Backtest and history
Testing a strategy on past sessions from the Strategy builder, and how history reaches the chart.
You can test a strategy on past sessions before it trades, and scroll the chart back as far as your history goes.
Testing a strategy
The backtest lives in the Strategy builder (EA) panel (Pro):
- Build or open a strategy in the builder.
- Next to test on, pick the period: the bars in memory (about the last 26 hours), the last 1, 5, 10, 20 or 40 sessions, or a date range…. Sessions are trading days, not calendar days.
- Press Quick test.
The result shows the number of bars and trades, net result, win rate, profit factor, expectancy, average R, maximum drawdown and exposure, the equity curve and the list of trades with entry, exit, PnL, R and why each trade closed.
The engine is deterministic: the same strategy on the same period gives the same result, and it is the same engine that evaluates strategies live. The options levels (flip, net GEX, gamma targets) are read as they stood at each minute, because the app records them minute by minute.
If the test says there is not enough history, turn the data feed on or pick a more recent or wider period.
History on the chart
The app keeps its own record of the 1-minute bars. When you scroll the chart back past that record, older bars are downloaded from your Rithmic history; a note on the chart says when a download is running.
On the CME options source (ES and NQ), the options history starts from the day the app first ran with that source: earlier days have no record to read.