Test strategies under identical cash flows and costs with robustness, walk-forward out-of-sample validation, cost stress and scenario simulation.
Test strategies under identical cash flows and costs with robustness, walk-forward out-of-sample validation, cost stress and scenario simulation.
The backtest lab takes a Bitcoin strategy from “looks good in a backtest” to “holds up under scrutiny” in six steps: a base backtest, strategy comparison, robustness testing, walk-forward validation, execution-cost stress tests and bootstrap scenarios. Every step uses the same historical data, and results can be exported for review.
All results are based on historical data and do not represent future returns. Early history uses sparse monthly anchors, so some tests only use the weekly series. Use the lab to rule out weak strategies, not as a promise of returns.
Not yet. Check whether results survive small parameter changes, how it does out of sample and how much return remains when costs rise. A strategy that works for only one setting is usually overfit.
Yes. Fees and slippage are adjustable, and the strategy and the DCA benchmark pay the same costs so the comparison is fair; the stress test then raises costs to see whether returns hold up.