Backtesting

Before you risk anything — even on paper — backtest your strategy on real historical candles. Just ask:

Backtest this strategy over the last 6 months.

Backtest it from 2024-01-01 to 2024-03-31.

A backtest is only useful if it’s realistic. CTAgent’s backtests:

Include trading fees on every fill.
Apply slippage, so fills aren’t assumed to be perfect.
Have no lookahead — the strategy only ever sees data up to the current candle. Limit entries fill only when a later candle actually trades through the limit price.

This means the numbers you see are a fair estimate, not an inflated fantasy.

Metric	What it tells you
Total return	The strategy’s profit or loss over the period…
vs. Buy & Hold	…compared against simply holding the asset.
Sharpe ratio	Risk-adjusted return (higher is better).
Sortino ratio	Like Sharpe, but penalizes only downside volatility.
Max drawdown	The worst peak-to-trough drop along the way.
Rating (1–10)	A single score blending the above.

You also get an equity curve charted against price, with ▲ buy and ▼ sell markers so you can see exactly where the strategy acted.

Try several windows — a strategy that only shines in one bull run may not generalize.

Review your recent runs any time with /backtests.