Confidence built in a different product does not always transfer. If the charts, execution, and context change, the reps rarely show up live.
Backtest sessions keep replay inside the terminal you trade. You step through historical price, trade manually, and file results like a real session.
The point is not to produce a perfect spreadsheet. The point is to practise the setup, feel the sequence, and build evidence before money is involved.
How it works
Create a session, choose the instruments and date range, set a starting balance, then replay the market bar by bar. Your mosaic, footprint, TPO, volume profile, delta, order flow, risk rules, commissions, and slippage stay part of the experience. Trades can file to playbooks as you go.
Create a new backtest session — pick instruments, date range, and starting balance before replay begins.
What becomes possible
- 13+ years of historical coverage on supported instruments
- Get reps without risking capital
- Test whether a setup survives different dates and regimes
- Promote a proven replay session into a live playbook
- Debrief the session with analytics before changing your rules
Where it fits
Backtesting is the bridge between an idea and a playbook. It gives you enough reps to decide whether a setup deserves live attention.
Start here
Replay one full session day on an instrument you know. Trade only one setup. When you finish, open the session analytics before you decide whether the setup is worth more time.
Try Backtest sessions in the terminal
Start a free trial and file your first trades — replay, research, and analytics included.
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