How do you read a backtest?

A backtest replays a strategy over past data to estimate how it would have performed. The headline is the equity curve, the running value of the account over time.

In-sample vs out-of-sample

It is easy to fit a strategy to past data. The honest test is out-of-sample: does it still work on data it was not tuned on? A curve that holds up out-of-sample is far more trustworthy.

Look beyond the return

A high return with a deep drawdown, the largest peak-to-trough drop, may be too painful to hold. Consistency and risk matter as much as the final number.

Try it here

Our backtester reports the equity curve, drawdown, and an out-of-sample split so you can judge robustness, not just returns. This is a Pro feature.