Backtesting. Prove it on history before you risk a cent.
Backtesting runs your strategy against historical market data to show how it would have performed, win rate, drawdown, and equity curve, before any real money is on the line.
It's the first of two proving grounds on Liquid Edge: backtest against the past, paper trade against the present, and only then go live.
Backtesting, in four moves
Replay your rules across past market regimes: trends, chop, and crashes.
See drawdown, win rate, and profit factor, not just a final number.
Change one parameter, re-run, compare. Find what actually matters.
Promote a promising backtest straight into a live-market simulation.
Any Strategy Studio build or template can be backtested.
The engine replays your rules bar by bar across the selected history.
Judge the equity curve and risk stats, then refine or promote.
- Validating an idea before deploying it
- Comparing variations of the same strategy
- Understanding worst-case drawdown in advance
Test the idea on years of data before it costs you.
Paper trade it first, go live when the numbers convince you.
- Historical simulation
- Equity curve & stats
- Iterate fast