Quant Fun guide
Backtesting
Test a strategy against recorded data before deciding to run it.A backtest replays a strategy over a recorded period. It helps you understand when the rules trade, what they cost and how much the simulated balance falls along the way.
Run a useful comparison
- Start with the current draft
Validate the strategy and open its backtest controls. Availability depends on the strategy type and recorded history.
- Choose the history and fees
Use Follow strategy and Standard venue fees for the baseline. The default uses the available archive; an optional history limit shortens the run.
- Read beyond the return
Review the covered dates, data gaps, trade count, fees and drawdown. Compare runs over the same period and change one setting at a time.
Read the result
| Check | What to look for |
|---|---|
| Coverage | Enough recorded history to test the conditions you care about. |
| Fees | Whether trading costs change the result materially. |
| Drawdown | The largest fall from an earlier balance peak during the simulation. |
| Trade count | Whether a result depends on only a few trades. |
Backtests and publication
Where a backtest is required to publish, it must cover at least 168 hours, match the current definition, follow the strategy and include standard venue fees. Editing the rules requires a new matching run. Inverse and fee-free runs are research comparisons.
Perpetual strategies can be published without this backtest requirement. Social-token and portfolio strategies are not eligible for Studio backtests. The editor shows what is available for your strategy.