Backtesting guides
Test a backtest
How to check a backtest for lookahead bias
Lookahead bias means a backtest used data it could not have had. Find it by cutting the future, changing the future, filling later and replaying bar by bar.
How to tell if a backtest is overfit
An overfit backtest fits noise, not an edge. Four tests expose it: walk-forward, neighbouring settings, probability of backtest overfitting and trial counts.
Does your strategy beat random entries?
A random-entry test compares a strategy with random twins that share its trade count, stops, targets and costs. How to build one and how to read the p-value.
Backtest validation checklist: twelve checks
Twelve checks to run before you trust a backtest, each with its formula: drawdown, cost stress, Monte Carlo, parameter stability, walk-forward, PBO, lookahead.
Fills, slippage and fees in a futures backtest
A futures backtest is only as honest as its fills. How to model next-bar fills, stop-first bars, gaps, slippage per side and commission, and how to stress them.
Markets
ES futures backtesting
Backtest E-mini S&P 500 (ES and MES) strategies on up to 15 years of CME data with real costs. Contract facts, what to watch on ES, and how the test runs.
NQ futures backtesting
Backtest E-mini Nasdaq-100 (NQ and MNQ) strategies on up to 15 years of CME data with real costs. Contract facts, what to watch on NQ, and how the test runs.
Gold futures (GC) backtesting
Backtest gold futures (GC and MGC) strategies on up to 15 years of CME data with real costs. Contract facts, what to watch on gold, and how the test runs.
Your AI
How to backtest a trading strategy written by AI
AI writes a strategy in seconds and can overfit it just as fast. Keep data away from the model, sandbox its code and count every try, with Claude Code or Codex.
Compare
BenchAlgo vs building your own Python backtest
When to write your own Python backtester and when to use BenchAlgo: data, fills, lookahead checks, overfitting tests, trial counts, markets and cost compared.
BenchAlgo vs TradingView for backtesting
TradingView charts and tests Pine Script on your chart. BenchAlgo scores Python futures strategies across twelve screens. Fills, costs and lookahead compared.
BenchAlgo vs QuantConnect for backtesting
QuantConnect is an open-source, multi-asset platform you program and trade from. BenchAlgo scores futures strategies across twelve screens. Side by side.
Reference
Product guide
What BenchAlgo does, which markets and data it covers, how scoring and pricing work, which AI you can use and the limits of a backtest, with sources.
How scoring works
Every strategy gets a score from 0 to 10, twelve validation screens with Passed, Weak or Failed badges, and a verdict: Lead, Validated or Rejected.
Lookahead checks
How BenchAlgo proves a strategy never used future data: truncation, perturbation, next-bar fills, live replay, random nulls, double costs and a sealed holdout.
Test your own idea
Create a free account, describe an idea and read its twelve screens.