Backtesting

Prove your strategy before it risks a single leu

Run unlimited historical simulations against tick-level data, compare parameter sets side by side, and export full equity curves — all inside the Highland Society platform.

Backtesting results dashboard showing equity curve, drawdown, and trade statistics in a slate-professional palette

What the backtesting engine delivers

The Highland Society backtesting engine runs simulations against historical tick data sourced from major EU exchanges and aggregated from multiple data vendors to reduce survivorship bias. You define your strategy parameters — entry conditions, exit rules, stop-loss and take-profit levels, position sizing — and the engine replays market data chronologically, applying your logic to each tick. Each backtest run produces a full equity curve, a trade-by-trade breakdown, maximum drawdown statistics, Sharpe and Sortino ratios, and a log of every simulated order. Runs are queued and executed server-side, so you can kick off multiple parameter sweeps simultaneously and compare results in a side-by-side table. Backtest results are exportable to CSV and JSON. Results are historical simulations only — they indicate how a strategy would have behaved, not how it will behave in future live markets.

Key features of the backtesting module

Designed for traders who treat simulation as a serious research step, not a rubber stamp.

Tick-level data

Simulations replay against actual tick data, not resampled OHLC candles. This eliminates look-ahead bias and gives a more realistic picture of intra-bar slippage and fill quality.

Parameter sweeps

Define a grid of parameter values and let the engine iterate all combinations automatically. Results are ranked by your chosen performance metric, making it easy to identify robust parameter zones versus overfit peaks.

Exportable results

Every completed backtest exports a trade log, equity curve data, and summary statistics in both CSV and JSON format. Pipe results into Excel, Python, or your own reporting system without copy-pasting.

Honest limitations

Backtest results reflect historical data only. Slippage estimates are approximate; real broker execution will differ. We display a clear simulation disclaimer on every result page — we don't hide the caveats.

“Before Highland Society I was backtesting in Excel and fooling myself. The tick-level engine exposed three strategies I thought were profitable as completely curve-fitted. Painful to find out, but far less painful than finding out with real money. I now won't go live with anything that hasn't passed their parameter sweep first.”

— Elena Dumitrescu, quantitative trader, Timișoara

Run your first backtest this week

All paid plans include unlimited backtest runs. Check the pricing page for what's included at each tier.

See pricing