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Backtest

Pick a strategy, instrument, and timeframe. Hit Run. Results land at /runs/job-<id>.
1 Strategy
2 Instrument
3 Timeframe3 of 6 supported by this strategy
4 ContractsDefault uses the saved cell's size
5 Lookback windowno bars available — pick another symbol/timeframe
6 Notes (optional)
Running orb_edge on MNQ 5m
How this reads
Pick a strategy, an instrument, a timeframe. The harness replays bars through the same engine the live runner uses, so backtest result equals live behaviour modulo slippage.
Sharpe under 1.0 is not an edge. If the only path to a decent number is cherry-picking the window, the test is already over.
If the numbers hold up, the next step is Ironclad: walk-forward, harness parity, and the prop-firm constraint gate before anything goes near a live account.
What you'll get
Equity curve
per-trade P&L, drawdown band
Trade log
CSV download from the run page
Metrics
Sharpe, MaxDD, win-rate, profit factor
Runs at
/runs/job-<id>