Documentation

Everything you need to understand how BacktestPro works and how to interpret results.

Quick start

1
Sign up for a free account — no credit card required.
2
Go to Backtest and choose an asset (Bitcoin, Ethereum, a Bittensor subnet, or any of 100+ supported tokens).
3
Select an analysis mode, set your date range, and choose your indicators or parameters.
4
Click Run Backtest. Results appear in seconds.
5
Save results to your dashboard to compare across multiple runs.
6
Click Explain with AI on any result to have the AI Assistant explain the metrics and concepts in plain English — available on every plan.

Analysis modes

Backtest

Core

Test a buy/sell strategy based on two technical indicators (e.g. EMA crossover). Choose long, short, or long+short exposure, set your fee, and see a full performance report with equity curve, drawdown chart, and stats.

· Total return· CAGR· Sharpe ratio· Max drawdown· Win rate· Trade count

Signal Tuner

Optimiser

Fix Indicator 1 at a specific period and sweep Indicator 2 across a range (e.g. period 2–200) to find the best parameter. Useful for confirming whether an indicator has genuine predictive power or is just overfitted.

· Best period· Annualised return at best· Robustness score (% of range profitable)· Return heatmap

Crossover Scanner

Optimiser

Sweep both indicator periods simultaneously across a 2-D grid to find the combination with the best risk-adjusted performance. Returns a heatmap of the full parameter space and the top 3 crossover combos.

· Best P1 + P2 combo· Top 3 results table· 2-D return/Sharpe heatmap

Seasonality

Calendar

Analyse historical monthly performance to find recurring seasonal patterns. Shows average return, median return, and win-rate by calendar month, plus an annual breakdown table. Useful for timing entries around known cycles.

· Best / worst month· Monthly avg return· Win-rate by month· Year-by-year breakdown

Smart DCA

DCA

Compare signal-driven dollar-cost averaging strategies against flat DCA. Uses RSI, MACD, and other oscillators to buy more when signals indicate oversold conditions. Measures improvement in units accumulated versus a flat weekly buy.

· Units vs flat DCA· Total invested· Final portfolio value· Best signal

Risk Calibrator

Leverage

Sweep leverage multipliers from 1× to a chosen max to find the optimal risk-adjusted leverage for a long or short strategy. Plots return and Sharpe across the leverage range and flags the Kelly-optimal point. Not a recommendation to use leverage.

· Return vs leverage curve· Sharpe vs leverage curve· Optimal leverage (peak Sharpe)· Liquidation risk

Cycle Detector

Statistical

Computes return autocorrelation at lags from 1 to a chosen maximum (days or weeks) to detect cyclical patterns. A significant positive autocorrelation at lag N means returns tend to repeat every N periods. Includes a current cycle signal.

· Autocorrelation by lag· Dominant cycle length· Current cycle signal (bullish / bearish / neutral)· Statistical significance bands

Signal Predictor

Statistical

Runs an OLS regression between an oscillator (RSI, MACD Histogram, Stochastic) at a given threshold and forward returns over a chosen horizon. Tests whether the signal has predictive power and quantifies the expected edge.

· Regression slope + R²· Buy/sell signal count· Average forward return· Scatter plot of signal vs return

Key metrics explained

Total Return: Cumulative percentage gain or loss over the backtest period, including compounding.
CAGR: Compound Annual Growth Rate — the annualised equivalent of the total return.
Sharpe Ratio: Risk-adjusted return: (portfolio return − risk-free rate) ÷ standard deviation of returns. Higher is better; above 1.0 is generally considered good.
Max Drawdown: The largest peak-to-trough decline in portfolio value. Lower magnitude (less negative) is better.
Win Rate: Percentage of closed trades that ended with a profit.
Profit Factor: Gross profit ÷ gross loss. A value above 1.0 means the strategy made more than it lost in aggregate.
Robustness Score: In Signal Tuner: the percentage of the swept parameter range that produced a positive return. A high robustness score (e.g. 80%+) suggests the signal is not dependent on a specific tuned value.

Asset coverage

Major crypto

BTC, ETH, SOL, BNB, XRP, ADA, AVAX, DOGE, and 80+ others via CoinGecko.

Bittensor subnets

dTAO subnet tokens (SN1–SN64+) sourced from TaoStats. Higher-risk experimental assets.

Traditional assets

S&P 500, Gold, and selected macro assets via Twelve Data (available on paid plans).

Historical data availability varies by asset. Most major assets have data back to 2015 or earlier. Bittensor subnet data starts from each subnet's launch date.

Important limitations

Look-ahead bias: Backtesting uses hindsight. Strategies are evaluated knowing future prices, which is impossible in real trading.

Overfitting: Optimised parameters (e.g. from Signal Tuner) can be tailored to past data and fail on unseen data. The robustness score helps assess this risk.

Transaction costs: Slippage, spread, and market impact are not modelled beyond the flat fee input. Real costs may be higher.

Liquidity: Historical prices assume fills at close. Thin markets (especially subnet tokens) may make quoted prices unachievable in practice.

Past performance: No backtest result guarantees future performance. Market regimes change.

Data sources & update schedule

Price data is sourced from third-party providers and updated daily. All dates are stored as calendar dates (YYYY-MM-DD) with no intra-day time component. "End of day" is defined per market as follows:

Asset type	Data source	End of day	Updated
Cryptocurrency	CryptoCompare	UTC midnight (00:00 UTC)	Daily at 23:05 UTC
Bittensor subnets (dTAO)	TaoStats	UTC midnight (00:00 UTC)	Daily at 23:05 UTC
US equities & indices (SPX, NDX…)	Yahoo Finance	~21:00 UTC (4:00 PM ET)	Daily at 23:05 UTC
Gold, silver, oil & commodities	Yahoo Finance	~22:00 UTC (5:15 PM ET futures close)	Daily at 23:05 UTC
Other stocks & FX	Twelve Data	Varies by exchange	Daily at 23:05 UTC

Data is provided as-is from third-party sources and may contain gaps or inaccuracies. See our Disclaimer for full details.

Plans

Free

5 backtest runs per month. Access to core Backtest and Seasonality modes. AI Assistant with 25 messages per month. Dashboard with up to 10 saved backtests.

Tools — $29/mo

Unlimited runs. All 9 analysis modes. Unlimited AI Assistant. Full dashboard. Priority data refresh.

View full pricing →