Professional Backtesting

Let Data
Validate Your Strategy

Before putting real capital at risk, use Pluto's backtesting engine to pressure-test your strategy with detailed simulation and analysis.

Tick-Level Data
Real Fee Simulation
Slippage Control

Configure Strategy Parameters

Set initial capital, trading fees, slippage assumptions, and other environment parameters to model trading conditions more realistically.

Run High-Speed Backtests

Use a high-performance backtesting engine with parallel multi-timeframe processing to run through large historical datasets quickly.

Generate Analysis Report

Generate an in-app analysis view with equity curves, monthly return heatmaps, and detailed trade breakdowns.

StableTest_V4

Completed
Exchange
Binance
Market Type
Futures
Backtest Time
2025/09/09 15:48 - 2026/01/08 15:48
Start Time
2026/01/15 19:11
End Time
2026/01/15 19:11
Duration
1 Minutes 12 Seconds
Trading Pairs
BTC/USDT · 15mETH/USDT · 1H
Created: 2026/1/15 16:17:19

15+ Core Backtest Metrics

Use deep quantitative analysis to turn raw results into actionable strategy improvements.

Return Capability

Total Return

Total return rate during strategy execution period

CAGR

Compound Annual Growth Rate

Net Profit

Net profit after deducting fees

Avg P/L

Average profit/loss amount per trade

Gross Profit

Sum of all profitable trades

Gross Loss

Sum of all losing trades

Risk Control

Max Drawdown

Maximum drawdown magnitude of capital curve

Sharpe Ratio

Measures risk-adjusted returns

Sortino Ratio

Return ratio considering only downside risk

Volatility

Standard deviation volatility of returns

Recovery Factor

Ratio of net profit to maximum drawdown

Ulcer Index

Measures drawdown depth and duration

Trading Quality

Win Rate

Percentage of profitable trades

Profit Factor

Ratio of total profit to total loss

Total Trades

Total number of completed open/close trades

Avg Duration

Average holding time

Max Consec. Wins

Maximum consecutive winning trades

Max Consec. Loss

Maximum consecutive losing trades

Professional Backtest Report

A complete view of strategy performance to support better decision-making.

Strategy Overview

Review the core setup details, including the strategy signal config, backtest time range, trading pair, and initial capital, so the test environment stays traceable.

Return Analysis

Analyze cumulative returns, log returns, and monthly heatmaps to see how performance changes across market environments.

Risk Analysis

Use detailed drawdown charts, Sharpe ratio, volatility, and related metrics to assess overall risk exposure.

AAA

Trading Analysis

Review win rate, profit factor, average holding time, and trade frequency to better understand strategy style and stability.

Multi-Dimensional Rating

Score strategies across return, risk, and stability dimensions to identify stronger candidates more quickly.

Trade Details

Inspect each trade individually with entry time, exit time, direction, price, and profit or loss details.

More Features

System-level capabilities built for quantitative trading

AI-01

AI Agent Conversational Backtest

Create and run backtests via AI Agent using natural language—no manual config needed. Ideal for quickly validating strategy ideas.

#AI Agent#Natural Language
SYS-01

Task-Based Management

Create backtest jobs in batches and let them run in the background through an automatic queue.

#Batch Processing#Queue System
DAT-01

Multi-Timeframe Support

Supports multiple candlestick timeframes like 1m/5m/15m/1h/4h/1d, meeting different strategy needs.

#Multi-Timeframe#Resampling
ALG-01

Parameter Optimization

Use automated grid search to discover stronger parameter combinations and refine strategy performance.

#Grid Search#Optimization
ANA-01

Interactive Analysis

Review equity curves, risk metrics, trade lists, and ratings in the console with interactive drill-down—no file export required.

#Dashboard#In-app
SIM-01

Live Trading Simulation

Simulate network latency and exchange matching behavior to make testing feel closer to live trading conditions.

#Latency Sim#Order Matching

Ready to Optimize Your Trading System?

Start using Pluto's professional backtesting tools and put data behind every trading decision.

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