BACKTEST LAB

Replay the engine over history, one step at a timeSIMULATEDsignals are recomputed at each historical step from data available at that moment — the integrity check fails the run if any entry saw the future. the market itself is generated by this program, so a return here measures the engine against a world it made up

StrategyHistory daysMin signal scoreMin liquidity $Max mcap $Max hold (h)Stop loss %Take profit %Position $Max concurrentSlippage %Fees %Entry delay (min)

Configure a strategy and run it against the synthetic history. Costs, slippage and entry delay are applied; the engine can only see data that existed at each step.