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Backtest Methodology

How we test what we build — and why the result is honest.

1. Data foundation

Tick-level XAU/USD data from 2008 to today. 18 years of market data including the 2008 financial crisis, Corona crash 2020, 2022 inflation, 2023 banking crisis, 2024 rate shocks.

2. Sweep procedure

For each user profile we compute up to 100,000 parameter combinations. Every variant is simulated on historical data with modeled spreads and slippage.

3. Walk-forward validation

Strategies are optimized on a training period, then tested on a later out-of-sample period. Whatever fails the test is discarded.

4. Monte Carlo stress test

Trade order is randomly permuted, spreads artificially widened. Strategies that only work under ideal conditions are filtered out.

5. Survival rate

Out of 100,000 variants, typically less than 1 % survive all tests. You only receive variants that passed all 4 stages.

Transparency: Every backtest report includes the exact equity curve, drawdown progression, trade list and parameter configuration. Nothing hidden.
Disclaimer: Backtest simulations are not actual trading results. Past performance — backtested or live — is no guarantee of future results. Trading leveraged products carries total loss risk. 74-89 % of retail investors lose money trading CFDs.