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The backtest engine walks your strategy through past market data and reports what it would have done with it: every entry, every exit, and every branch it never took. It was rebuilt from scratch for the reboot, and it runs on your machine like everything else.

Available now
Engine
Rebuilt from scratch
Runs on
Your machine
Modes
Single and multi
Input
The strategy file
Output
Order-by-order log
Cost
None
The Multi Backtest Runner: several strategies queued, some running, the rest waiting their turn.

What a run gives you back

A backtest is not a score. It is a record of decisions, which is the only thing you can actually learn from.

The same file that runs liveThe engine takes the graph you built in the editor, unchanged. There is no second version of the strategy to keep in sync, and no export step that can quietly alter it.
Every order, in orderNot just a curve at the end. The run reports what it did and when, so you can go and look at the moment a rule fired instead of guessing at it.
The branches it never tookA condition that never once became true is the most common bug in a strategy, and the hardest to see. A run makes it visible.
A file you can keepRuns live in the file manager next to your strategies. You can come back to one, compare it against another, or hand it to somebody else.

Run a queue, not a run

One strategy against three pairs, or three variants of the same idea, or the same strategy across four periods. The runner takes a list and works through it, running some in parallel and queueing the rest, so you read the results side by side instead of one at a time.

  1. ready-to-runConfigured, waiting for you to start it.
  2. queuedAccepted, waiting for a slot.
  3. runningWalking through the data now.
  4. doneFinished. The report is on disk.
  5. errorStopped, and it says why.

The five states the runner can be in. There is no sixth.

What a backtest is not

This section exists because the alternative is letting a nice-looking curve do your thinking for you.

  • It is not a forecastA backtest tells you how a set of rules behaved in a market that already happened. It says nothing about the next one. Past results, backtested or live, do not predict future performance.
  • It is not the live marketA replay fills orders against historical candles. Real fills happen against a real book, with real spread, real latency and real slippage. The gap between the two is smallest on liquid pairs and large orders make it worse.
  • It is not proof, and it can be fittedTune the parameters until the curve looks good and you have described the past, not found a rule. A strategy that only works on the window you tuned it on is the normal outcome, not the unlucky one.
  • It is not a substitute for trading smallThe honest order is: replay it, then run it on money you can lose, then decide. Skipping the middle step is where the expensive lessons live.
In development

The step between the replay and the money

Paper trading runs the strategy against the live feed, in real time, with no funds behind it. It is the only way to see how a strategy behaves against a market that has not happened yet, and it is still in development.

Where it sits on the roadmap

Before and after the replay

Replay it first.

The backtest engine ships with KryllOS and runs on your own hardware. There is no per-run cost, because there is no server to pay for.

Get access to KryllOSRead the source

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