Backtesting

Would your strategy have survived the last three bear markets?

Hartwell & Sons runs your rules against up to ten years of historical tick data and shows you exactly where it broke — before you risk a single euro.

Equity curve chart with highlighted drawdown periods

What the backtesting module actually tests

The backtesting module runs your strategy's exact rule set — the same JSON or visual-builder configuration you use for live trading — against a historical tick database covering major FX pairs, EU equity indices, and ETFs from 2014 to the current quarter. Results include realized P&L, maximum drawdown, worst drawdown duration, Sharpe ratio, win rate, and average trade duration. Each report also surfaces the five worst individual trade sequences so you can see where the strategy struggled, not just where it excelled. Importantly, the backtester applies the same slippage model used in live execution, reducing the gap between simulated and real performance.

Three things that make our backtester more honest

Most backtesting tools flatter your strategy. Ours tries to break it.

Tick-resolution history

We test against individual ticks, not resampled OHLCV bars. This means intra-bar movements — including the stop-losses that bar-based backtests routinely miss — are accurately captured. Your results are less optimistic and more predictive.

Realistic cost modelling

Each simulated trade deducts a configurable spread and commission based on the broker you select. You can run the same strategy across multiple broker profiles to see how fee structures affect your net P&L before committing.

Stress-period flagging

The report automatically highlights how your strategy performed during the March 2020 crash, the 2022 bond dislocation, and other high-volatility calendar periods — not just in calm market conditions.

The honest limits of backtesting

Backtesting shows how your strategy would have performed historically — it does not guarantee future results. Past data does not capture regulatory changes, liquidity regime shifts, or black-swan events outside the tested window. Hartwell & Sons provides backtesting as a tool for stress-testing your own logic, not as evidence that a strategy is profitable. We surface the worst-case sequences specifically because that's what a responsible tool does. If your strategy only looks good in the summary row, the detail rows will tell you why.

Run your strategy against ten years of data — before going live.

All paid plans include unlimited backtests. Start on the Standard plan and upgrade any time.

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