Up to 5 years of tick history
Historical archives cover major FX pairs, European index futures, and select equities going back up to five years — enough to stress-test a strategy through multiple market regimes.
Backtesting
Would Your Strategy Have Survived Last Year's Volatility?
Practice of Boston's backtesting engine replays your strategy against historical tick data — so you can answer that question before you risk live capital.
Tick-Level Simulation on Your Actual Strategy Logic
Many backtesting tools use OHLC bars, which means a strategy that fires on an intrabar price level is simulated differently from how it would execute live. Practice of Boston's engine uses the same tick-level data archive that feeds your live strategies — every simulated tick is a real historical print, timestamped and sequenced exactly as it occurred. Your strategy's rule set compiles to the same executable object in both modes; the only difference is whether the event source is the live feed or the historical archive. This means a backtest result reflects genuine strategy behavior, not a bar-approximation of it. Slippage and commission parameters are configurable so you can model realistic execution costs rather than assuming perfect fills.
What a Completed Backtest Delivers
At the end of a backtest run, the terminal produces a structured performance report covering: total return and maximum drawdown over the test period; win rate, average win, and average loss per trade; Sharpe ratio calculated on daily P&L; a full trade-by-trade log with entry and exit timestamps, fill prices, and P&L per trade; and an equity curve chart rendered in the slate-professional dashboard that you can annotate and export as a PNG. You can run multiple parameter variants in sequence — for example, testing three different stop-loss distances on the same strategy logic — and compare the resulting equity curves side by side to identify which parameter set shows the most stable historical behavior.
Backtesting Capabilities at a Glance
Configurable slippage and commission
Set realistic transaction cost assumptions per instrument before running a simulation — so your backtest P&L accounts for what execution actually costs, not an ideal-fill fantasy.
Exportable equity curve
Every backtest produces an annotated equity curve you can export as PNG or review interactively in the terminal — useful for sharing strategy analysis with a trading partner or mentor.
“I backtested my breakout strategy over 2022 and 2023 before going live. The results showed that my original stop-loss placement was too tight — I was being stopped out on noise. Widening it by 12 pips in the simulation produced a meaningfully better equity curve, and when I applied that change live it held up. The backtest wasn't decoration; it was actually useful.”
Peter Kovačič, FX swing trader, Nova Gorica
Test Before You Trade
Your first backtest run is available on every plan — no live capital needed to explore what your strategy would have done.
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