Backtests Simulated
Run one saved strategy version over history. Signals at the close, fills at the next open with slippage, itemised charges and a volume cap; stops that gap fill at the open. Every run is kept with the version, data and settings it used, and produces the same result when replayed.
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Simulated - what this can and cannot tell you
- Signals are read at a session's close and filled at the next session's open, moved 10 basis points against the order and rounded to the tick. A stop or target that trades inside a day's range fills there; a gap through it fills at the open. When one day's range holds both, the stop is assumed first.
- Each order takes at most the stated share of the day's volume; the rest is cut. Orders that cannot fill are rejected, never assumed.
- Prices are adjusted for splits and bonuses; dividends are not added. Charges are the platform's itemised estimate (STT, exchange, SEBI, stamp duty, DP, GST), not a contract note.
- Universes that use today's lists (F&O, sectors, or NIFTY 500 before its first list on file) lean toward names that survived. The checks above say when.
- Past results, simulated or real, do not say what will happen next. The site makes no recommendation and no forecast; every decision and outcome is your own.