Backtest your strategy on real historical market data
Run any strategy against real historical OHLCV data and get a full metrics breakdown — Sharpe, Sortino, Calmar, profit factor, max drawdown, win rate, expectancy and CAGR — before you go live.
Backtest your strategy on real historical market data, explained.
Backtesting replays a strategy over real historical market data candle by candle, simulating every entry and exit the way the live engine would execute it. It is the single most important step between a strategy idea and risking real capital.
VolatiCloud runs backtests on our infrastructure, not your laptop, against genuine exchange OHLCV history. You get a per-trade ledger plus the risk-adjusted metrics serious operators actually look at — not just a single profit number.
From idea to a running bot.
A backtest turns a hunch into evidence — and the evidence is the metrics, not the marketing.
Choose a strategy and range
Pick a visual or code strategy, a trading pair set, and a historical date range to test over.
Run on real data
The backtest replays real exchange OHLCV history candle by candle, applying your exact entry, exit, and stoploss rules.
Read the metrics
Review Sharpe, Sortino, Calmar, profit factor, max drawdown, win rate, expectancy and CAGR alongside the full trade list.
Iterate or deploy
Refine the strategy and re-run, or promote a result you trust to a dry-run or live bot.
Built for the way you trade.
Backtesting is non-negotiable for anyone deploying capital — so it is included on every plan.
New strategists
See how a strategy would have behaved across bull, bear, and chop before committing real money.
Quant-minded traders
Compare strategies on risk-adjusted metrics like Sharpe and Calmar, not just raw return.
Iterators
Run a backtest, tweak a threshold, run again — a tight feedback loop on real data.
- Real historical OHLCV, not synthetic data
- Sharpe, Sortino, and Calmar ratios
- Profit factor, expectancy, and CAGR
- Max drawdown and win rate
- Full per-trade ledger
- 1 / 3 / 10 concurrent backtests by plan
Frequently asked questions.
What data are backtests run on?
Real historical OHLCV (open/high/low/close/volume) candles from the exchanges, replayed candle by candle. Backtests are not run on synthetic or randomly generated data.
Which metrics do I get?
Sharpe, Sortino and Calmar ratios, profit factor, maximum drawdown, win rate, expectancy and CAGR, plus a complete per-trade ledger so you can audit every entry and exit.
Does backtesting cost extra?
No. Backtesting is included on every plan. The difference between plans is concurrency — Starter runs 1 backtest at a time, Pro 3, and Enterprise 10.
Does a good backtest guarantee live profits?
No. Past performance never guarantees future results, and live trading introduces slippage, fees, and changing market conditions. Backtesting reduces risk by showing how a strategy behaved historically — it does not eliminate it.
Related capabilities.
Ship your first live bot this afternoon.
Connect an exchange, build a strategy in the visual builder, backtest it on real data, and deploy. Start a 7-day Pro trial — no credit card required.
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