methodology

Methodology

Last updated: August 2026

How a backtest runs

You define when to buy and when to sell. We check those rules at the close of each day. If a rule is met, we place the trade at the next day's open.

To keep it honest:

We never use tomorrow's data today. An indicator that needs 200 days will simply not trade until it has them.
If your buy and sell fire on the same day, the buy wins.
If a stop-loss and a take-profit are hit on the same day, the stop wins.
A stop that is gapped through fills at the open; otherwise it fills exactly at your level.

What it costs — and you can change it

Every backtest includes trading costs by default, so returns are net of fees. You can change everything in Sandbox → Create Strategy → Build Rules → Advanced Config.

Defaults

0.10% trading fee + 0.05% slippage per side — that's 0.15% to enter and 0.15% to exit, or 0.30% for a full round-trip.
0.01% per day while short (borrowing cost). If you only go long, this does not apply.

Example: with $10,000 — buy costs about $15, sell costs about $15. Both are counted inside each closed trade's return.

Set your own fees, slippage, or borrow rate anytime. Flat mode holds cash when not in a trade; short mode opens a short instead.

Where the price data comes from

We use daily price history from public crypto market data. Each day is a 1-day candle captured at 00:00:00 UTC — this same snapshot powers both the leaderboard benchmarks and your sandbox backtests, so they always match. There is no live price fetch in your browser.

Assets with fewer than 120 days of history are not shown.

Which markets and time frames

We cover the largest coins by market value (at least $1B) that trade on major spot markets, excluding stablecoins.

Periods like 1y, 2y, 3y, 5y, 10y and your custom date ranges each start flat with no prior position. That keeps them comparable, but it also means a 10-year result is not simply ten 1-year results combined.

What the numbers mean

Every result page shows the same handful of numbers:

Total return — how much $10,000 at the start would be worth at the end.
Win rate — share of trades that made money.
Sharpe ratio — return adjusted for choppiness (365-day year, since crypto trades every day).
Profit factor — total gains divided by total losses.
Max Drawdown — the biggest fall from a peak while you were invested.
Avg. trade duration — how many days you typically hold.
Trades — how many trades have been executed.

Limits to know

Up to 5 buy and 5 sell conditions per strategy. We block mixes that don't make sense, like comparing a price to an RSI level.
Save up to 100 strategies and create up to 50 alerts (10 strategies per alert).
Preset backtests are unlimited for everyone. Free: 5 custom backtests per day. Pro: unlimited.

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