Top Backtests

With the top backtests feature, you can sort backtests by symbol, strategy, and key performance metrics. Search the backtester for the top performing strategies from the Community.

The “Top Backtests” tab is a great way to discover strategy ideas from backtests that have been run across the entire platform. The page is continually updated as new backtests are added to the database from other users’ submissions.

Screenshot highlighting the top backtests tab on the backtester homepage

It is important to realize that these are not trade recommendations, and past performance does not guarantee future results.

Backtests are sorted into seven categories:

  • Symbol
  • Strategy
  • Return
  • CAGR
  • Win Rate
  • Profit Factor
  • Max Drawdown

You can filter any of the top backtests using the column titles. 

Screenshot of the top backtests display with backtests filtered by return percentage

You can select any backtest and see the details of the strategy and how it has performed historically. 

Screenshot highlighting the ability to select an individual backtest from the top backtests tab

You can view the P/L curve, Capital Risk chart, and the amount of capital allocated to the positions.

Screenshot of the backtest results display

You can also see the stats associated with the strategy’s backtest results.

Screenshot of the backtest's detailed performance

To learn more about the backtest details, select “Edit” in the top right corner.

Screenshot highlighting the location of the backtester edit button

Here you can see the specific inputs of the strategy tested.

Screenshot of the edit backtest input display

You can change inputs in the strategy and/or capital allocation and run the backtest with the different data points. Simply make the desired modifications and select “Run Backtest.”

Screenshot highlighting the run backtest button to re-run the backtest with the edited inputs

This is a great way to take the framework of other tests and create a modified version with parameters that match your portfolio and trading style.  

The new version of the original backtest is now available at the top of the list in the “My Backtests” tab.

Screenshot of the my backtests display highlighting the updated time-stamp of the edited backtest
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FAQs

How can I see the "Top Backtests" other people have run?

Click on the "Top Backtests" tab at the top to see the best performing Backtests from all users. You can not specifically see Backtests run by a particular user at this time.

Can I sort "Backtests" by metrics that are important to me?

Yes, by clicking on each column in the top header, you can organize the results based on different metrics.

Are any "Backtests" that I run automatically put into the "Top Backtests" category?

Only the Backtests that are the best performing for a certain performance metric are placed in the "Top Backtests".

Can I see who ran a specific Backtest?

No, all Backtests are anonymous.

Can people see what Backtests were run specifically by me?

No, your Backtests are kept private on your account.

How can I generate some ideas of what to start Backtesting?

Explore the "Top Backtests" or "Discover" pages to see other top-performing Backtests.

Does using a "Top Backtest" mean that these strategies will continue working in the future?

No, past performance is not indicative of future results.