Modeled backtest— Runs only when provider-backed candles are available and applies the selected strategy's disclosed exit and cost assumptions. Results are not broker fills or portfolio returns.
Backtest Lab
Replay strategy rules against available provider-backed candles with a modeled equity path and trade log.
Configuration
Cost and exit assumptions are fixed to the repository's disclosed model for the selected asset class. This prevents UI controls from implying inputs the engine does not use.
Configure and run a backtest
Uses real OHLCV data from Binance and Stooq