Built for Serious Backtesting

Everything you need to test, validate, and deploy trading strategies across every asset class. Institutional-grade tools at a fraction of the cost.

10,000+ Instruments

Backtest across stocks, crypto, commodities, forex, ETFs, indices, and macroeconomic indicators. All in one platform.

From Bitcoin to crude oil, from CPI data to penny stocks — if it trades, you can test it.

50+ Years of Historical Data

Access decades of clean, adjusted price data for comprehensive strategy validation across multiple market cycles.

Data includes splits, dividends, delistings, and survivorship-bias-free datasets.

Visual Strategy Builder

Build strategies with drag-and-drop blocks — no coding required. Perfect for discretionary traders going systematic.

Supports conditional logic, multiple timeframes, and portfolio-level rules.

Python SDK

Full Python API for quantitative researchers. Write custom strategies, indicators, and risk models with complete flexibility.

Compatible with pandas, numpy, and popular quant libraries.

100+ Built-in Indicators

RSI, MACD, Bollinger Bands, ATR, and 100+ more. Apply any combination of technical indicators to any instrument.

Custom indicator support with full time-series computation engine.

Realistic Transaction Costs

Model commissions, spreads, slippage, and market impact. Get performance metrics that reflect real-world trading.

Per-instrument cost models for accurate simulation across asset classes.

Walk-Forward Optimization

Avoid overfitting with rolling out-of-sample testing. Validate strategy robustness across time periods.

Anchored and rolling walk-forward windows with parameter stability analysis.

Monte Carlo Simulation

Stress test your strategy with thousands of randomized scenarios. Understand the range of possible outcomes.

Trade shuffling, return bootstrapping, and parameter perturbation methods.

Multi-Asset Portfolios

Test portfolio-level strategies across asset classes. Analyze diversification, correlation, and rebalancing effects.

Supports long/short, market-neutral, and levered portfolio constructions.

Comprehensive Risk Metrics

Sharpe ratio, Sortino ratio, max drawdown, VaR, Expected Shortfall, Calmar ratio, and dozens more.

Rolling metrics, regime-conditional analysis, and benchmark-relative performance.

Macro Event Testing

Test strategies around CPI releases, Fed decisions, GDP prints, and other macro events. Unique to TestToTrade.

Event-driven backtesting with pre/post release windows and surprise modeling.

Real-Time Alerts

Get notified when your backtested strategy generates a live signal. Bridge the gap between research and execution.

Email, SMS, Slack, and webhook alert integrations.

Coming Soon — $10/mo

Ready to Start Backtesting?

Join the beta and be the first to access all these features when we launch.