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.