Strategy Backtesting
Validate strategies on a real engine, full metrics, no programming.
Backtesting is how you find out whether an idea has an edge before risking money. Algovex provides a real bar-by-bar backtesting engine you drive from a visual canvas, no Python, no spreadsheets, just build the rules and read the results.
Why backtesting matters
Most trading ideas feel good and lose money; a rigorous backtest separates the two. Done right, causal logic, modelled costs, out-of-sample testing, it estimates real-world expectancy and exposes overfitting before it costs you.
What Algovex gives you
- ▸Bar-by-bar engine with P&L, win rate, Sharpe/Sortino, drawdown and equity curve.
- ▸Slippage and commission modelling for realistic results.
- ▸Causal execution designed to avoid look-ahead bias.
- ▸Chart Extraction to verify any node visually before trusting it.
Strategy templates to start from
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Frequently asked questions
Can I backtest a strategy without coding?
Yes. Algovex's backtesting engine runs from a visual canvas, you build the rules by connecting nodes and read full performance metrics, including slippage and commission modelling, without writing code.
Does Algovex avoid look-ahead bias?
Algovex's engine executes bar by bar in a causal way, designed to avoid using information that wouldn't have been available at the time of the trade, a leading cause of backtests that fail live.