Strategy Backtester
Backtest signal strategies over real exchange candles — the same WASM indicator engine computes your ENTRY/EXIT lines, and the simulator fills at the next bar's open with fees, slippage and optional protective stops.
How fills are simulated
ENTRY / EXIT are 0/1 output lines of the same array DSL the Indicator Lab uses — the WASM engine computes them over the loaded candles; any other output lines are drawn on the chart.
Beyond H L O C V, formulas can reference data series by name — DATE TIME MKTCAP TVOL — auto-loaded and aligned to the bars (CoinGecko series are daily, forward-filled on intraday charts).
A signal known at bar close fills at the next bar's open (no lookahead bias), worsened by slippage; fees apply per side.
Stop-loss / take-profit trigger intrabar against the bar's low/high — gaps fill at the open, and when both are touchable in one bar the stop is assumed first.
Long-only, all-in per trade; an open position at the end of the data is closed at the last close. Sharpe/Sortino are annualized from per-bar equity returns.
Backtest the Capitulation Reversal strategy on real crypto candles
Capitulation Reversal is a mean-reversion strategy that buys panic instead of chasing strength. The entry demands three signatures of a selling climax on the same bar: a 14-period RSI below 32 (stretched to the downside), volume at least 50% above the 20-bar average (forced sellers exhausting), and a close in the upper half of the bar's range — buyers absorbing the flood before the bell.
It is deliberately the opposite of a breakout system: it enters when everyone wants out, and exits when the RSI normalizes above 50 or price undercuts the prior 10-bar low (the thesis failed). The backtester fills at the next bar's open with your fees and slippage, and reports the equity curve, Sharpe, drawdown and every trade — computed locally in your browser.
How it works
- Pick a trading pair, interval and number of bars.
- The strategy ENTRY/EXIT formulas load into the editor, fully editable.
- Set fees, slippage and optional stop-loss / take-profit.
- Run the simulation and inspect the equity curve, Sharpe/Sortino, drawdown and trade list.
Frequently asked questions
Why does the entry require a close in the upper half of the bar?
A deeply oversold bar on huge volume can still close on its lows — sellers in total control. A close above (H+L)/2 on capitulation volume means someone absorbed the selling into the close, which is the actual reversal fingerprint. Without it, oversold alone catches falling knives.
How is this different from the plain RSI 30/70 strategy?
RSI 30/70 buys every dip below 30 regardless of context. Capitulation Reversal only buys the subset where volume confirms forced selling and the bar shows absorption — roughly 10-15 entries per 1000 daily bars on majors versus dozens of raw RSI signals. Fewer, higher-quality reversals; the scanner shows whether that filter earns its keep.
More strategy backtester pages
MA Cross 5/20 · MACD Cross · RSI 30/70 · Bollinger Breakout · KDJ Cross · Donchian 20/10 · Net Flow Trend · Trend Ignition
Related tools
RSI 30/70 in the Strategy Backtester · Trend Ignition in the Strategy Backtester