Set timeframe: 1m, 5m, 15m, 1h, 4h, or 1d candles
Set date range (default: last 12 months)
Click Run Backtest

Understanding Results

Every backtest produces a detailed report with these key metrics:

Win Rate Percentage of trades that were profitable

Sharpe Ratio Risk-adjusted return (>1.0 is good, >2.0 is excellent)

Max Drawdown Largest peak-to-trough decline in equity

Profit Factor Gross profit / gross loss (>1.5 is solid)

Total Return Net profit as percentage of initial capital

Trade Count Number of completed round-trip trades

Strategy Templates

FerroQuant ships with 198+ pre-built strategy templates organized into 10 categories:

Mean Reversion — RSI, Bollinger Bands, statistical extremes
Momentum — MACD crossover, moving average systems
Trend Following — ADX, moving average ribbons, breakout systems
Volatility — Bollinger squeeze, ATR expansion, Keltner channels
Ensemble — Multi-indicator consensus strategies
Scalping — Short timeframe, high-frequency approaches

Strategy Optimization

The Optimizer runs parameter sweeps to find the best configuration for your strategy. It tests combinations of indicator parameters (RSI period, MA length, etc.) and ranks results by the metric you choose.

Tip: Start with a coarse sweep (wide parameter ranges, large steps) to find promising regions, then run a fine sweep around the best parameters. This is faster and avoids overfitting.

Overfitting Warning: A strategy that scores perfectly on historical data may fail on live markets. Always reserve a "holdout" period — optimize on 80% of the data, then validate on the remaining 20%.

Strategy Discovery & Tournaments

Strategy Discovery automatically tests all 198+ templates on a given symbol and ranks them by performance. Use this when you have a symbol in mind but don't know which strategy suits it best.

Strategy Tournament runs multiple symbols through multiple strategies simultaneously and produces a leaderboard. This is the fastest way to find the best strategy-symbol combinations across an entire market.

Exporting Results

All backtest results can be exported as CSV or JSON for further analysis in Excel, Python, or your own tools. Click the Export button on any completed backtest result.

Run Your First Backtest

Test strategies on real data — no credit card required.

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