Simulation Core

Backtesting & Analysis

The Algovex Backtesting Engine is a deterministic, reproducible simulation environment for evaluating strategies with realistic commission and slippage.

Commission & Slippage

The backtester accounts for commission and slippage so simulated fills reflect realistic trading costs.

Cost Modeling • Realistic Fills

1-Minute Data, Up to 25 Years

Bar-by-bar backtests on 1-minute data with up to 25 years of history (Pro); Free uses 15-minute bars over the last 6 months. Markets: forex, metals, oil, indices and crypto.

Bar-by-Bar • 45 Symbols

Alpha Metrics & Risk

Every simulation pass generates institutional-grade performance vectors.

Expectancy & Edge

Breakdown of profit per trade vs risk.

Walk-Forward Validation

Guard against over-fitting across up to 6 out-of-sample windows.

Cost Sensitivity

Impact of commission and slippage on results.

Drawdown Recovery

Evaluation of equity valley recovery.

Robustness Protocols

The same compiled logic drives both the backtester and the exported code, so the signals you see in a backtest match what the generated source produces on the same input.

In-Sample Phase

Historical pattern matching across 10-15 years.

Out-of-Sample Phase

Automated forward-testing against un-seen data.

Monte Carlo

Probabilistic risk simulation via the Monte Carlo node (up to ~2,000 paths), for a distributional view of tail-risk.

Output: Deterministic

Output: Deterministic & Reproducible