New Feature – Backtesting Multi-Timeframe


  • Eric Brown

    Eric Brown

    Published: Aug 05 2017 at 05:58 AM CST | Comments


We’ve just added a new ‘multi-timeframe’ feature to our backtesting engine (see more info about the engine here). This new feature provides a look at various timeframes from 1-Week to 1-Year across the selected lookback period for the backtest.

When you run a backtest now, you will see the backtest results in a tab called Backtest Statistics which contains specifics statistics for the parameters that you chose for the backtest. Another tab, called Multi-Timeframe Results,  provides a look at the backtest across multiple timeframes from 1-Week to 1-Year. Note: the multi-timeframe summary will always include overlapping results regardless of whether you select to exclude them on your backtest.

A few screenshots showing the new backtest results page are below.

backtest results

Backtest Statistics

Multi-Timeframe Results

Multi-Timeframe Results


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