Backtesting

Full historical backtests (sequential simulation, walk-forward, cost stress, holdout discipline) and single/batch replays of the deterministic risk engine against stored data. Results are labelled HISTORICAL and never create orders.

HISTORICALHISTORICAL REPLAY — no orders are createdReplays use stored historical data and recorded overrides; they are kept apart from live risk decisions and cannot be turned into orders.

Insufficient permissions

Requires role trader

Your current dev role is "viewer". Running replays requires trader or above; the API will answer 403.

HISTORICALHISTORICAL BACKTEST — no orders; no profitability claimSimulated on stored data through the unchanged risk engine. Descriptive of one historical sample only; nothing here is a trade instruction or evidence of future results.

Full backtest

Strategy and dataset

Strategy / version

Instruments

EUR/USDGBP/USD

Provider (optional)

Blank = designated primary; no fallback.

Initial equity (USD)

Periods (UTC): in-sample → validation → untouched holdout

Start (in-sample begins)

In-sample end / validation start

Validation end / holdout start

End (holdout ends)

The holdout's bars are not loaded unless you opt in below and the skill gate passes.

Template parameters

Direction

Stop (pips)

Target (pips)

Decision step (minutes)

Requested risk % (optional)

Cost assumptions

Cost multiplier

1 = as configured

Slippage (pips)

Blank = policy

Commission per 1M units / side

Blank = policy

Financing (pips per night)

Per 21:00 UTC rollover; Wed x3

Exits and protocol

Use the strategy's default exit rules

Walk-forward folds

Walk-forward windows

Cost stress multipliers

Skill gate: min validation trades

Parameter sensitivity (small grid; reported only, slower)

Simulated account: drawdown review acknowledged

Default off: the policy's review-pause drawdown then blocks new trades.

Final holdout (opt-in)

Run the untouched final holdout if this configuration passes the skill gate

Refused (and logged) when the gate fails. Every request is recorded in the append-only holdout access log; never tune on holdout results.

Run label (optional)

Backtest run history

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Holdout access log (append-only)

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Historical replay (single instants)

Single replay

Batch replay (time series)

Recent replay runs

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Historical replay (single instants)

Single replay

Batch replay (time series)

Recent replay runs

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