5+ yrs
Historical depth
< 2s
Typical run time
99.9%
Data accuracy
Tick
Data granularity
Built for realistic simulation
A backtest is only useful if it predicts live behaviour. Every part of the engine is designed with that goal.
Real tick data
Simulations replay genuine intraday ticks, not just daily closes — capturing the texture of real market movement.
Modelled costs
Slippage, brokerage, STT, exchange and stamp charges are factored in so results reflect net outcomes.
Full analytics
Every run reports equity curve, win rate, Sharpe, Sortino, profit factor and maximum drawdown.
Fast iteration
A five-year backtest finishes in seconds, so you tweak, rerun and compare without losing momentum.
Clean data
Corporate-action adjusted and gap-checked data across indices and equities you can rely on.
Honest results
No survivorship-friendly shortcuts. The engine is built to show you the truth, not a flattering number.
The gap between paper and live is costs
Many strategies look profitable on a naïve close-to-close backtest and then bleed money in live trading. The difference is almost always execution reality: slippage on entry and exit, brokerage on every leg, and taxes. BacktestHub models these so you can reject fragile strategies before they cost you.
- Entry & exit slippage modelling
- Per-leg brokerage and charges
- STT, stamp duty and exchange fees
- Realistic fill assumptions
- Intraday and positional support
- Index options, futures & equities
Read your edge at a glance
Each backtest produces a complete performance report. Instead of a single P&L figure, you get the full risk picture — the metrics that separate a durable edge from a lucky streak.
- Equity curve and drawdown chart
- Win rate, average win and average loss
- Sharpe and Sortino ratios
- Profit factor and expectancy
- Maximum drawdown depth and duration