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Backtest

Not open yet

You cannot run a backtest here yet, and there is no pretend version of one either. What is on this page: what testing a strategy against past prices will let you do once it opens, what it will cost you, what it will never be able to tell you — and one calculator that already works today, because the arithmetic in it decides whether a strategy is worth testing at all.

What you will be able to do

Test a set of rules against years of past prices, with real Indonesian trading costs taken out.

IDXMYXSGXSETHOSEPSEUSCryptoGlobal

A backtest is not an instant answer. It reads years of daily prices and works through every trade your rules would have made, so it runs in the background and can take minutes. You start it, leave the screen, and come back to the result.

  • You see the price before you startA run costs credits, and the exact number is shown while you are still choosing your settings. Nothing is charged until you start it.
  • You get every trade, not just the headlineThe equity curve, and under it each entry and exit with its size, its profit or loss, and the fees it paid. A single number you cannot take apart is not worth trusting.
  • You can stop a runChange your mind halfway and you stop it, and stop paying for it. A run you no longer want should not go on spending your credits.
  • Your past runs are keptChange one setting and put the new result beside the old one, instead of trying to remember what the old numbers were.

What you will be able to run

  • Test a strategy on past pricesThe core of it: your rules, over years of daily closes, with buying and selling costs taken out, ending in an equity curve and a list of every trade.
  • Compare against random entriesThe same position sizes and the same costs, but the entry days picked at random. If your strategy cannot beat coin-flipping by more than its own noise, it has not found anything — which makes this the most useful test on the list.
  • Returns and drawdown analysisStatistics, the deepest falls and rolling windows over the result. Most of this already works today on the Quant screen.
  • Try many settings at onceSweep a whole range of settings instead of guessing one at a time. Ten thousand runs is not cheap, so the cost is shown before it starts.
  • Test on years the strategy has not seenTune on one stretch of history, test on the next, and repeat down the years. One split is easy to get lucky on; a dozen is not.
  • Build rules from indicatorsCrossovers, thresholds, breakouts, mean reversion and filters, using the same indicators you already read on the charts.
  • Sweep one indicator’s settingsAsk what a 20-day average would have done against a 50-day one, across the whole range, in a single run.

What it will not be able to tell you

Worth knowing before you read any backtest, ours or anyone else’s.

IDXMYXSGXSETHOSEPSEUSCryptoGlobal
  • How far back the prices goIndonesian daily prices go back far enough to test on. Our US history is thinner, and we hold no crypto price history at all, so crypto cannot be tested until that changes.
  • Daily closing prices onlyEvery trade is simulated at a daily price. Inside a real day the price moves, and that movement can hit your stop or your target without a daily test ever noticing — which usually makes the tested result look better than the day really was.
  • The strategies are written, not runnableEverything in the strategy library is an explanation you read. Turning each one into rules a machine can follow, with settings you can change, is most of the work left.not for this market
  • Beating the market needs a marketIHSG and the main indices are here with their history, so a result can be set beside what simply holding the index would have done over the same stretch of time.

The honesty layer

Four warnings, settled before the engine exists, so no result can slip past them.

IDXMYXSGXSETHOSEPSEUSCryptoGlobal

These are the difference between a backtest tool and a backtest toy. Each one below is shown exactly as it will appear, next to the situation that brings it up.

Always, under the headline numbers — Gross returns are not achievable. A 55%-win-rate strategy is a losing one at 0.5% round-trip, and the banner is what makes that visible instead of assumed.

No costs modelled

Commission and slippage are both zero. These returns are gross and are not achievable by anyone. Re-run at twice your assumed cost and see whether the edge survives.

When the run made no trades — A run that never traded reports 0% drawdown and 0 volatility, which reads like a flawless strategy on the summary cards. It is a bug report, and it should look like one.

Zero trades

This strategy produced ZERO trades over the selected range. Every performance figure is meaningless — widen the date range, loosen the entry rules, or check the symbol and the interval.

When any price was generated rather than fetched — A tool that quietly fills a price gap with a made-up number hands you a clean-looking result built on nothing. We never substitute in silence.

Synthetic price data

Part of this run used generated prices, because the price source was unreachable for part of the range. The results do not reflect real markets and must not be read as though they do.

When the trade table is capped — A table that quietly shows the first two hundred of four thousand rows invites conclusions about a sample the reader does not know they are looking at.

Table truncated

Showing the first 200 of 4,213 rows. Export the run for the complete set.

Round-trip cost calculator

The arithmetic that decides whether an edge survives its costs. This part works today — change the numbers to your own.

USFree

Percent.

Percent.

Applied to both legs.

Percent.

Percent.

Percent.

Costs applied

Commission 0.04% per trade, slippage 0.03% per fill.

Round-trip cost
0.10%

buy + sell + slippage on both legs

Gross per trade
0.48%
Net per trade
0.38%

The edge survives its costs.

Break-even win rate
46.7%

at this payoff ratio

Total cost
5%

$ 5,000,000

Total net
18.8%

$ 18,750,000

Lot size
1

shares per lot — rounding matters on a small account

Short selling
Allowed
Benchmark ^GSPCRisk-free 4.25%The risk-free rate moves your Sharpe, so the choice is not neutral — for Indonesia it is the BI 7-day reverse repo, not a US Treasury yield.

Broker-typical numbers, not a quote from your broker. Replace them with your own — the whole point of this panel is that your costs, not average costs, are what your strategy has to beat.

What to use in the meantime

IDXMYXSGXSETHOSEPSEUSCryptoGlobal

Most of what people want a backtest for — how volatile was it, how deep did it fall, how long did recovery take, how correlated are these — is already computable over real history and does not need a simulation.

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