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Main Algotrading documentation Getting Started

Test the robot


Testing a trading strategy (backtesting) is one of the key processes of developing a Robot. It is done by obtaining information about past trades by examining historical data. The backtesting gives a general idea of the effectiveness of the selected trading strategy.

In short, the main backtesting goal is to demonstrate the effectiveness of a trading strategy. To see if a similar strategy has worked in the past, historical market data is used. And on the basis of the information received, a conclusion is made about how promising the selected strategy is for application in real market conditions.

 Test the robot

1.   Go to the "Backtesting" tab;

2.   Select your robot from the list of robots;

3.   Specify a symbol for testing, for example "EURUSD";

4.   Enter the start and end dates for backtesting; 

5.   Timeframe;

6.   Click the "Run test" button.

The testing process will begin 

Evaluation of backtesting results

1.   Profit for the tested period of time;

2.   Final balance;

3.   Maximum drawdown in percent;

4.   Balance curve;

5.   Transaction log.

The robot opens and closes positions according to a given algorithm, errors in backtesting have not been detected.


We have reviewed the basic testing of the trading strategy for the “Hammer” pattern and have made a little profit in 2 months.

It should be remembered that the triggering of any strategy in the past does not give any guarantee of its effectiveness in the future.

Market conditions are constantly changing, and it is necessary to be able to adapt to these changes in order to trade profitably. Nevertheless, when evaluating testing results, it is useful to be guided not only by numbers, but also by common wisdom.

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