Backtesting
Does Your Strategy Actually Hold Up Against Historical Data?
Lumverro's Backtesting module runs your rules against real market history and tells you exactly which conditions passed, which failed, and why.
Beyond the P&L Curve
A single profit-and-loss curve tells you whether a strategy made money over a period — but it does not tell you which rules drove that outcome, which were neutral, and which actively detracted. Lumverro's backtesting engine produces a per-rule breakdown: for each condition in your strategy, you see how many times it fired, how many of those fires led to winning exits, and how many led to losing ones. This granularity lets you isolate the components of your strategy that are genuinely predictive from those that are adding noise, so revisions are targeted rather than speculative.
Backtest Configuration Options
Set the parameters that match your real trading environment as closely as possible.
Custom Date Ranges
Run backtests over any date range for which historical data is available — including multiple separate windows to test for seasonal consistency across different market regimes.
Slippage and Commission Modelling
Specify realistic slippage assumptions and commission schedules per instrument so that backtest results reflect the actual cost of execution at your broker, not idealised fills.
Per-Rule Pass/Fail Reports
Each condition in your strategy receives its own statistics block: fire rate, win rate conditional on firing, contribution to total drawdown, and average holding time when triggered.
Exportable Report Package
Receive the full backtest output as a structured PDF and a CSV data file you can import into your own spreadsheet or analysis environment for further review.
What Backtesting Cannot Tell You
Backtesting is a diagnostic tool, not a performance guarantee. Historical results do not predict future market behaviour, and a strategy that performed well over a five-year window may not perform the same way when market structure changes. Lumverro's reports are designed to make these limitations explicit: each report includes a data-quality section noting any gaps or anomalies in the historical dataset used, and a methodology note explaining how slippage and fills were modelled. We believe you should understand not just the numbers but how those numbers were produced.
Find Out What Your Strategy's Track Record Really Looks Like
Submit your strategy rules and preferred date range to receive a backtest scope and timeline estimate.