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 Trend Ignition strategy on real crypto candles
Trend Ignition is a breakout strategy with a quality filter. The entry needs three things to be true on the same bar: price closes above the prior 20-bar high, the 20-bar efficiency ratio (net move divided by the sum of bar-to-bar moves) is above 0.3, and the 5-bar average volume is at least 20% above the 20-bar average. A breakout that fails any check is treated as noise and skipped.
The three sub-signals are all drawn beneath the price chart: ER (trend quality), RV (relative volume) and CV (volatility). The backtester fills at the next bar's open with your fees and slippage, exits on a close back below the 20-bar moving average or below the prior 10-bar low, and reports the full equity curve, Sharpe, drawdown and trade list.
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
What is the efficiency ratio in the Trend Ignition entry?
ER = ABS(C − REF(C,20)) / SUM(ABS(C − REF(C,1)),20): the net 20-bar move divided by all the bar-to-bar movement it took to get there. Near 1 means price moved in a straight line (a real trend); near 0 means chop. Trend Ignition demands ER > 0.3, so breakouts born out of sideways noise are filtered out.
Why add a volume filter to a breakout strategy?
Crypto breakouts on thin volume are the classic fakeout: price pushes through a level, nobody follows, and it round-trips. Requiring MA(V,5) > 1.2 × MA(V,20) only buys breakouts that arrived with real participation, which is where continuation — and exit liquidity when you sell — actually exists.
More strategy backtester pages
MA Cross 5/20 · MACD Cross · RSI 30/70 · Bollinger Breakout · KDJ Cross · Donchian 20/10 · Capitulation Reversal · Net Flow Trend
Related tools
Donchian 20/10 in the Strategy Backtester · Bollinger Breakout in the Strategy Backtester · MA Cross 5/20 in the Strategy Backtester