Congratulations on creating your first algo! Now it’s time to see how it would have performed in the past.
Past performance should never be used as an indicator of future performance, but this will give you a general idea of how it may perform.
All backtests for a specific algo can be found under the “Backtests” tab.
To start a backtest, you can either modify backtest settings or click the play button directly (using the latest settings).
Backtest settings are saved with your account for your convenience.
Start Date
The date/time where your backtest should start from.
End Date (optional)
The date/time where your backtest should end. Uses the current date/time if not provided.
Start Cash
The amount of money the simulation should start with.
Head over to Going Live to learn how you can start trading for real!
[Can I save a backtest for future reference?]
Absolutely. We’ve added the ability to bookmark specific backtests for this very purpose. Use the filter on the Backtests page to find these backtests.
Algo PilotTM is a US based technology company and not a bank, broker-dealer, or RIA. As such, Algo Pilot LLC does not provide investment advice and is not a member, SIPC. Brokerage services offered by 3rd parties are not directly affiliated with Algo Pilot LLC, and Algo PilotTM users may choose the broker relationship that they desire. Algo Pilot's Algo Builder is Patent Pending with the USPTO.
Past performance, whether actual or indicated by historical tests of strategies, is not a guarantee of future performance or success. Investing in stocks, futures, options, currencies, cryptocurrencies, and other financial vehicles involves risk. Investing in securities involves potential loss of principal. Trading in options or security futures involves a high degree of risk and investors may lose more than their initial investment; options trading is not suitable for all investors. Before trading, please read all applicable risk disclosures such as Characteristics and Risks of Standardized Options disclosure from your broker.
