Running a Backtest

A backtest simulates how your strategy would have performed on historical price data. It’s the core feature of Quantlens — run as many times as you need to refine your strategy.

Settings Panel

Before running, configure the backtest in the right-side Settings panel:

Setting	Description
Market	The asset to backtest (e.g. BTC/USD, ETH/USD, SPY). 8 markets included in all plans.
Timeframe	Candle interval: 1 min, 5 min, 15 min, 1 hour, 4 hour, 1 day.
Date range	Start and end date of the historical test period.
Initial capital	Starting account size in USD (default: $10,000).
Commission	Trading fee per trade, e.g. `0.1%` for a typical crypto exchange.
Slippage	Price impact per trade. Leave at `0` for a clean baseline.

Launching the Backtest

Configure your settings (above).
Click the ▶ Run Backtest button in the top toolbar.
A progress indicator will appear — most backtests finish in 2–10 seconds.
Results load automatically in the Results panel below the canvas.

Note

Bronze plan: 50 backtests/month. Silver: 200/month. Gold: unlimited. The counter resets on the 1st of each month.

Optimiser (Silver & Gold)

The Walk-Forward Optimiser (coming soon on Silver) lets you automatically test thousands of parameter combinations and find the most robust settings.

Warning

Optimising too aggressively leads to overfitting — a strategy that looks great historically but fails in live trading. Always validate on an out-of-sample period.

Saving Results

After a run completes you can:

Export PDF Tearsheet — a formatted report with all metrics and charts.
Export CSV — raw trade log (entry, exit, P&L per trade).
Save Snapshot — bookmark the current result to compare against future runs.