← TradeChrona Help CenterBacktesting
Run a platform-neutral backtest
Test a strategy against normalized historical data while preserving fees, slippage, assumptions, and source.
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What this article helps you do
Create a reproducible historical strategy test that remains separate from actual trading results.
Before you start
- Backtesting entitlement.
- A supported historical dataset.
Follow these steps
- 1
Choose the dataset source, instrument, timeframe, date range, and session.
- 2
Select or define entry, confirmation, risk, exit, and frequency rules.
- 3
Enter commissions and slippage assumptions.
- 4
Run the test and review trade count, win rate, profit factor, expectancy, net P&L, net R, drawdown, and the equity curve.
- 5
Inspect exact historical test entries and assumptions.
- 6
Save the run or compare variants without merging it into Calendar or recorded Analytics.
What you should see
The run remains clearly labeled as a backtest and traceable to its dataset and assumptions.
Common mistakes
- Ignoring commissions and slippage.
- Optimizing repeatedly on the same sample without validation.
- Treating a backtest as a guarantee.