About Backtest
Trading research should show its assumptions.
Backtest is a web, iPhone, iPad, and Mac application for testing explicit strategy rules on historical market data and observing paper signals. It is a research tool—not a brokerage, exchange, adviser, or real-money order system.
Last reviewed: August 30, 2026
Who maintains the content
Backtest Editorial Team is the byline used for the product team responsible for public guides, product facts, methodology documentation, screenshots, and corrections. We do not attach individual financial credentials that have not been publicly established.
Detailed standards are published in the editorial policy.
What we publish
- Practical guides to backtesting, costs, risk metrics, validation, and paper monitoring.
- A public calculation methodology and concise product facts.
- Real product screenshots and free research tools that expose their formulas and limitations.
How we approach research content
Our goal is to make a test reproducible enough for a reader to challenge it. Guides should state the market, timeframe, period, rules, direction, sizing, fees, slippage, stop loss, take profit, and known limitations when those fields are relevant. We distinguish historical simulation from forward observation and never present a backtest as a promise of future profit.
Financial-risk boundary
Backtest content is for education and research. Historical simulations can be affected by data quality, candle granularity, costs, slippage, market gaps, execution assumptions, and overfitting. Users can lose money in real markets.
Corrections and contact
If a product fact, formula, source attribution, translation, or risk statement appears wrong, email [email protected]. Include the page URL and the specific passage. Material corrections should be reflected on the page and in its modified date.