Backtesting

ForgeAlpha's backtester simulates your strategy against historical market data with realistic friction modeling. Every backtest produces an equity curve, detailed trade log, and performance metrics.

Market Data

Historical candle data is available for forex pairs, commodities, indices, and synthetic instruments. Data is cached automatically so repeated backtests run instantly.

Realistic Simulation

The backtester uses intra-candle price simulation to capture stop-loss triggers and trailing stop adjustments that a simple close-price simulation would miss.

Friction Modeling

Realistic trading costs are applied to every simulated trade:

Spread — bid/ask spread applied on entry and exit
Slippage — configurable per backtest
Commission — per-lot commission cost

Adjust these parameters to model different broker conditions and see how costs impact profitability.

Leverage & Margin

Margin checks run on every trade open, with automatic stop-out if margin usage exceeds safe levels — just like a real broker.

Date Range Filtering

Test specific market conditions — trending periods, volatile events, or quiet ranges — by setting a start and end date for your backtest.

Risk Overrides

Override strategy parameters for scenario testing:

Scale lot sizes up or down
Cap total concurrent positions
Set emergency equity stop-loss
Test different martingale aggression levels

3-Way Comparison

Compare up to three versions of your strategy side-by-side:

Original — your initial extracted rules
AI-Suggested — rules after AI improvement suggestions
Current — your manually edited rules

See equity curves, win rates, and drawdowns for each version at a glance.

Copy-Trade Simulation

Simulate how a strategy performs when copied to accounts with different equity levels — useful for evaluating copy-trade setups before going live.